From theory to practice - page 1533

 
Renat Akhtyamov:

theorver is not needed on forensics, 100%

It's like a gopher, you can't see it, but it's there.
A trade opens with some probability...

 
Aleksey Nikolayev: don't try to predict discord, but react to it. For an understanding of how to do this, read Shiryaev...

I've been leafing through it for a while, it's like a process, but not the point.
Decomposition = change of statistic properties. You can use different kinds of statistics.
It's all a search for anomalies, outliers... The topic is 30 years old, there are many different methods.
The point is to get a stable maxprofit with lower costs. The methods can be
different methods...

 

In Russian it's worse. Real financial mathematics in Russia only began in the 90s with Shiryaev, but before that, yes, we mostly just counted interest.

Take Markowitz's portfolio theory, for example. Understanding it is useful both in itself (to build portfolios of systems) and to understand how its use by big players affects asset prices.

 
Aleksey Nikolayev:

In Russian, it is worse. Real financial mathematics in Russia only began in the 90s with Shiryaev, but before that, yes, we mostly just counted interest.

Take Markowitz's portfolio theory, for example. Understanding it is useful both in itself (to build portfolios of systems) and to understand how its use by big players affects asset prices.

The forex market is a portfolio-breaker - just give it a go.

I'd rather have just one pair.

 
Renat Akhtyamov:

Forex is a portfolio that is just a handful.

You'd be better off with one pair.

So you've got some bad trading systems in your portfolio.

 
Vizard_:

A long time ago I was leafing through it, it seems to be treated as a process, not the point.
Decomposition = change of statistic properties. You can use stats of various kinds.
It's all a search for anomalies, outliers... The topic is 30 years old, there are many different methods.
The point is to get a stable maxprofit with lower costs. The methods can be
different methods...

You can consider that the topic of decoupling started in the 30's - with the task of quality control of in-line production.

I am writing about decomposition simply because it shows that there is a lot in the theoretician besides "three sigma". Well as in a small (and still dwindling) hope, that suddenly the real experts in the matter will wander in here).

 
Aleksey Nikolayev:

You can consider that the topic of decoupling started in the 30's - with the task of quality control of in-line production.

I am writing about decomposition simply because it shows that there is a lot in the theoretician besides "three sigma". And also in a small (and decreasing) hope that suddenly real experts in the matter will wander in here).

better if experts in the field of trading would drop by))
 
Aleksey Nikolayev:

You can consider that the topic of decoupling started in the 30's - with the task of quality control of in-line production.

I am writing about decomposition simply because it shows that there is much more than "three sigmas" in the theoretician. And also in a small (and decreasing) hope that suddenly real experts in the matter will wander in here).

Besides oranges, there are other fruits with a different energy value.
In order to get you interested, tell me about the specific benefits of oranges.
Model a TS on the Eurobucks for example and report the result (in pips for the year,
with monthly average, for 4 digits with a spread of 2-3, on OOS). It seems that
(It seems that everyone is a nutritionist, and those who are not, will come)))

 
Vizard_:

Besides oranges, there are other fruits with a different energy value.
To make it interesting, tell us about the specific benefits of oranges.
Model the TS on the Eurobucks for example and report the result (in pips for the year,
with monthly average, for 4 digits with a spread of 2-3, on OOS). It seems that
(It seems that everyone is a nutritionist, and those who are not, will join us))))

And how much money are you willing to pay to work on this TOR of yours?) I'm guessing not very much). So I'll keep writing and doing what's interesting to me myself.

Speaking of TK, it's more of a fruit salad than a single fruit. Oranges are optional there, especially if you are allergic to them. But that's no reason to require other people not to even mention oranges.

 
Aleksey Nikolayev:

And how much money are you willing to pay to work on this TOR of yours?) I'm guessing not very much). So I'll keep writing and doing what's interesting to me myself.

Speaking of TK, it's more of a fruit salad than a single fruit. Oranges are optional there, especially if you are allergic to them. But that's no reason to require other people not to even mention oranges.

Alesha, you've got it all wrong. I don't need anything; in fact, I know how it will end.
You were looking for drinking companions, you were given the algorithm to find them. People need to be interested, not beaten
with the book you just read. When you read the next one, don't hit them either. By oranges.
Shiryaev's method was meant. Everyone is free to write and do what he likes, no one
(no one is forcing anyone to do anything)))