Absolute courses - page 77
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By the way, from the posted book (directions for reflection):
5.1 Units of measurement in financial markets
In physics, the problem of units is one of the major ones in theoretical and experimental works. Continuous efforts are being made to find the best ratio of units and to improve the accuracy of their determination [33, 40]. The section of physics, metrology, studies exclusively this problem: a large number of specialized metrology institutes exist all over the world. In finance, however, it is almost the reverse case. The units used to measure the prices of financial instruments are given in monetary units (currencies of different countries), which themselves fluctuate in time, and transactions occur at random moments of time and with random intensity. For this reason, great care must be taken to choose the most appropriate values to study price dynamics, taking into account the pros and cons associated with each possible choice. Here we first consider the problem of price measures. In the next section we consider the problem of time scales.
...Then in the Information about yourself field, just not with BBcode, but with plain HTML<a href="http://onix-trade.net/?act=monitoring_stat&xid=44594"><img src="http://www.onix-trade.net/ext/userbar/16959.gif"></a> ...
Done. No visible effects.
Eh, I'll just post a couple of good files for the forum. At least I've done some good.
It's a little early to be shedding the ashes...
In connection with the indexes or whatever), I see two ways:
1) a la pair trading as understood by Wiki;
2) full-fledged technical analysis of indices (there is a lot to analyse there);
Through the go, I've got it))
I'll continue.There is avery cool book. A.N. Shiryaev Fundamentals of Stochastic Financial Mathematics.
In two volumes. Each is over 4 megabytes in .djvu, so I can't post it. Search. You won't regret it.
Here is a djvu to pdf reprint of the first 50 pages of the first volume. See table of contents. There's a second volume. Searching.
And here's the thing about spectral analysis techniques.
By the way, there are no good accounts on onyx. This one is better:
Why is no one there objecting to the ancient"grails" laid out in the files about "asymmetry"? :-)