The market is a controlled dynamic system. - page 39
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which pairs were traded?
2 avtomat: you could have shown me, since you didn't close this information.
which pairs were traded?
There was no haggling. The author's mockery is a credit to him...
2 avtomat: You could have shown me, because you did not close this information.
another complaint...
What are you picking on me for? What, he can't figure it out... He's got to poke... What's that got to do with me? What else do you have to teach him besides poking with the mouse at the tabs right in front of his nose?
The question "what currency" is silly and inappropriate. Well, I have a different understanding of the whole picture.
If you go back a few pages, you may find my statement of the problem, that I made six months ago: "The system should work with any instrument".
You don't get it, Oleg. You create a new branch with a potentially very curious approach - and then pull information out of you with ticks.
Besides, people are really interested - not like me, scoffer...
Well, in short, you go on and promote interest in your development.
Alexei, this is not an elaboration, but a point of view. Not in the sense of an opinion, but precisely in the sense of the point of view in which the observer is situated.
A controlled dynamic system ... hmm - no one has challenged a single word :)
You don't get it, Oleg. You create a new branch with a potentially very curious approach - and then pull information out of you with pincers.
Besides, people are really interested - not like me, scoffer...
Well, in short, go ahead and promote interest in your development.
Alexei, this is not an elaboration, but a point of view. Not in the sense of an opinion, but precisely in the sense of the point of view in which the observer is situated.
A controlled dynamic system ... hmmm - no one has challenged a single word :)
Well, what is there to argue about...?
;)))
tara: Управляемая динамическая система ... хм,- никто не оспорил ни единого слова :)
Well, the topic-starter didn't make much of an effort to clarify these words.
The TAU approach itself is curious, but limited in my opinion. First of all, TAU tends to consider linear systems (this is the basis on which it makes sense to use the Heaviside transform). Well hence all the disadvantages of the approach - in particular, for example, the fact that the results of individual influences are simply summed up (linear superposition). And by control the starter probably meant the understanding adopted in TAU.
I have in my stash another approach, somewhat close, but, in my opinion, more general: behavior of the FI (finite instrument) is described by a single diffura (by default - non-linear, so I am not talking about any links, although sometimes I want to use them). The market is subject to controlling external influences. But these influences are parametric, not signal, because they can change the structure of FI behaviour. These are usually some powerful news or strong fundamentals. These factors are unpredictable, there is no bread and butter here. But strong external influences are infrequent, and that's where our hope lies.
The main task is to identify these parametric influences as quickly as possible in order to determine the specific change in the structure of FI behaviour that results from them. In other words, immediately after such a strong "control" it is necessary to quickly identify new parameters of the diffura describing the process and establish the nature of its relaxation. This is where our bread and butter comes in.
Not only is the difura non-linear, it is also somewhat stochastic. The simplest assumptions about the nature of the stochasticity of the process lead to the very strange conclusion that it is universal. But I have already gone too far.
The non-stationarity of the model is inherent in its very foundation. But this in no way negates the possibility of predicting it. "Stationarity" here is about something else, a unified difura.
There will be no mathematics here, it's too cumbersome. Sorry, I'm just a reader in this thread now.
The non-stationarity of the model is inherent in its very foundation. But this does not invalidate the possibility of predicting it. "Stationarity" here is about something else, a single diffuser.
There will be no mathematics here, it's too messy. Sorry, I'm just a reader in this thread now.
We're talking about the same thing, by the way. Why are you all talking about stationarity?
The TAU approach itself is curious, but in my opinion limited. First of all, TAU tends to consider linear systems (this is the basis on which it makes sense to use the Heaviside transform). Well hence all the disadvantages of the approach - in particular, for example, the fact that the results of independent influences are simply summed up (linear superposition). And by control the topicstarter probably meant the understanding adopted in TAU.
You only mentioned the first section of TAU -- Linear Systems. It is a base, necessary and very important for further understanding and development of the theory. But this section is not the only one in TAU. The next section, Nonlinear Systems, is much more extensive. You could go on to name many different areas -- all of them non-linear. But the notion of a TF -- the transfer function -- gets along just fine with these "monsters" ;)) Of course, the matter is not limited to transfer functions, there are more sophisticated tools.