That's interesting - page 16
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. Why can't I be snide? Especially if there is a reason for it? Again, many times I have drawn attention to the fact that the professor's reasoning about squirrels may be correct. But when he tried to make great discoveries in another field it turned out sad.
. You seem to be blindsided by resentment. So I'll write again. The professor made a mistake in some of his experiments. He measured not only the parameters of interest, but also the effect of cosmic rays. That is why he has this dependence of results on eclipses and other things. Do you have any objections to that?
I can't be the judge of that. I'm not a professional. But I don't believe you either, you don't have any reviews at all. And from the documents - moustache, paws, tail (C). And they can be faked. :о)
. Nivaros! If you're not looking for cosmic regularities on fore and if that's not what you're interested in from the Great Schnoll's brilliant work - then what are we talking about? Comparing histograms? You quoted in the topicstart - amazing stuff.
Under the heading "it's interesting". For thought.
. Shame on me again!
Well, if you ask, if you insist, if you need it - shame on you.
. Yeah?! And bad students have qualities inherent in you. So?
All right, you made a joke. This time it's good.
. I say be critical of stupid things.
I don't set out to criticise him. I took the concept. For developing what I need is enough.
. And one more point, which surprised me the most. Usually, by the good old tradition, any scientific work is accompanied by a review. Even Fomenko's work has a review on the "mathematical part" where the reviewer Shiryaev writes that the mathematical method applied is a valid method. (Shiryaev does not write anything approvingly about "historical part".
Shnol does not have such a review. Either he did not give mathematicians for review, or they refused him on various pretexts. All this should be alarming!
what is the status of this work?
The more complex the system, the harder it is to criticise it... A bit of healthy criticism:
I don't get it, do I need to get upset in some way? The model has to be adequate - everything else is of no interest to me.
Why does it talk about the market model, but apply it not to the market, but to its individual parts - the financial instrument? Why isn't it applied to the whole set of financial instruments?
Try to apply it to all financial instruments. I am not in favour of "global clustering", but of course forecasts on different instruments must be consistent. This is one of the verification criteria.
I don't understand, do I need to get upset in some way? The model has to be adequate - all else is of no interest to me.
Your aggression is familiar to me...
From my point of view it is more adequate to evaluate the model of behavior of a set of financial instruments than separately.
Fin. instruments individually have less stable behaviour than their aggregate.
P.S. Let's just talk without aggression. Disagreement on my part does not indicate disrespect.
Your aggression is familiar to me...
From my point of view, it is more adequate to assess the behavioural pattern of a set of financial instruments than individually.
P.S. Let's just talk without aggression. Disagreement on my part does not mean disrespect.
There is no aggression. It is humour ... Mark Twain style.
I don't know how to make a forecast of a system of time series, "as a whole".
The point is that one of the criteria for the adequacy of a market model is the following:
If you "mix" (add, multiply) financial instruments together, the model should show the same results on the mixed up financial instruments.
If you "mix" (addition, multiplication) the financial instruments, the model should show the same results on the mixed up financial instruments.
The point is that one of the criteria for the adequacy of a market model is the following:
If you "mix" (add, multiply) financial instruments together, the model should show the same results on the mixed up financial instruments.
I'm a bit confused - "must show the same results", what results will we get? The same results as before the mixing. That is, the results before mixing and after mixing should be the same. And what should be the same?
Please give an example of how to mix them with addition and multiplication.
(EURUSD + Const1) * (GBPUSD + Const2) / (AUDUSD + Const3) / (NZDUSD + Const4) * USDJPY / USDCAD.
Market models consider additive and multiplicative mixing.
I'm a little confused, - "should show the same results", what kind of results will we get? The same as they were before the mixing. That is, the results before mixing and after mixing should be the same. And what should be the same?
I can't be the judge of that. I'm not a professional. But I don't believe you either, you have no reviews at all. And from documents - moustache, paws, tail (C). And they can be faked. :о)
Under the heading "it's interesting". For thought.
Well, if you ask, if you insist, if you need it - shame on you.
All right, you made a joke. This time it's good.
I don't set out to criticise it. I took the concept. For developing what I need is enough.
what is the status of this work?
. I'm sick of fighting. In short, Schnoll is screwed! End of story.
Conclusions
. I came in a tank and shit you're going to get me out of it.
As strange as it sounds, the quoting process as a "whole" does not exist.. And I agree, with this bizarre assertion. Without specifying what the parts of that "whole" are - what are the driving forces behind it.
Following this model and philosophy it makes no sense to cost for the distribution process, and so does calculating statistics.. Generally speaking, if you do everything "outright" - YES, it makes no sense at all. If you work with data, you can calculate some statistics - but it's a bit of an amateur, such things. Not a big deal, in general. And it's all nonsense.
It doesn't help with identification at all.. Here, here is where the most important stone lies, from which the understandings diverge. With this part of the conclusions (remembering what you mean by identification), as well as in the part of the algorithm, I strongly disagree. Clearly no one cares, but I'll speak out anyway.
. Again, I completely agree that the "market" consists of "pieces". These "pieces" need to be identified. And only after that should they be consumed. But, as it has been voiced, I understood that you want to identify the "pieces" by the "pattern" of price. To put it crudely. Or by the probability matrix, or the ratio of "pieces". - It doesn't really matter that much. What matters is that it will be an analysis of the "price" itself. My deep conviction is that this is a dead-end road. You need to analyse the processes behind the "pieces" of the price. That's when the model will be "physically meaningful", reflecting at least some essence of things. Not just descriptive. The way you have it now, it exactly describes (tries to do so) the "picture" of the price. There is no "physics" behind it. And it should be. Why, because the price doesn't fully describe the state of the market. Looking only at the price, you have a small piece of information that looks like a nasty martingale. And then you'll be banging your forehead against the Oak, because you know that no matter how you divide a martingale into "pieces" it will be a lump. That said, mind you, the market processes themselves are not martingale. That's how it is.
And here, one has to refer to the so-called "fine structures" that Schnoll talks about.. You don't need any fine structures. All you need to know in the market is when to buy cheap and when to sell expensive. That's it.