From theory to practice - page 732

 
Novaja Why so rude?
I'm sorry) I didn't mean to be rude, I wanted to be clear.
 
Renat Akhtyamov:

what's left...


What's left? I don't understand...

If the process is as similar to SB as possible, and you can not make money on the SB (on the assurances of do-gooders), then what are we doing in the market?!!!

 
Alexander_K:

What's left to do? I don't understand...

If the process is as similar to the SB, and the SB can not make money (on the assurances of do-gooders), then why are we doing in the market?!

In SB can earn, if only because when you play the same coin money does not disappear anywhere. Is it necessary? - That is another question.)

And in reality it is possible to make money on the fine structure of BP. And it is impossible to see it in distributions.))

 
Yuriy Asaulenko:

It is possible to make money on SB, if only because the money doesn't disappear when you play the same coin. Does it have to? - That is another question.)

And you can really make money on the fine structure of BP. And it is impossible to see it in distributions.)

As for distributions, I can report that:

1. the distribution of increments for any currency pair practically = the Laplace distribution.

2. The difference between the two is negligible - a small slope, a few more outliers in the tails. It's all literally at the level of 1-2% deviation from classical Laplace.

3. It turns out CheGevara is right: 98% is a random process in the market.

4. If we assume that it is fundamentally impossible to make money on SB ofVariance Gamma Process type, then all hope remains on these 1-2% non-random movements. And the whole crowd of traders, including Papuans, are offered to earn on it?!!!

No, guys - I'm not ready to fight for 1-2%, and therefore I wash my hands and feet.

 
Alexander_K:

3. It turns out CheGevara is right: 98% of the market is a random process.

4. If we assume that it is fundamentally impossible to make money on SBs likeVariance Gamma Process, then all hope is left on these 1-2% non-random movements. And the whole crowd of traders, including Papuans, are offered to earn on it?!!!

No, guys - I'm not ready to fight for 1-2%, and therefore I wash my hands and feet.

It's getting warmer.))

But we were promised to show how physicists beat the market.) Before the New Year. Actually, of the past, but let's not pick on the minutiae.

 
Yuriy Asaulenko:

It's getting warmer.)) But we were promised to show how physicists beat the market.) Until New Year's Eve.

Damn him to hell. Amen to that.

 
Alexander_K:

Regarding distributions, I can report that:

1. the distribution of increments for any currency pair practically = the Laplace distribution.

2. The difference between the two is negligible - a small slope, a few more outliers in the tails. It's all literally at the level of 1-2% deviation from classical Laplace.

3. It turns out CheGevara is right: 98% is a random process in the market.

4. If we assume that it is fundamentally impossible to make money on SB ofVariance Gamma Process type, then all hope remains on these 1-2% non-random movements. And the whole crowd of traders, including Papuans, are offered to earn on it?!!!

No guys - I'm not ready to fight for 1-2%, and therefore I wash my hands and feet.

If you see an animal with four paws, a head and a tail, is it necessarily a cat?

 
Alexander_K:

Damn him to hell. Amen.

Gave up...


 
Alexander_K:

Damn him to hell. Amen.

And rightly so. It's been a year now. Even Einstein said - The greatest folly is to do the same thing and hope for a different result.

 
Yuriy Asaulenko:

And rightly so. It's been a year of distributions. Even Einstein said - The greatest folly is to do the same thing and hope for a different result.

:)) He was much less tactful and said, "Idiocy is..."

No, well, I don't think I'm an idiot yet. Finita la comedy, let the others suffer and I'll become a troll. It's time.