From theory to practice - page 1671
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Is it really real?
Happy bidding. And good nerves! :)
Thank you!
I've been struggling with the formula for a year, I couldn't get it on the chart.
h ttps://arxiv.org/pdf/1910.01034.pdf
Thank you, Max! Where do you find all this? I'll be sure to read it.
Thank you, Max! Where do you find all this? I'll be sure to read it.
Yeah, I'm on Twitter subscribing to all kinds of stuff.)
h ttps://arxiv.org/pdf/1910.01034.pdf
The article is not bad, but its basic idea of trend determinism is still not entirely obvious or the only possible one. One can think of the underlying model of HMM. It is possible to assume an intermediate variant, when trend changes are deterministic (news releases) and changes of the trend direction in between are random.
In general, econometric models are a very small fraction of possible models.
The article is not bad, but its basic idea of trend determinism is still not entirely obvious or the only possible one. One can think of the underlying model of HMM. It is possible to assume an intermediate variant, when trend changes are deterministic (news releases) and changes of the trend direction in between are random.
In general, econometric models are a very small fraction of possible models.
There's no idea of a constant trend there. If I understand "determinism" correctly in this context.
essentially a way of selecting the best MAH that can also be used for rentingthere is no idea of a constant trend there. If I understand "deterministic" correctly in this context.
essentially a way of selecting the optimal MAP, which can also be used for detrendingDeterministic - unambiguously predetermined (but not necessarily known to us in advance). A constant is a special case of deterministic and also known to us in advance (completely or with the accuracy of the value of the slope). If the trend is also stochastic (I gave examples), it is not so simple.
From the article (introduction):
We suggest a different approach, the non-stationary time-series is decomposed into a deterministic time series (trend) and a stochastic time series that satisfies stationarity.
This paper addresses the question on whether the time series of the S&P500 index can be decomposed into a deterministic trend and a stochastic time series.
You're bloody gorgeous!)
I cried when I saw that.)
But of course they're back to making humpbacks and dismissing the facts unfortunately...
the distribution itself "tells" them that there are TWO different processes in the market that have the same variance and different timing...
and they're like, look guys, we've seen fat tails disappear on 78 counts.
Yes for me they didn't open the American door, I already knew that for a long time. Of course the TF is bigger the fluctuations are higher the fat tails are smaller relative to them...
so they took a shortcut - they just took a longer period to approximate the random fluctuations... they polished it with Hearst's exponent for accuracy...
oh man...
I got this exactly because I DIFFERENTIFIED TWO random processes over time. 1 process with fluctuations up to 4 sigma, 2 process with fluctuations from 4 to 20 sigma, rather than stupidly increasing the period of data analysis...this is too easy a way to be true unfortunately...
In the forex market by my calculations and proven facts, two random in direction and different in volatility processes.
But because of the first picture I will take this first, in my opinion, one that somehow satisfies the real facts to my shelf.
The chart looks nice.
statistics are statistics.
I've added a series of sum increments for the period, otherwise it's not interesting.
This is a graph of the incremental amount .
Zhenya, these charts only show when it is better to close the position.
It is not suitable to enter the market. Sasha can't be sure of that either. The rake hits the forehead, but it doesn't get there.