The market is a controlled dynamic system. - page 24
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V.G. Bryukov. How to predict the dollar exchange rate
When measured against the verbiage under the proud name of "Technical Analysis", this is a revelation. In my opinion it is a very primitive example of applying econometrics using Excel and EViews.
But responsibly!
I do a regression on the Vizard quote and use it to make a successful prediction. The result of the regression coefficient estimation:
The last column is the probability that the corresponding coefficient is zero For Vizard this probability is zero, i.e. all coefficients can be trusted. The prediction here is a profit!
I take the same kotir from the terminal. The result of estimation of the same equation (FACT = kotir)
The forecast for my lottery will not come true - it is a loss. Why? This loss could have been predicted because the probability of equal to zero for kotir(-1) is equal to 82.68%!
For me this approach is responsible.
I didn't mean to relegate econometrics, I teach it myself.
I do a regression on the Vizard quote and use it to make a successful prediction. The result of the regression coefficient estimation:
The last column is the probability that the corresponding coefficient is zero For Vizard this probability is zero, i.e. all coefficients can be trusted. The prediction here is a profit!
I take the same kotir from the terminal. The result of estimating the same equation (FACT = kotir)
The forecast for my lottery will not come true - it is a loss. Why? This loss could have been predicted because the probability of equal to zero coefficients at kotir(-1) is equal to 82.68%!
For me, this is the approach that is responsible.
Let's work together. I've got a lot of models, but I'm afraid to go out in the real world. How are you? You can tell me in person.
In this case you are right, but I was referring to the profit formula for commercial or industrial structures, which does not yet exist explicitly, other than to determine the difference between income and expenses.
I agree.
I would like to get this forum (and not the topic) into a more constructive direction.
faa1947:
Серьезные животные (свинозавры) могли бы и не поддакивать, а по существу.
I'm not giving in (although that too, of course))), but rather synergising. // gosh... what am I saying...))
.
"The market is a controlled dynamic system."
That's just so you don't get all worked up. Although the sabbath is illiterately written. Or, if politically correct, redundant. Clearly, you'll be dynamic if you're ruled.
Let's agree right away: it is impossible to see the future. One can only hope for the duration (inertia, persistence) of the response from a perturbation. The perturbation itself is outside the system, outside the model.
If you are trying to create a model where this perturbation is predicative, then there is nothing to talk about. Not at all. You're going to the asylum.
One thing that remains is to be able to determine the FACT of the perturbation. Well, then - everything is relatively simple: the profit-making model itself (have you not forgotten why you are here?))) in this case boils down to trivial trading gestures.
One can only hope for the duration (inertia, persistence) of the response from the perturbation.
Yes, no doubt about it.
The perturbation itself is outside the system, outside the model.
But one would like to be able to test the model for perturbation (momentum).
In both cases one would like to have current estimates of the correctness of the model design.
faa1947:
I'm not giving in (although that too, of course))), but rather synergising. // gosh... what am I saying...))
.
"The market is a controlled dynamic system."
That's just so you don't get all worked up. Although the sabbath is illiterately written. Or, if politically correct, redundant. Clearly, you'll be dynamic if you're ruled.
Let's agree right away: it is impossible to see the future. One can only hope for the duration (inertia, persistence) of the response from a perturbation. The perturbation itself is outside the system, outside the model.
If you are trying to create a model where this perturbation is predicative, then there is nothing to talk about. Not at all. You're going to the asylum.
One thing that remains is to be able to identify the FACT of the perturbation. Well, then - everything is relatively simple: the profit-making model itself (have you not forgotten why you are here?))) in this case boils down to trivial trading gestures.
it would be interesting to see pictures.... if it's not a secret ))))
V.G. Bryukov. How to predict the dollar exchange rate
When measured against the verbiage under the proud name of "Technical Analysis", this is a revelation. In my opinion, a very primitive example of application of econometrics using Excel and EViews.
that's my point )))) make the title sound louder to sell the book...
why bother with the ek?...keep at it, God willing
a working model is born...
as for me - the main thing is to make it work and it's not that important...
for the algorithms - a simple example... the task was to find a teacher...
black line - NS
red line - linear regression
white - own
you see that the difference is minimal... conclusion - not what to look for but what to look for...))
good luck and profits to all ...