Volumes, volatility and Hearst index - page 23

 
Farnsworth:

Statistically, Prival is right, let's just say not very often.

There must have been a reason why Hurst thought the behaviour of runoff was random, maybe he just knew more in this area, not just "rain and heat". And in general, grow your sequoia in peace, and if you have something to say - say it clearly, because it is not clear what the claim is about, the flora and fauna of Africa, the Nile or the quality of the sequoia.

The sun's activity is accidental/non-accidental...

I was talking about this statistical inference.

And there's a lot on Earth that owes a lot to it. :)

I clearly want to ask - are we spouting off a child, or tying random wanderlust to the price of fora - muddying the waters at an inherently unequal process for nothing.

If so - trying to count the Hurst-like figure on knees 33, that heresy?

Explain to me then what to count as self-similar?

What is expansion?

;)

 

Persistence - if a movement continues rather than reverses. I used the word "trendiness" to mean not a trend, but this very property.

Retraceability - if the movement is more likely to reverse than to continue.

The two states lie on different sides of the behaviour of SB. And in that sense, reversibility is no less predictable than persistence.

Farnsworth:

PS: So what about my question?


Serguei, is it for me? What question are we talking about?

What does it mean?

And where is the line on unambiguity?

 
FreeLance:

I want to ask clearly - are we spouting off a child, or tying the occasional stray to the price on the forecourt is muddying the waters at an inherently unequal process.


Shit, once again. SB is only a model example. If there is a theory, it should work for any random series. SB is the kind of random series on which one cannot systematically make money. And it is known that Hearst = 1/2. Why cannot we work out methods of Hurst calculation or any other randomness characteristic calculation on it?

We cannot generate quotes. Historical data is finite and poor. Why cannot we practise on SB? As the classics say "practice on cats".

It is the alphabet of practice to test and calibrate instruments on phenomena of which all is known.

 
Yurixx:

Shit, one more time. SB is only a model example. If there is a theory, it should work for any random series. SB is the kind of random series on which one cannot systematically make money. And it is known that Hearst = 1/2. Why cannot we work out methods of Hurst calculation or any other randomness characteristic calculation on it?

We cannot generate quotes. The historical data is finite and poor. Why cannot we practise on SB? As the classics say "practice on cats".

It is the alphabet of practice to check and calibrate instruments on phenomena about which everything is known.

I think so - the series that Hearst analysed were of interest to him first and foremost to predict/prove disaster... "black swan."

Once so - the periodic component is visible there, and 0.7 did not appear for nothing.

But 0.5 is kind of proven analytically.

what to train next?

 

And this does not apply to linear trends at all.

Unless they are illusions of minimum dissipation...

;)

 
Yurixx:

It is the alphabet of practice to test and calibrate instruments on phenomena of which all is known.

That is why I welcome any attempt to build a "Hurst-like" indicator.

But I would first define the analytical measure, and if it is for SB = 0.5, and for others otherwise - great!

It is only from your posts that the "poverty" rather than the "richness" of the data follows.

--- did Hearst have more data?

They will download any pair of MT5 in a minute!

;)

 
FreeLance:

But 0.5 is kind of proven analytically.

what to train next?


We usually train ourselves. Personally, I was training to calculate Hirst. Subsequently, it turned out that it was also training to understand Hearst. With a value of 0.5, it was not as primitive and straightforward as I thought it would be.

Now, if I, purely by chance, come up with some way to quickly and easily determine Hearst on the fly, in real life, I will first test it on SB. And only if the result is 0.5 for all intervals and stats, I will believe that invention.

Now it is your turn to formulate what you are fighting for and what you are proposing.

 
Yurixx:


We usually train ourselves. Personally, I trained myself to calculate Hearst. Subsequently, it turned out to be Hearst's comprehension training as well. With the value of 0.5 it was not as primitive and straightforward as I thought it would be before this training.

Now, if I, purely by chance, come up with some way to quickly and easily determine Hearst on the fly, in real life, I will first test it on SB. And only if the result is 0.5 for all intervals and stats, I will believe that invention.

Now it's your turn to articulate what you are fighting for and what you are proposing.

I agree with everything.

That's why I suggest we leave Hurst, for the time being, alone.

And concentrate on the background - where the events of yesterday/today teach...

;)

 

The suggestion is incorrect. No one is stopping you from concentrating there. The rest of us, as adults, decide for ourselves.

 
Yurixx:

The suggestion is incorrect. No one is stopping you from concentrating there. The rest of us decide for ourselves, as adults should.

I did not mean to offend or insult, let alone to impose a method of research.

I agree - everyone decides for themselves.

To prove the obvious, or to look for a new one.

;)