Forget random quotes - page 53

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wise:
Not collapsed, it went up the trend. An insider is called an insider.
It was a foundation, if you are not on the team (insiders) then the quotes are still - random. )))))
 
faa1947:

Dear traders!

I mentioned above and it can be verified that 368 people downloaded the R wrapper and 582 people downloaded the example. This means that for these hundreds of people there is no problem with selecting and identifying a trend

That is a typical example of "logic" from sanych. Not everyone can make such a mockery of logic.

It doesn't really mean anything!

 
Here we go again to the methods used by faa1947, but that's not what the topic is about. I don't see how his methods relate to detecting or using insiders. Separately there is mention of big players, there is mention of determinism and stochasticism. Then there is an off-topic discussion of detrending. How detrending relates to the things mentioned above is beyond me. On the contrary, I have already given examples regarding the stated topic: if we want to work with insiders - we study CFTC's reports and build models (including econometric ones) using this data, if we study the market determinism - we use fractal statistics and develop its ideas. These directions are at least much closer to the stated topic and have a logical and economic rationale. Detrending for the sake of detrending itself is a numbers game.
 
C-4:

Detrending for the sake of detrending itself is a numbers game.

Detrending is the separation of the random from the non-random, not a numbers game. There is no statistical analysis without detrending. And in the thread I argue that there is a deterministic component to quotient and so one should always start modelling with detrending.

The fractal statistics (ARFIMA models) is also mentioned by me with its place - you just don't know the true meaning of these or those words and existing and used models.

Whether something can be built on the CFTC - I don't know. My attempts to build something a la Likhovidov got me nowhere - the model estimates received are not tenable, if that word tells you anything. If you provide a .csv file with the CFTC data, I will make a reasoned judgement about the validity of the models on this data and post it here.

 
wise:

A typical example of "logic" from sanych. Not everyone can make such a mockery of logic.

It doesn't really mean anything!

User R has plenty of ready-made detrending tools. My logic is intended for people who understand the meaning of the words I use.
 
I am, for a moment, an R user. Only, I don't know how to 'highlight and identify a trend'. I'm afraid there are quite a few of us. So who's there and what's downloaded, I repeat, means nothing. =)
 
wise:
I am, for a moment, an R user. Only, I don't know how to 'highlight and identify a trend'. I'm afraid there are quite a few of us. So who and what downloaded there, I repeat, means nothing. =)

This is interesting.

For example, the decompose() function.

 
faa1947:

If you provide a .csv file with CFTC data, I will be willing to make a reasoned judgement on the validity of the models on this data and post it here.

Yes, that would be interesting. Especially from an econometrics perspective. The csv archive contains both clean data and indicators calculated on its basis. I don't think you will have any trouble figuring it out. Plus, I have included quotes for wheat and beans, because they are exotic and not easy to obtain. With the rest of the tools I think you should have no problem.
Files:
cftc.zip  325 kb
 
C-4:
Yes, that would be interesting. Especially from an econometrics point of view. The csv archive contains both pure data and indicators calculated on their basis. I think you won't have any trouble figuring it out. Plus, I have included quotes for wheat and beans, because they are exotic and not easy to obtain. With the rest of the tools I think you should have no problem.

You think too highly of me.

I don't understand anything.

What is the independent variable (function) and what is the dependent variable (argument)? And if you can, the type of function itself. At least on one of the tables.

 
faa1947:

You think too highly of me.

I don't understand anything.

What is the independent variable (function) and what is the dependent variable (argument)? And if you can, the type of function itself. At least by one of the tables.


Well obviously price is an independent function. Net positions of operators, speculators and small traders are the dependent variable. The net values are shown up to the 'H' column (according to the Excel). Then come the calculated indicators. Correspondingly, they already depend on the net values of the operators, speculators and small traders.

A typical kind of "function":

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