Market phenomena - page 34
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I wanted to start this thread as an exchange of experience, but it didn't quite work out. In particular, I wanted to post some phenomena related to different approaches. There is a direction in mathematics, "asymptotic random walk analysis" the main purpose of which is investigation of processes with fat tails. In this direction the most interesting researches (from practical point of view) are connected with studying deviations of trajectories of realization of such processes.
Somehow I wanted to see a quote without "fat tails", i.e. to perform relatively simple filtering (classification) that would remove spikes, bursts, "weird", "unnatural" accelerations of trajectory deviations in extremely short sections, in general, everything that literally sits in these "tails".
You get the alpha process, this process is perfectly described by the tools of stochastic financial mathematics. And such processes, mainly growth processes, you will get on all the quotes. The complex analysis of all alpha processes for quotes is curious. Very curious. Just don't make faa mistakes, let it develop creatively.
Equally interesting is the second process, "betta". It is he who pulls whenever he wants "alpha" and brings confusion. And mind you, this process is "not much", but how it interferes with life. So, "see Javdet, don't touch him, he's mine" (C)
Here, a strange phenomenon I've noticed: the average maximum price acceleration upwards is always greater than downwards on all currency pairs.
Clever girl
Thank you))And how do you explain this phenomenon?
Thank you))And how do you explain this phenomenon?
Inattention )
from the wiki
Phenomenon (from Greek φαινόμενον, "appearing", "phenomenon") is the term, in its most general sense, meaning a phenomenon given in sensual contemplation[1]. In natural science, phenomenon refers to an observable phenomenon or event. In everyday speech, a phenomenon[2] is an unusual phenomenon, a rare fact, hard to comprehend[3].
The key word is unusual- deviation from the mean, where in your statement (a strange phenomenon I noticed: the average maximum upward price acceleration is always greater than the average downward price acceleration for all currency pairs) is the normal-average, relative to which the event is deviating from the norm?
Well, if you take the logarithm of the ratio rather than the difference in neighbouring prices, then perhaps the asymmetry will disappear. The price is limited to zero from below anyway.
I also thought about that, well, that the bottom is still zero, and the price cannot be negative.
It can also probably be stated as a manifestation of a stable general psychological tendency.
troll222, one more attempt at trolling and you'll go to a long-term ban.
And there's no need to read Wiki the way you like it and not the way normal people read it. And normal people read the first value first.