Econometrics: let's discuss the CU balance sheet. - page 23

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Demi:
Based on your logic, you should annul almost all the results of the last championship and the winner should throw away his/her TC! You are a scary man....


Nothing follows from my logic regarding the championship.

Don't try to pin something on me and sic other people on me.

Instead of intrigues on the forum, spend time studying the concept of "random variable", and then master the concept of mo.

 
faa1947:

So back to square one.

Smoothing my balance with a straight line:

Blue is the balance. His stats:

if the remainder (blue) does not go out of 0.025 -0.025
not at 1000, but at 10000... 20000 etc... If it does then scrap it...
Equi is a ready-made measuring tool why bother with something else...
 
faa1947:


Nothing follows from my logic in relation to the championship.

Don't try to pin something on me and sic other people on me.

Instead of scheming on the forum, spend some time studying the concept of "random variable" and then master the concept of mo.


I was always taught that a deterministic variable is a random variable that takes on the same value with a probability equal to 1....... And it's also calculated by MO......

Although in the legendary stat package things could certainly be different....

 
Vizard:
if the remainder (blue) does not go out of 0.025 -0.025
not at 1000, but at 10000...20000 etc...
Equi is a ready-made measuring tool why bother with something else...
If i want to repeat the above, you don't need to do anything else, i don't know why i should do it ... so i don't think i can do it properly ... so why don't you use it after all these months?
 
faa1947, tell us a little about yourself, where did you come from in econometrics, what do you have to do with it anyway?
 
Avals:

The point is that for 47 trades all the robustness analysis by PF, MO, FS, MAKSDD is useless. And the top starter is trying to do it

You made perfectly fair points about the sample size. As it turns out, I find it difficult to increase the sample size.

If you continue within the existing sample size.

Under your influence I did a straight line smoothing. The result is killer for my TS.

But it occurred to me that my balance smoothing by HP filter is interesting in terms of predicting the behaviour of the TS: because the residual is stationary, so one would be able to trust the predictions of the TS on its balance.

 
Demi, that picture of you on pg. 13 is unsteady.
 
Vizard:
if the remainder (blue) does not go out of 0.025 -0.025
not at 1000, but at 10000...20000 etc...
Equi is a ready-made measuring tool why bother with something else...

So we trust it 100%?
 
Demi:
So you would throw out a TS that gave 40% profit for 1.5 months without any MM and never went into negative yield?

Yes...1.5 months is no indicator at all (that's why I wrote that the sample should be increased)...and in all cases we only look at oos, of course...
 
Avals, a question for you too, you seem to understand something about the subject from your posts, but then what are you doing here (in this thread), are you really interested?
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