From theory to practice - page 1026

 
Дмитрий:

The man has wasted several years on nets and forests, and the end gives birth to the idea that statistical estimates mean nothing....

And the dumb one turns out to be me of the two of us!

I haven't killed anything on anything, ML is my hobby ))

and i know the hardest part is applying it to market BP
 
Maxim Dmitrievsky:

tell me that the ISC is applicable as a measure of the error of future events

Well, it seems to you that the more complex the NS, the "cooler" it is - I warned you about this years ago.

 
Дмитрий:

Well, it seems to you that the more complex the NS, the "cooler" it is - I warned you about that years ago.

That's what you think, I never said that anywhere

 
Maxim Dmitrievsky:

That's what you think, I never said that anywhere.

OK, let me put it another way.

The decay rate of radioactive matter was a random variable. Then Rutherford and Soddy experimentally derived the Law of Decay, which became a deterministic variable.

What changed?

Correct - the model describing the process.

Conclusion:The measure of the randomness of a process is a function of the particular predictive model.

 
Evgeniy Chumakov:


The question is for whom is the market random, for the observer? Or is the market random to itself? Just like that - the price happens here, and then the price happens there, and then it happens again wherever it wants... Or does the price represent the final result of something?

If you look at the way cars are moving when approaching an intersection, it may seem random to the observer that they follow, but not that the driver changed his mind and drove in the wrong direction.

It is not difficult to prove mathematically.
 
Дмитрий:

OK, I'll explain it another way.

The decay rate of radioactive matter was a random variable. then Rutherford and Soddy experimentally derived the Law of Decay, which became a deterministic variable.

What changed?

Correct - the model describing the process.

Conclusion:The measure of the randomness of the process is a function of the particular predictive model.

Now think about what efficient market theory says

it is an interdependent process that spits on the laws you derived because the synergy of market participants levels them out, the "law" disintegrates after a certain time

any inefficiencies are offset by arbitration
 
Maxim Dmitrievsky:

Now think about what efficient market theory says

it's an interdependent process that spits on the laws you derive, because the synergy of market participants levels them out, the "law" disintegrates after a certain time

Any inefficiencies are offset by arbitrage

https://news.finance.ua/ru/news/-/405196/5-krupnejshih-hedzh-fondov-v-mire

Is 20 years a sufficient horizon?

Or is it all crooks and insiders?

 
Дмитрий:

https://news.finance.ua/ru/news/-/405196/5-krupnejshih-hedzh-fondov-v-mire

Is 20 years a sufficient horizon?

Or is it all crooks and insiders?

I haven't studied in detail which markets the hedge fund operates in and which strategies it employs.

I was referring specifically to BP's "patterns" without regard to other information.

 
Maxim Dmitrievsky:

I have not studied in detail which markets the hedge fund operates in and which strategies it employs.

I was talking about BP's "patterns" without regard to other information.

By the way, there is a book systematising the main patterns used in markets - by central banks, financial institutions etc.

Shall I drop it off?

 
Дмитрий:

By the way, there is a book systematising the main models used in markets - central banks, financial institutions etc.

Shall I drop it off?

No, thanks, it's nothing for the individual.

i'm just trying to snatch whatever's bad or left undercooked.