What makes an unsteady graph unsteady or why oil is oil? - page 20
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Нет и не встречал, ищу компанию.
Is this a mathematical paradox?
I thought Reshetov's method could make any series stationary... )
This is an attempt to apply a variation of Fourier to a non-stationary series. The point is that we don't care about all the difficulties of non-stationary BP, because we need a market reversal with a decent probability. All TA is built on this. Various Fibos, Three Soldiers, etc.
I am richer than you - I have them for N-dimensional series as well.
I envy you. In any case, I now understand the promise of this idea. Thank you for your frankness.
Завидую белой завистью. Во всяком случае, теперь понимаю перспективность этой идеи. Спасибо за откровенность.
I am richer than you - I have them, and also for N-dimensional series.
If it is possible to ask some questions:
1. Is there a big divergence between testing and reality?
2. What are the trading parameters: profit factor, maybe others?
Of course, my curiosity is not justified. There are a lot of NS moths, but I haven't seen systems with a profit factor higher than 2. For the stationary method it's nothing.
Это что оноситься к математическим парадоксам?
А я думал, что по методу Решетова, можно любой ряд стационарным сделать.. )
It is possible to build a portfolio of non-stationary assets whose minimum return will be strictly stationary - a perfectly ascending straight line (the equity will never fall below this very line on history), but only if there is a large number of financial instruments.
Simply put, the portfolio equity will be a classic trend with a flat upward support line. That is, if you buy a portfolio when its returns are on the support line, it is highly likely that you can then sell at a fat profit.
Если можно несколько вопросов:
1. Сильно ли расходится тестирование и реал?
2. Каковы параметры торговли: профит-фактор, может быть другие?
Любопытство конечно же не празное. Много мторонников НС, но я не видел систем с проит фактором выше 2. Для стационарного метода это ничто.
I trade by hand, I am gaining experience as a trader, and I am working on ideas for automation, so it is difficult to answer about testing and other things,
So I have to wait, but I think it is coming out pretty good.
It is possible to build a portfolio of non-stationary assets whose minimum return will be strictly stationary - a perfectly ascending straight line (equity will never fall below this very line on history), but only if there is a large number of financial instruments.
Simply put, the portfolio equity will be a classic trend with a flat upward support line. I.e. if you buy a portfolio when its returns are on the support line, it is highly likely that you can then sell at a fat profit.
There was your thread, glorious follower of Markowitz and other schnobel scammers. Your persistence is no longer surprising but suspicious. As soon as the thread gets to something constructive, there is Reshetov, who stubbornly refuses to see even a year's worth of history, when all assets rushed down and then rushed up. This is not the first or last time the markets have done this.
Была Ваша ветка, славный последователь Марковица и других шнобелевских жуликов. Ваше упорство уже не вызывает удивления, а вызывает подозрения. Как только тема подошла к чему-то конструктивному, тут Решетов, который упорно не желает замечать даже годовой истории, когда все активы ринулись вниз, а потом ринулись вверх. Делает рынки это не первый и не последний раз.
Frankly, your penchant for picking on Reshetov and other creative comrades is even more suspicious.
It immediately reminds me of Goebbels, who had his finger on the trigger at the word "intelligence". Pardon the association, if anything. That's the way it is.
Была Ваша ветка, славный последователь Марковица и других шнобелевских жуликов. Ваше упорство уже не вызывает удивления, а вызывает подозрения. Как только тема подошла к чему-то конструктивному, тут Решетов, который упорно не желает замечать даже годовой истории, когда все активы ринулись вниз, а потом ринулись вверх. Делает рынки это не первый и не последний раз.
As for history, many tools did collapse in 2008, but:
1. Not all of them. There were profitable instruments by the end of the year.
2. Not all at once, but falling over the course of the year one by one
A well-constructed portfolio allows, in many cases, to exclude suspicious assets - which are prone to fall from its composition.
A portfolio is not a panacea for all ills. It is a system of investment protection. Much like a helmet or a safety belt for a builder. If a brick hits your head, the builder with a helmet has a better chance of surviving or even surviving unharmed than without one. If you are hit directly by a heavy object, a helmet won't be able to save you.
That is why we should not present individual cases as general. Each protective mechanism has its own area in which it can prevent undesirable consequences.