FIR filter with minimum phase - page 20

 
avtomat:


That's understandable... But my question remains unanswered...

Still: WHAT results can be considered acceptable, from your point of view? (returns, drawdowns and other indicators important from your point of view)

there is always and everywhere the same indicator: long-term performance. The yield is maximized when the lower boundary, the risk-free rate, is reached.

If you want, you can adjust your returns for the level of risk, which is what you call drawdowns, etc.

 
FAGOTT:

The indicator is always and everywhere the same: the long-run yield. Returns are maximised when there is a lower bound - the risk free rate.

If you want, you can adjust the return to the level of risk, which is what you call drawdowns, etc.


here you are rebuking jars of literature and jellyfish ;) and yet there is no certainty in your words.

How long is a long period? What is the risk-free rate?

What exactly is acceptable to you?

For example, are the following indicators achieved over 6 months good or just acceptable:

1) 10% income, 10% drawdown

2) 50% income, 20% drawdown.

3) 100% income, 30% drawdown.

4) 200% income, a drawdown of 40%

5) Revenue 1000%, 50% drawdown

 
avtomat:


You reproach me with jars of literature and jellyfish ;) and yet there is no certainty in what you say.

A long period is how long? What is the risk-free rate?

What exactly are the indicators that are acceptable to you?


No offence to you, but I only lecture for money. If you had asked, I would have answered, but if "there is no certainty in my words", google is your guide ;)

Trying to trade in the financial markets and not knowing what a risk-free rate of interest is is, of course, a complete bummer.

As for the profitability figures with some kind of "drawdown" - the rest of the world uses an aggregate return/risk figure in trading. google helps ;)

But 6 months is an acceptable period.

 
FAGOTT:


I don't want to get offended, but I only give lectures for money. If you had asked - I would have answered, but if "there is no certainty in my words", google is your help ;)

Trying to trade in the financial markets and not knowing what the risk-free rate of interest is is, of course, a complete bummer.

The rest of the world uses aggregated return/risk ratios in trading. google helps ;)

But 6 months is an acceptable period.


Anyway, I expected a similar "profound" answer to follow... and lectures for money!!!
 
FAGOTT:
But tell us which results would be acceptable, from your point of view, and which would be good or excellent?

I'm tempted to quote you on the subject.

... Researchers have seen that monkeys, without prompting, use the same object for different tasks. For example, plastic boxes serve them as steps, a nest, a tray, a weapon. Different objects can be used to achieve the same goal: crates, a basket, a ball, pieces of wood, another animal played the role of steps. Chips served as filler for the basket (the gorilla slept in it) and as a seat cushion. The young female Moya repeatedly hooked the clumps of shavings with her feet and moved around on the snow-covered floor of the enclosure as if wearing galoshes. The most surprising innovation was using the shavings to block the photocell on the drinking fountain. The result was that the fountain would not shut off and the gorilla would splash about at its leisure. Over the years, the researchers recorded hundreds of episodes of use of various implements, but only three gorillas were intelligent and clever. The others did not learn anything from them. The difference in ability between members of the same species is enormous. When experts say that the higher monkeys are characterized by thinking and tool-making as a manifestation of thinking, they are not talking about the species as a whole but about individuals. This is true for other species as well.

Trinity Variant, no. 130

 
alsu:

I'm tempted to quote you on the subject.

Trinity version, number 130.


Listen... that... what's his name... stop signing my name with words I didn't write!