Thoughts on some of the absurdity of multi-currency analysis. - page 15
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Archiving:
Hypothesis:
Usage:
Example:
Algorithm choice:
Baseline conversion:
P.S.
Beautiful, getch.
getch писал(а) >>
The most convenient baseline is the one that lends itself best to compression.
Or predictable. It's buttery. :)
Или прогнозированию. Масло маслянное. :)
Predictability is a problem to check. Compressibility is not.
getch писал(а) >>
The developers of MT5 said that they managed to create a narrowly focused algorithm for compressing quote history, which is superior to all universal archivers in terms of compression. Its secret is the efficient transformation of data before compression. This is not a conversion of basis majors, but transformation of single trading instruments. If this transformation is uncovered, it can be used (without reinventing your own wheel) as a starting point to the goal of baseline transformation.
Можно легко в разы увеличить инфо-ёмкость потока котировок - перейти на дельта-кодирование. Что эквивалентно ретурнс-преобразованию. :) :)
Delta encoding is one of the most primitive and ancient conversions. Universal archivers use excellent data conversion efficiency. But the developers of MT5 claim to have managed to outperform them considerably. Perhaps this is just marketing.
Прогнозируемость проверить - проблема. Сжимаемость - нет.
No problem either - a tester.
Тоже не проблема - тестер.
How can a tester help in determining the level of predictability?
Дельта-кодирование - одно из самых примитивных и древних преобразований. Универсальные архиваторы используют отличные по эффективности преобразования данных. Но разработчики MT5 утверждают, что им удалось их существенно переплюнуть. Возможно, это только маркетинг.
Universal archivers make little use of data specifics. If you take it into account (know in advance) you can put a lot of things out of brackets.