From theory to practice - page 929
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Maybe so)))) I glimpsed the leader's deals - the most profitable at 4 days... Topping - selective comes out))
No way, mate. It's just that there were no trades on February 2 and 3 and there was a rollover of trades to Monday. This is a clear intraday.
I am interested in everything related to market persistence/antipersistence: ACF, Hurst coefficient, entropy, differences between "memory" and "aftereffects" in processes, golden ratio in non-Markovian processes, etc.
I would like to know the author of this thread about his view of entropy in relation to the topic.
I haven't yet figured out how to express it and what to do with it.
I am interested in everything related to market persistence/antipersistence: ACF, Hurst coefficient, entropy, differences between "memory" and "aftereffects" in processes, golden ratio in non-Markovian processes, etc.
The topics are many and all of them are interesting. The main goal is to find a criterion by which one can claim that the market is in a deterministic/stochastic phase.
- Count, is it Chopin?
- No, that's just me fiddling with the keys.
I am already worried.
I am worried if he has found the grail - I will die of envy ))))
I would like to know the author of the thread about his vision of entropy in relation to the topic .
I have not yet figured out what to express it in and to what end.
https://habr.com/ru/post/305794/
It's all there. When the entropy of the process is -->0, it means that we are sitting in a trend.
It's been a long time since Renat Akhtyamov appeared on the forum.
I'm already worried.
I`m worried if he has found the grail - I`ll die of envy ))))
I may have found... The grail does exist. And for some reason, those who have found it (I know two of them, with whom I communicated - Doc and Demko), really immediately disappear from the forum. What is this habit?!
Can't you see it that way?)
You can see with your eyes, but it's difficult to determine mathematically :((
You can see with your eyes, but it's difficult to determine mathematically :((
The whole point is not to understand where we are, but to determine the consequences of this finding. Or, as I do - the limit of this finding before the transition to another phase........ I'm not claiming anything)) I'm trying it this way)