The market is a controlled dynamic system. - page 29

 
avtomat:
you think this will get you to the top ;)))))))))))))

I'm certainly not on the subject, but I immediately tried to imagine a summit climbing device. I can't sleep now.
 
faa1947:

Then one more time.

When forecasting, I highlight the deterministic component (hastily called a trend), which I extrapolate one step ahead. Everything above says nothing, or rather says that it is impossible to predict, because the information about the deterministic component of the quotient is lost.

All my attempts to predict returns have come to nothing.

and spiders are absolutely right here ;) as surprising as that may be ;;)))))))))
 

Uh-huh...

Oleg, are you all right?

 

Not yet.

;)

 


I'll try to classify the situation:) Here's a picture I've already given on some page. This is the sum of eight sine waves with different amplitudes, frequencies and phases. Knowing these frequencies and phases, you can extend - CONSTRUCT the prediction of this graph to infinity. Let us suppose that we have a task to trade on this curvilinear graph. The approach of faa1947, yosuf and demo-econometricians is to find some coefficients (in this case the characteristics of sinusoids) which will allow to predict with some accuracy at least the next point on the graph and based on this prediction build a trading strategy. Svinozavr believes (for real quotes) that this is shamanism and adepts of it should be studied in a psychiatric clinic. The programmer has a clear view on the current tendency and tries to follow it. In other words, if the trend is up, we catch the pullback and buy, and vice versa. Trading by these quotes, even knowing that it is a complex sum of sinusoids, he will not bother to extrapolate but trade the current state. After all, we are not after all going to the market for Nobel Prize winners, we are after all making money. As for avtomat to this page, I was thinking that it propagandizes and improves cheese-life concept Svinozawr in naukobraznye pictures, but something he strongly protests against. Maybe he hasn't realized it yet?

 
Nafany:

... His approach, as far as I understand it, is to identify the current trend and trade on it. That is, if the trend is up, we catch a pullback and buy, and vice versa .....

That's right, they have been trading that way for 500 years or more.
 
Nafany:


Let me try to classify the situation:) Here is a picture that I have already given on some page. This is the sum of eight sinusoids with different amplitudes, frequencies and phases. Knowing these frequencies and phases, you can extend - CONSTRUCT the prediction of this graph to infinity. Let us suppose that we have a task to trade on this curvilinear graph. The approach of faa1947, yosuf and demo-econometricians is to find some coefficients (in this case the characteristics of sinusoids) which will allow to predict with some accuracy at least the next point on the graph and based on this prediction build a trading strategy. Svinozavr believes (for real quotes) that this is shamanism and adepts of it should be studied in a psychiatric clinic. The programmer has a clear view on the current tendency and tries to follow it. It means if the trend is up, we catch the pullback and buy, and vice versa. Trading by these quotes, even knowing that it is a complex sum of sinusoids, he will not bother with extrapolation but trade the current state. After all, we are not after all going to the market for Nobel Prize winners, we are after all making money. As for avtomat to this page, I was thinking that it propagandizes and improves cheese-life concept Svinozawr in naukobraznye pictures, but something he strongly protests against. Maybe he hasn't realized it yet?




Don't get your mind boggled by sines... there are astroindustrials and you can use them for more information...

but if you're into fractals, there's a program called fractan (if I don't get the name wrong) - it has fractal models... you can use it ...

(Regarding the above approaches - this is just one of the failed attempts to pull the market )))

 
paukas:
That's right, they've been trading like this for 500 years, maybe more.
Is this an endorsement, a condemnation or a statement?
 
Vizard:


Don't get too much sinus in your brain...

And what would I do without you? I would have filled my brain with all sorts of... with sines.

You see, the sine chart in this case is an appeal to allegory, looking at this chart it is impossible to tell on the basis of intuition where it will go further up or down. But it is one hundred percent predetermined. No one has proved yet that the market is absolutely efficient, or vice versa. If we suppose that the market is at least locally inefficient, then theoretically at least a short-range extrapolation of the quotes chart into the future becomes possible. And then Svinozavr's piece of advice 'to the mental asylum' looks a little hasty. If the market is efficient, then we have to admit that Svinozavr is right and not bother with ... econometrics.


 
Nafany:
Is it an endorsement, a condemnation or a statement?
It is a medical fact. Price tends to maintain direction and amplitude.