Averaging? - page 2
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Even the formulation of the question itself is wrong. So what could be the answer?Interestingly, there have been many discussions here on the forum about TCs based on arbitrage of two correlating pairs. For example, an Australian and a New Zealander. They go roughly together. Then on their strong divergence selling one and buying the other one can gain profit on the reverse move. The profitability of such TS is not large, but the risk is minimal.
The meaning of this approach is clear to everyone, I think the author gets it too. Nobody in his right mind and mind is likely to say that such TS may easily get stuck with MC. So why such difficulty in understanding what the Nevetran is doing ?
And he's doing roughly the same thing. The only difference is that he has replaced a pair with a known correlation with a large basket. If that basket has some correlation balance, then it is highly likely to perform the same oscillatory motion around its equilibrium as the correlation pair. Although the equilibrium position itself may drift in some direction in doing so. The non-veteran, of course, has not dealt with correlations in the basket and with its balance. But he is justified in saying that the more pairs in the basket, the less likely there is to be significant bias. Either way stochasticity rules.
Strange that even experienced people on this forum haven't seen the point, and instead of thinking a bit, immediately rush to label and banish witches.
That's why there are muddy thoughts in the head and few meaningful questions.
The very formulation of the question is the question, but other business is to clarify - are the trials independent? But that is another question - and Urain is the one that is affected. But the fact that they are dependent must still be proved - that's the thing.are the intervals equal to each other)))?
Если ТС ( торговая стратегия) сливает на любом одном инструементе из 1000, может ли суммарный результат этой же ТС, не сливать если она работает на всех этих инструментах одновременно?
То есть если вероятность Pi = вероятности получить прибыль на одном инструменте за некий промежуток времени < 0.5, то чему будет равна веротяность "суммы" всех по i ?
Of course it can. Only not a strategy, but a tactic. And the strategy should select ( filter ) the tools.
Even the formulation of the question itself is wrong. So what could be the answer?
Interestingly, there have been many discussions here on the forum about TCs based on arbitrage of two correlating pairs. For example, an Australian and a New Zealander. They go roughly together. Then on their strong divergence selling one and buying the other one can gain profit on the reverse move. The profitability of such TS is not large, but the risk is minimal.
The meaning of this approach is clear to everyone, I think the author gets it too. Nobody in his right mind and mind is likely to say that such TS may easily get stuck with MC. So why such difficulty in understanding what the Nevetran is doing ?
And he's doing roughly the same thing. The only difference is that he has replaced a pair with a known correlation with a large basket. If that basket has some correlation balance, then it is highly likely to perform the same oscillatory motion around its equilibrium as the correlation pair. Although the equilibrium position itself may drift in some direction in doing so. The non-veteran, of course, has not dealt with correlations in the basket and with its balance. But he is justified in saying that the more pairs in the basket, the less likely there is to be a significant bias. Either way stochasticity rules.
Strange that even experienced people on this forum haven't seen the point, and instead of thinking a bit, immediately rush to label and banish witches.
That is why there are muddy thoughts in the head and little meaningful questions.
Serious back-tests are needed, or better the stats over a sufficiently long period. Otherwise it's nothing but sloganeering, just like in the Neveteran's thread. It's all slogans. What's the point of going over them for dozens of pages? Yes, it is theoretically possible. There may be many implementations. But there must be a strict method, and not like "after some time, I looked at what was in the plus, and the minus themselves will return sometime / on another cycle. With such vague notions there is no clear-cut MM and one will fail at a distance, even if the idea is workable in general.
Guys, the idea of non-veteran lies in another plane, although what you say here he also uses, but that's not the point. I do not know why he can not bring his idea, whether he can not or does not want to, but the fact that it is simple and does not lie in the plane in which we are all used to think ---- is a fact. His idea is brilliant and very simple at the same time !!!!
Ребята, идея неветерана лежит в другой плоскости, хотя что вы тут говорите он тоже использует, но это не суть. Не знаю почему он не может свою идею донести, то ли неумеет то ли нехочет, но то что она проста и не лежит в той плостости в которой мы все привыкли думать ---- это факт. Его идея гениальна и в тоже время очень проста!!!!
So what's the idea? Care to share?
Guys, the idea of non-veteran lies in another plane, although what you say here he also uses, but that's not the point. I do not know why he can not bring his idea, whether he can not or does not want to, but the fact that it is simple and does not lie in the plane in which we are all used to think ---- is a fact. His idea is genius and very simple at the same time!!!!
When one writes about genius the only question that comes up is the proof. A monitored account or a stats over a long period.
when writing about genius the only question that comes up is proof. A monitored account or a long period stats.I don't have the results yet, I just understood his idea, and only recently. He has described it correctly in his thread, but nobody wants to understand it, so read everything!
I don't have any results yet, I just understood his idea quite recently. And the interesting thing is that he described it correctly in his thread, but for some reason no one wants to understand it, so read it all!
When the results are in, then we'll talk ;) Such brilliant ideas can be generated in heaps, but after a quality check, maybe 1% remains.
You see, if black is black and you can see it, then it's very likely black