Market model: constant throughput - page 12

 
gip:
But that doesn't mean "Then our BPs are not SBs." They are not SBs with a normal distribution. But for the life of me I can't see any conclusions from that. Maybe they are SBs with a non-normal distribution?
I agree.
gip:

If you want to estimate the amount of information, you should do so. Evaluate the information. Not to squeeze quotes.

Which way to evaluate the information?
 

Ahem. My assertion can be verified by repeating your experiments with a uniform distribution. In theory BP should be between random with uniform and random with normal.

How do you evaluate information in the market? Information changes the market, so the arrival of information gives deviations from some basic values. And it is desirable to have an adequate criterion, something that is measurable and repeatable on the market. You can find several such things. Say range or mileage, maybe some other characteristic, the same distribution to compare torque with the average. The deviation can be non-linear. And ambiguous. And an increase in mileage or range, is an input, and a decrease too.

There is no talking about uniformity of information coming in.

Get a graph and compare it to a calendar and news graph. That's pretty much it.

I think this trick has already been done a hundred times, you can probably look it up on the Internet.

 
gip:

Ahem. My assertion can be verified by repeating your experiments with a uniform distribution. In theory BP should be between uniform and normal.

I took BP with normal distribution of increments. If I take BP with a uniform distribution of increments, what should the result be? Should I then take the average of the two results?

How do I evaluate the information in the market? Information changes the market, so the arrival of information gives deviations from some basic values. And it is desirable to have an adequate criterion, something that is measurable and repeatable on the market. There are several such things to be found.

Some kind of example would be nice.
 

look at the contents, then

note the size of the archives,

can you get any results with standard archivers?

Files:
srsrv.rar  183 kb
 
here's more
Files:
jnzakbmp.rar  2096 kb
 

Andrei Mironov once showed a miniature: he came on stage, approached the microphone, then danced steps away from the microphone, then approached, withdrew and so on for about 10 minutes. Then says to the audience: "you haven't said anything yet, but what tension I'm keeping the audience in!" Congratulations! Hasn't said anything yet, but keeps the topic on 12 pages. I note that this is not his first top with the same dance content.
 
OlegTs:
The possibility of applying media compression algorithms was discussed.
 
faa1947:

Andrei Mironov once showed a miniature: he came on stage, approached the microphone, then danced steps away from the microphone, then approached, withdrew and so on for about 10 minutes. Then says to the audience: "you haven't said anything yet, but what tension I'm holding the audience in!" Congratulations hrenfx ! Hasn't said anything yet, but keeps the topic on 12 pages. I note that this is not his first top with the same dance content.
Mironov had a lot to say. And hrenfx offers to explore.
 
Will there be an indicator? ©
 

I'll even tell you which one. I'll tell you right away - pure shamanism. One parameter N is the window, i.e. the number of bars to analyse. The output is a measure of compression, i.e. how well the data is compressed. Theoretical justification - depending on how well or badly they are compressed, we can choose whether to be in the market or not, to look at "their" signals or not to trust them.