From theory to practice - page 1511

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Evgeniy Chumakov:


Make an array with a curve and an array of the same time with a reference curve (which is plotted using an exponential) and calculate the correlation.

Wrong?

I wonder if you take the second derivative, i.e. the value of acceleration. Check for convergence and if the series diverges then the strength of the divergence of the series to +- infinity will be the degree of approximation to the exponential function.
Correlation doesn't work because we have market movements and we need to calculate how far the price series expressed through the red line tends to infinity by understanding the properties of the exponential curve
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Evgeniy Chumakov:


We can say that the price exists, but we do not know the period. We can know the period if we have enough history, but it is not certain, because we do not start from zero.

memorise the price at the point where you start calculating the increments

then sequentially add the increments to this price

we get the current one.

the simplest variant - a window of 1 tick

I still can't understand the mockery of the price, what's it all about?

the price is the negotiated value of the goods between buyer and seller and that's it.
 

Renat Akhtyamov:

memorise the price at the starting point of the increment calculation


This is known.

 
Martin_Apis_Bot Cheguevara:
I wonder if you take the second derivative, that is the value of acceleration. Check for convergence and if the series diverges then the strength of the divergence of the series to +- infinity will be the degree of approximation to the exponential function.
Correlation doesn't work because we have market movements and we have to calculate how far the price series expressed as a red line tends to infinity by understanding the properties of the exponential curve
...

there's no flight to infinity here.

parabolas alone

 
Martin_Apis_Bot Cheguevara:

Comrades mathematicians wanted to ask you for a solution to a question:

visually you can see that the second picture(the red line) is closest to defining it as an exponential function.

I certainly understand that we can calculate the rate of change of the numerical series represented by the red curve.

but as we can see the velocity in both graphs grows, but only the second graph grows exponentially.

How can we mathematically calculate how close the curve (or the numerical series represented by the curve) is to exponential?


Obviously, MNC. Apply to the logarithms of the original data.

 
Renat Akhtyamov:

there are no flights to infinity

parabolas alone

Yeah and on the pound you have a parabola now too?)
 
Martin_Apis_Bot Cheguevara:
Yeah and you have a parabola on the pound now too?)
Nah, he's got a Formulae there.)
 
Martin_Apis_Bot Cheguevara:
Yeah and you have a parabola on the pound now too?)
With the top at the bottom.
 

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Evgeniy Chumakov:
Nah, he's got a Formulae there )
Ahah)))) that's for sure)))
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