Not the Grail, just a regular one - Bablokos!!! - page 307

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BOOA-GA-GA. I'm going to wet myself laughing)))))))))))))) Everyone's fuckin' here))))))))) Joker's missing. Or maybe it's just one person. )))))))))))

Battle of the prophets.

Fite.

 

Another thing for some paranoid people (I won't point fingers) about monitoring.

Think about who you are hiding from, the average citizen, and in fact any transactions, any TS are visible to the dealer. And the dealer is the first enemy of the trader.

In general, you cannot hide from those who are hiding from Forex, without splitting logic into at least 3-4 dealers. And then, it's like in the casino, the base is shared anyway...

 

I don't know about you, but of the three,MrSerj explained and showed more than the others, for which he is SENX.

And what was his intention, that's another story.

It is possible that someone is working alone for two (nicknames).

 
Geograff:

I don't know about you, but of the three,MrSerj explained and showed more than the others, for which he is SENX.

And what was his intention, that's another story.

It is possible that someone works alone for two (nicknames).

Much has been said after that time in understanding the depths of the market. I can give you links to articles, but I assume that I will be banned immediately. Forums love to do that. ))) So if the locals don't mind I'll give the links.

 

MrSerj- would you like to comment on this monitoring, do you think it is realistic to raise the depo as it was shown by Joker?

And in general, do you have confidence in the branch and why it was created?

A links - wait a while, first express yourself, and then with a clear conscience and can take a steam bath!

 

The big %, it is possible to raise. But it needs to grow to that point. In terms of critical risk control. Markets are shifted to negative mat expectation (especially handicaps) of more than 15%, ala casino. On a large sample a guaranteed loss by applying pure mathematics. But mathematics + understanding of the structure of chaos and accounting for this structure allows for a long time to control the critical risk, from the court and mega interest. But can everyone. No! Just like not everyone can do extreme sports. There must be a predisposition for controlled risk.

All right. We'll wait on the bathhouse. Might still be useful. )

 

Variance dispersion ruins 99% of players by giving the illusion of superiority over the market for a while. Any indy is naked mathematics. If you look at them in terms of signals, a large sample will crush them to smithereens. Some indices help to see the structure, and they are of little use here. By the way, an ideal tool is a usual wands for frequency filtering. ) Again ... This is for workaholics, you cannot make an automaton here.

 

To quote my article on the subject, here:

"

Here I decided at my leisure to calculate how much the stock markets on average are biased into negative mathematical expectation?

We have said in earlier articles that stock markets are efficient in the here and now and this efficiency falls in a large sample. The market is driven by Brownian motion, chaos, and chaos has an unchanging structure, in the form of an 8 wave cycle. And knowing the structure, we can with high probability predict the further movement of the rate, the only thing that makes it difficult to predict is the constant alternation of frequencies, but that too can be overcome. Again this article is not about that.

Just how much are stock markets on average shifted to negative maturity expectations?

It is generally accepted that in stock markets there are only 2 outcomes of rate development, up or down. Is this true?

Take also the casino, the proverbial roulette. There is a black outcome, there is a red outcome and there is a zero (zero), which gives the casino an advantage over the player and with a large sample in a game like this the casino will always be in the black.

Is there a zero on the stock exchange?

There is!!! And now I will prove it.

In our world almost all processes are tied in the old "Time".

In terms of the probability of a rate moving up or down in the next 5 or 15 or 20 or even 1 hour, is 50%/50%. That is, the market balances within zero +- variance.

Add here the spread (commission) and the probability shifts against the player (trader), the probability of winning is lower > 50% (50%-spread). Thus the trader will, purely mathematically, go deep into deficit over the distance. The only way to beat the market is to learn to predict the market at % probability higher than the negative spread %. That would be OK, but!

The spread is not all that plays against the player, there is a zero in the market. The same as in the casino. Now we will find it, where it is hiding. )

Example: Let us carry out an experiment. We know that the probability of a rate moving up or down over a certain period of time is 50/50. For example, take a 15- or 30-minute period and every 30 minutes, we will record the direction in which the market moved. Let's take the sample for a year. Calculated as follows: We obtain the average percentage rate movement upwards of 44% and average percentage rate movement downwards based on the results of the annual sample - 42.5%. The question is, where did the remaining % of probability go?

In the answer to this question, is the answer to the question, what is the proverbial "Zero" in the securities markets?

Well, the remaining 13.5% are on the average zero (0) movement, that is, the rate in 13.5% of cases did not move and also remained at the opening price of the time interval. How good is Zero? )

As the result, we get that securities markets even without the spread have already moved in the negative mathematical expectation towards the player (trader). Hence, to succeed a trader must work in the structure of chaos, to predict the market with high probability, otherwise the usual mathematical tricks in the form of indicators will eventually lead to ruin.


IMHO!

"


 

Take the Parrondo paradox. The Parrondo Paradox that our hero Nicoll is so fond of referring to.

Let me remind you: Its essence is that by playing it in a certain sequence we can smooth out the negative impact of dispersion on both games and get more or less growing equity. All true, but again...

As was found experimentally on a sample of 10,000 trades, the positive effect of the paradox does not even compensate for the negative market expectation by 50%.

Such is the case. IMHO!

 
Yeah, and Serge has no temple(
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