Market phenomena - page 20

 
joo:

That's a fair point, I wanted to throw it myself. In general, what is the manner of writing a bunch of formulas in incomprehensible language, adding incomprehensible pictures to this mess, and signing the post with a smiley face at the end...

Smiley face. :)

yes, yes. In other people's threads this is unacceptable!!! But I hope I'll be allowed to do it in mine now and then?

;))))

 
HideYourRichess:

So what? These toys can be played for the rest of your life, and the question of where the money is, is probably not very relevant.

Of course you can, as long as they don't bring any thought to it...
 
avtomat:

But I hope I'll be allowed to do the same outrageous thing in mine?

Absolutely not! We are the elite of academia, and of non-scientific society too - we are traders. As our university lecturer used to say: "How dare you! You're engineers, the social beau monde, and you swear like fucking cobblers!"

:)

 
MetaDriver:

1. Well I agree. It's just that in this case we have to admit that no phenomenon has been shown yet. Only the oaths. And the demonstration material shown is incorrect.

....

How could it not be? The author discovered that there are bulls and bears in the market. That's at least a Nobel Prize, a state award and a PhD!
 
MetaDriver:

Sergei, I am in no hurry either. I carefully re-examined the first posts of the thread. All I found was a detailed confirmation of my post, including a remark about rational ratios.

Right in your own pictures. See for yourself, please.

Apparently I'm the one who can't communicate simple things. It has nothing to do with "rational" ratios, nobody argued with you about them. This "phenomenon" does not appear in all ranks. Here's an example, increments of quotes (process) and a random series (sprocess) with normalizations close to them:


(I tried all ratios in MathCAD) I don't know Excel and I can't stand it and hardly will understand what you've done.

Actually the goal was reached - the nature of the phenomenon described by the topicstarter in the first lines of the topic was demonstrated. In particular, its non-marketorigin.

I did not write that the phenomenon is a purely market phenomenon, I originally assumed that it is some kind of specific time series . There aren't many distinctly market phenomena, by the way, you can share the "market" one if you see fit.

Doesn't it show up on market series? Well, I have not studied all of them yet, I do not have enough time. How do I use it? Have I ever promised that we'll all make money on bar charts? I think not, and that paukas all in a tear, but he can be understood - it's his national. He must be sure that opening a branch "Market Phenomena" that I think is necessary for the forum - I owe him a lot of money. I won't upset him yet, let him suffer.

Once again, Vladimir, here (earlier) I have written the essence of my research, so that you don't have to search for it, I'll copy it:

"thought" is ahead of my hands, I mean that I really made some mistakes, which probably led to questions and misunderstandings. I did not explain in detail the primary objectives of the study. They were related to the following areas:

  • To study the effect of "fat tails" and outliers in the incremental flow on the price trajectory
  • studying the probability for certain events, such as occurrence of certain classes of trajectory deviations (i.e. price deviation from the primary level) in certain areas
  • Search for an adequate model for a dynamic system with random structures - particularly search and classification of systems and their parameters.

As to the first direction, I probably should have started with it and put another phenomenon (I have already described it briefly with apologies). It is very interesting, but from a practical point of view, it seems to me, not very useful; a trend can be identified, but there are serious problems with

  • with modelling this trend, a very complicated process, this "carrier" process cannot simply be modelled
  • with predicting a killer process, and that's not even practically possible. The "killer process" is the second sub-process that destroys the trend and the result is what we observe.

As to your question, this is a way of classifying and accurate methodology. You can divide the increments into positive and negative. There will be two processes - only positive quotes and only negative quotes. Would that help trading? I think not. The classification you have laid out is the result of more complex analysis and isolation of these very "random structures", including after studying the above. You can probably do it without inverted commas. The purpose of classification is to make sub-processes more predictable and transitions between them usable in practice.

If this direction is interesting, you can adjust this shift and see the result, nothing will change in principle. The shapes of the subflows will remain the same, they will just be "crooked".

PS: if what has been said again is not clear, I'm sorry, I can't explain it any other way.

Histograms are not the goal at all... Why are you chewing on these histograms, spit them out.

I agree. It's just that in this case you have to admit that no phenomenon has been shown yet. Only swearing. And the demonstration material presented is incorrect.

Not really sure in which case, but your right. History knows and remembers many who were not recognised from the beginning... I'm just being snide because ... it's getting boring, I won't waste any more time on it.

So there you go. By the way, your phenomenon has a name. It's called interference. ;)

What does mutual amplification/weakening of signals and other stuff have to do with the large-scale notion of in-ia? Excuse me, what are you interfering with? Can you tell me?

 
paukas:
How was it not? The author discovered that there are bulls and bears in the market. That's at least a Nobel Prize, a state award and a PhD!
I've almost started the initiation of the PhD, but you make me sad with your posts. Does that make the CST the level of a five year old moron child?
 
avtomat:

I also like this kind of toy ;)

Especially when the control parameter is hidden deeper ;)

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The next step is to set the cyclicality of the variation itself. The next step is to set the cyclicality of the variation itself. And so on ...

Developmental toys ;)))

ps.

I specially draw attention to the fact that the basis is a random rnd

beautiful...
 
avtomat:

... This is not allowed in other people's threads!!!

But it's not my branch :o) I hope it becomes a shared one.
 

Calm down, Serge. I'm not going to burn you at the stake. Whether it's spinning or just interfering. :) And we're almost out of matches...

Видимо это я не умею доносить простые вещи. ... ... ...

It's possible. Try to write with less script, maybe you'll get the hang of it. Good luck!

 
MetaDriver:

Calm down, Serge. I'm not going to burn you at the stake. Whether it's spinning or just interfering. :) And we're almost out of matches...

I'm not worried. I really wanted to know the "physics" of a non-physical interfer... interfer, .... Man, that's a hell of a way to slap a term together... I wish I could learn it.

It's possible. Try to write with less script, maybe you'll get the hang of it.

There are other versions of the reasons for misunderstanding :o)

Good luck!

Same here.