Put in a good word about the occasional wanderer... - page 20
You are missing trading opportunities:
- Free trading apps
- Over 8,000 signals for copying
- Economic news for exploring financial markets
Registration
Log in
You agree to website policy and terms of use
If you do not have an account, please register
Conceptually, it is impossible to make money on SB, because any random series or its part, as well as any combination of these series, has a finite entropy, and in this case, there is no possibility to extract a deterministic process, because if such process existed, it would influence the value of random walk entropy, but it is not so, since the entropy of a random process is constant, maximal, stationary and finite.
So much pseudoscientific nonsense in three lines, perhaps even Yusuf could not have generated...
One thing you should understand is that what you know, everyone knows. When you want to make a trade on oscillating SB channels, your counterparties will demand an additional premium, for selling an asset with positive MO. This premium will fully compensate for this very MO. If you know it is a channel and others do not, it only means that you are using a deterministic component which has not been identified by the other participants and for which you have not yet managed to demand a premium.
Amazing, and how the stat.arb. that leonid553 does is profitable for him...
So much pseudo-scientific nonsense in three lines, perhaps even Yusuf could not have generated...
Amazing, and how the stat.arb. that leonid553 does is profitable for him...
Aleksey, you are delusional, leonid does seasonal trading, not stat. arbitrage. I don't want to remind you about science, because I remember someone claiming that you can buy and sell moving average, even Yusuf did not do that.
The reasons for the difference between the two FIs are unimportant, it is still a stat.arb. And the problems there are exactly the same as in stat.arb.
I don't need to remind you about science, because I remember someone claiming that you can buy and sell moving average, even Yusuf didn't make such a fuss.
At least I didn't talk that kind of nonsense you're talking about. Those were my own mistakes, and I have never exposed them as obvious and undeniable truths. By the way, you can buy/sell muvs...
Here, for example, is a sample of your nonsense:
The basic Black-Scholes model for estimating the fair value of options is based on finite variance and the consequent stationarity of the series.
Have you ever read how it is derived? There is no mention of stationarity or finite variance, because the main assumption in this model is lognormality of the distribution of increments.
someone claimed that you can buy and sell on average, even Yusuf was not so hot.
And you're making fun of it for nothing...
In the Brownian SB, a Masha with a certain period is a particle being attacked. And the mass gets bigger and bigger as the period increases. (blushing...)
That's why it's possible to trade.
As Paukass says, "Know how..."
;)
And you're making fun of it for nothing...
In the Brownian SB, a Masha with a certain period is a particle being attacked. And the mass gets bigger and bigger as the period increases. (blushing...)
That's why it's possible to trade.
As Paukass says - "Know how..."
;)
as a return to the average?
To a possible "projection in time" of the average...
God forbid, narrowly, to the current value.
;)
as a return to the average?
I wish I knew where it was in the middle!
It's a very useful task.
Finished reading.
Usefulness, I think, is to try to apply the same principle to a series of quotes to find the most likely maximum/minimum? It may work. Or maybe not).