Not the Grail, just a regular one - Bablokos!!! - page 277
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both approaches (return motion and continuation motion) are good
but require additional intelligent filtering without which both approaches will fail
Betting on the continuation of the trend will lose on the reversals and mixed dynamics areas
a comeback bet will lose on the trend areas (for obvious reasons)
both approaches (return motion and continuation motion) are good
but require additional intelligent filtering without which both approaches will fail
Betting on the continuation of the trend will lose on the reversals and mixed dynamics areas
a comeback bet will lose on the trend areas (for obvious reasons)
Trading with one instrument can also be successful with smart filtering. Then why bother with synthetics? Or maybe it is easier and simpler to make such intelligent filtering for synthetics?
With intelligent filtering and single-tool trading can be successful. Then why bother with synthetics? Or maybe it is easier and simpler to make such intelligent filtering for synthetics?
Fair enough, you can do it with conventional instruments as well.
the portfolio principle diversifies and smoothes (here it is a synthetic portfolio)
the advantage of a synthetic instrument is the possibility to wrap it in a ramp that best fits the signal (model)
The advantage of a synthetic instrument is the possibility to wrap it in a ramp that best suits the signal (pattern)
both approaches (return motion and continuation motion) are good
but require additional intelligent filtering without which both approaches will fail
Betting on the continuation of the trend will lose on the reversals and mixed dynamics areas
a comeback bet will lose on the trend areas (for obvious reasons)
fundamentally wrong)
Firstly, what is the difference between intelligent filtering and any other kind of filtering? Even the term optimal filter implies solving a problem for a particular condition, not the fact that this condition will be the best choice in general for the solution.
If the filter is designed correctly, it simply does not allow for trending in, as the fluctuation of the residuals with the filter applied will occur around zero.
nothing contradicts anything.
of course "intelligent filter" is a vague concept.
"patterns" for example is also quite broad and streamlined
in fact, even a "pattern" which is traded has floating semantic boundaries too
a too rigidly strictly defined filter will only work at certain moments
therefore, classes of situations / classes of traded models may be distinguished
Of course, the sensible approach is to select classes of situations with a higher "probability" of working out
you have to ask yourself a simple question: in what case can we know where the FI will go?
and find an answer to it.
maybe that's what joker was talking about?
Besides, in the process of trading, the portfolio characteristics can (and have to) be influenced by increasing or weakening one or several "legs", making it more returnable or trendy, which reduces the chance to "get cheated". All manipulations and the portfolio response should be tested beforehand, like driving a car - where to accelerate and where to brake, where to make a steeper turn and where to make a gentle one. You can't do it with just one tool ))))
explain how not knowing where an FI will go in a synthetic is different from not knowing where the same FI will go as a single?
You do not know where the FI will go and therefore its impact on the synthetic is unknown
And you have no right to speak about what you can make stronger - looser, unless you are repeating someone else's words without understanding their meaning
explain how not knowing where an FI will go in a synthetic is different from not knowing where the same FI will go as a single?
You don't know where the FI will go and therefore its impact on the synthetic is unknown.
And you have no right to say what you can reinforce or weaken, unless you are repeating someone else's words without understanding their meaning
There is "uncertainty where FI will go" and there is "no uncertainty". The second one is rare for market FI (in my opinion). I am greedy, I would like it to happen more often, so it is possible to create "no uncertainty" condition on synthetics much more often than it can be on FI. If for someone the state "no incomprehension" does not happen at all, what have I got to do with it? Well, there is a "no idea where the market is going" in the moment, for such cases I have a "hole" with foxes. As for "have no right" - we all have the right to say or not to say, believe or not believe, some people think they have the right to mash up their posts all the time and not believe, that's their right, I think I have the right to say and never mash up my posts, that's my right.