The market is a controlled dynamic system. - page 106

 
avtomat:

;))) Nah, I'm sick of parasites with their petty nastiness, just trying to crap all over the place... hell if I know, they probably enjoy it...

No vermin. The mat was. Nothing to do with vermin. Everyone reads the thread. So the mate was to everyone.
 

No, not everyone, but the parasites. And that's pretty clear. Anyway, in my heart, I couldn't help myself....

And you won't need that vocabulary to describe the UDS. ;)

 
avtomat:


Perhaps econometrics treats the market as a random and uncontrollable phenomenon. For example, the so-called efficient market theory/hypothesis looks more like a mockery of common sense. However, it only points out that econometrics does not operate with notions associated with controllability.

"market" is not considered in econometrics. Econometrics deals with economic processes, not phenomena.

The flow of quotes can be regarded as stochastic, random or deterministic.

Quote flow is not stochastic.

If it is not random, it is deterministic.

If it's deterministic, how do you get a 51% drawdown?

 
FAGOTT:

The "market" is not considered in econometrics. Econometrics deals with economic processes, not phenomena.

Quote flow can be considered as stochastic, random or deterministic.

Quote flow is not stochastic.

If it is not random, it is deterministic.

If it's deterministic, how did you get a 51% drawdown?


The market is both a phenomenon and a process.

It's either black or white. It's from my childhood -- good or bad. It's like you can't have it any other way.

That's not how it works in life.

As far as market movements are concerned, I've already explained and shown you pictures --- there is a random component overlapping the regular one. But again, you need to understand that this is a model of the process and that these components are vectors.

Regarding the drawdown -- it's a result of imperfection of the model at this stage of its development. But the model is being worked on and improved, changes are being made. And the chickens are counted in autumn - i.e. we will see the final result when the experiment is over. I hope you understand that neither you, nor I know this result.

 
avtomat:


The market is both a phenomenon and a process.

You're either black or white. It's like from my childhood -- good or bad. It's like you can't have it any other way.

But in life, it's not.

Is it like "Ivan Fyodorovich Kruzenshtern -- man and steamship"?

the market as a process, the space as a premonition...

 
avtomat:


Regarding market movements I have already explained and given pictures --- the regular component is superimposed on the random component.

All over the world, it is called a random variable, which consists of a deterministic and a stochastic component.
 
FAGOTT:

Is it like "Ivan Fyodorovich Kruzenshtern - man and steamship"?

market as process, space as forethought...


Exactly, the market is a process.
 
FAGOTT:
Globally, this is called a random variable, which consists of a deterministic and a stochastic component.


You are very much mistaken here, as you see the value in statics. But look at it in dynamics -- and you see the process ;)
 
avtomat:

You're very wrong here, because you see the value in static. But look at it in dynamics -- and you'll see the prossess ;)

y(t)=x(t) + e

is that how the process works? What does this have to do with statics?

 
FAGOTT:

y(t)=x(t) + e

is that how the process works? What does this have to do with statics?


y(t)=x(t) + e(t)

That's exactly the point: it's a process. By taking out the value of this process at some point in time, you, figuratively speaking, deprive it of dynamics, freezing the process.