The market is a controlled dynamic system. - page 337

 
Олег avtomat:

Showing something similar.

I have done similar experiments with SB in the past. The results are interesting in and of themselves, but anticipating the next reasonable question, I will say: yes, you can.

If interested, at the weekend I can make appropriate images for the SB in different variations, you can also make a video.

What are you interested in, you show me and explain

 
bas:
No thanks, not worth the time) you have an interesting approach, but this "can" immediately puts a point.

Here (with this "point") your prejudice is in full effect. Do your own experiments to shake that bias to begin with. By the way, there is no strict evidence for this "point". After all, you would agree that "plausible reasoning" is not evidence in any way.

 
Fast451:

what you're interested in, you show me, you explain.

you don't need it.

 
Олег avtomat:

Here (with this "point") your prejudice is in full effect. Do your own experiments to shake that bias to begin with. By the way, there is no strict evidence for this "point". After all, you will agree that "plausible reasoning" is in no way evidence.

It's not bias, it's mathematics. Proof is not needed here, SB is by definition a process without memory. Well, or you have your own definition of SB.

 
bas:
This is not bias, it is mathematics. Proofs are not needed here, SB is by definition a process without memory. Or you have your own definition of SB.

hmmm... It is strange to hear: "This is mathematics" and then "Proofs are not needed here" (????) What kind of mathematics is this, where proofs are not needed? If proofs are not needed, it is no longer mathematics. It is closer to religion, where belief is enough and the proof is the presence of belief.

And I understand SB in the conventional sense. For example, as described here in its simplest form:


.

i.e. as a cumulative process of random increments.

But it is easy to complicate this model by introducing additional parameters and conditions. In this case the model remains a SB model, but acquires new qualities.

 

Well, I wrote - the proof is the definition of SB: a process in which increments do not depend on anything (their probability is 50/50, and expectation is zero), therefore it is impossible to make money on it, and if suddenly it "works", then look for an error in calculations).

And if you introduce additional conditions, it is not SB, but something own, SB-like, and may not have the above property.

So did you run your method on a strict SB, or on something SB-like?

 
bas:

Well, I wrote - the proof is the definition of SB: a process in which increments do not depend on anything (their probability is 50/50, and expectation is zero), therefore it is impossible to make money on it, and if suddenly it "works", then look for an error in calculations).

And if you introduce additional conditions, it is not SB, but something own, SB-like, and may not have the above property.

So did you run your method on a strict SB, or on something SB-like?

You do build this simple SB model. The properties of the SB process and the properties of the incremental SB process are different things. A simulation will help you understand what I'm talking about, understand that the error is not in the calculation, but the error is your expectation-judgment.

And I've run my method on both strict SB and its various variations. There are no errors in the calculations (this I check very scrupulously). And it "turns out" so because of the properties of the process itself.

 
Well, the properties of the process are precisely what says that you can't make money from it) it's elementary mathematics, with your qualifications it should be obvious.
 
bas:
Well, the properties of the process are precisely what says that you can't make money from it) it's elementary mathematics, with your qualifications it should be obvious.

Again: Build a model and you will see where your mistake lies.

Your "plausible" inferences deceive you.
 
OK, there's no point in discussing it. Good luck)