Not the Grail, just a regular one - Bablokos!!! - page 121
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If I may be a little constructive. I did not manage to get a stationary series from a bunch of non-stationary ones read multicurrency arbitrage on a period outside the stationary period (this word I invented myself yes viva the mighty Russian). However, the system of shares allows us to shift the mat expectation in our direction, but if I didn't get it wrong again. Below is a picture, black lines contain possible unfavourable price movement trajectories with probability calculation of those trajectories and mathematical expectation. The scheme is the most primitive, in the case of favorable price movement we fill with the same lot at the same intervals, of course other schemes can be tried changing the step and the volume of filling.
I was born recently, I need to write and test it. The test will have to be done online, because it's a cartoon. If my knowledge of four, I myself would estimate it at two and minus, then five at all at minus one.
As for losing in a flat... Yes, all systems in principle are divided into trend-following and bounce-flat, let's see...
This is a familiar situation. I have also discovered "graals" many times, but after implementation, everything fell into place.
A familiar situation. I've also discovered "grails" on numerous occasions, but after implementation everything falls into place.
Well, I'm pretty sure that's what's going to happen. But, as they say, the quality of experience gained is directly proportional to the amount of equipment taken out...
)))Well, I'm pretty sure that's what's going to happen. But, as they say, the quality of the experience gained is directly proportional to the amount of equipment taken out...
)))Rather, the dependence is logarithmic. But the experience you don't get is what you get :)
If I may be a little constructive...
Where it goes may not even matter with a certain approach...
Isn't it...?
Market-neutral strategies have stumbled upon
Isn't it?