How can I tell the difference between a FOREX chart and a PRNG? - page 9
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I have written before that the criteria for comparing PRNGs and real-world series lie more in the realm of the trading strategies themselves, which make direct use of these statistics.
It's not interesting to talk about the days. Most people trade on smaller timeframes where patterns are easier to find. It is stupid to apply statistics to the whole series and talk about the similarity of this series to another one. In one series there may be patterns that can be used in trading, while the statistics will assert that the autocorrelation function and moments of this series are the same as those of the random walk. So this theorist will prove to himself that one cannot earn on Forex.
Statistics of what???????? The hospital average? Or statistics of the same row, for each "episode" separately .
Naturally, the analysis of statistics in the form of mush will not give anything at the output. In this case it will be what is shown in black. What the fuck to expect from an akf, if the patterns are not lazy.
"Random walk" is a random series (a sequence of random variables) that is formed in a particular way, namely, by summing up successive values of some given random variable (usually having a zero expectation).
There is a very short definition of SB.
SB is when the best predictor is the current position
There is a very short definition of SB.
SB is when the best forecast is the current situation
The current situation is always the best predictor because it is known reliably.
Well, once again the question of quote randomness has become a forecasting theme, while there was a good idea: not to blur the view by martingales and other centrifugal forces:)
Question for a seed: is it possible to determine whether the vicissitudes of cockroach's fate are accidental or natural, observing the world through the eyes of this cockroach and only?
The current situation is always the best predictor, as long as it is known reliably.
There is a very short definition of SB.
SB is when the best forecast is the current situation
But dick, read the definition in the book, it is exactly the same as mine)) And you have the definition of martingale, to which some SBs can be reduced by a number of operations, but not always (in particular SBs can be Markovian, semi-Markovian and even non-Markovian at all, with any correlations and Green's functions, etc.).
Well, yes: what kind of opinion on architecture can someone without a residence permit have :(
What about the cockroach, gentlemen?
Well, yes: what kind of opinion on architecture can someone without a residence permit have :(
What about the cockroach, gentlemen?
Look, no offence, but eat some lard and go to bed with a sense of self-satisfaction. A couple of three or three embarrassing people showed up and the subject was swiftly drained down the drain.
Look, no offence, but eat some lard and go to bed with a sense of self-satisfaction. The topic quickly descended into the sewers when a couple of three embarrassing people showed up.