Econometrics: let's discuss the CU balance sheet. - page 19
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Just off the top of my head: cotier has mo and dispersion, and Cauchy does not.
"If the daddy is a puritan and the son has two mistresses, genetic kinship must be considered disproved." (c) faa1947
Yeah. Your logic I have yet to learn and learn....
// How's your progress on writing jokes? Or ... is this it? Ж=)
// Just kidding.
// faa. I don't consider you hopeless. Even this thread makes sense. But practice looking at the bottom line without the glasses. I know it's hard, but who has it easy now?
// // // (important note: with the line above I am in no way referring tothe"unit root test".)
My logic is quite different. A Cauchy distribution can be modelled by dividing two normally distributed series into each other. Ring any bells?
I have very different logic. A Cauchy distribution can be modelled by dividing two normally distributed series into each other. Ring any bells?
So it is with independence. With strong correlation not at all kosha)))
Well, the correlation between individual currencies(not pairs) is weak rather than strong.
no?
// EURCHF not suggested. ;)
"If the daddy is a puritan and the son has two mistresses, genetic kinship must be considered disproved." (c) faa1947
Yeah. Your logic I have yet to learn and learn....
// How's the progress on the anecdote writing? Or ... is this it? Ж=)
// Just kidding.
// faa. I don't consider you hopeless. Even this thread makes sense. But practice looking at the bottom line without the glasses. I know it's hard, but who has it easy nowadays?
// // // (important note: the line above I am in no way referring tothe"unit root test".)
My logic is quite different. A Cauchy distribution can be modelled by dividing two normally distributed series into each other. Ring any bells?
I am a very down-to-earth person. I have a set of bolts and nuts with tools from which I am trying to make a mechanism.
And they say to me, "Here's some sugar syrup. Well, that's great, but I have nowhere to put it. And they tell me, and here's moonshine, but I don't need moonshine. I don't do anything with it.
I don't know anything about using Cauchy in trading. But I do know a lot that has already been tested by others and that I want to convert into money.
.
I'm not interested in dividing one normal distribution by another, and moreover I'm not interested in seeing what I've got. The reason is simple. There are no normal distributions in quotients. Even stationarity has to be fought for. The rest is either dissertation itch (for literate people) or manilaism (for the ignorant).
So it's all very simple.
Here's the topic. Discussing the statistical characteristics of balance. A very mercantile approach. And me koshi.....
Well, the correlation between individual currencies(not pairs) is weak rather than strong.
no?
// EURCHF not suggested. ;)
There is no correlation between currencies.
There is cointegration.
There is no correlation between currencies.
There is cointegration.
There is no correlation between currencies.
There is cointegration.
This deserves to be recorded in the Annals !!!
faa, as the author of this masterpiece, put it in the Annals yourself before you are beaten to it ;)))
I'm a very down-to-earth person.
If you have a globe glued to your ears with pages of your favourite formulas, that's no reason to call yourself a "down-to-earth person".
Here's the thread. Discussing the statistical characteristics of the balance sheet. A very mercantile approach. And I'm koshi.....
Approach generally approved. What's wrong with koshi? Can't fit in the globe? Well, take it off before it gets too big.
Well, all right, you know what you think, smart guys. I'll be tolerant.
Phew... Can you do that? I'd give you a (personal) higher rating right away. Otherwise it's almost impossible to discuss anything with you outside of your personal map. Instead of "cointegration" you immediately start playing "encapsulation".
;-)
There is no such thing as correlation between currencies.
There is cointegration.