From theory to practice - page 1034

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Alexander_K:

Exactly that... So I was on the wrong track, which proved to be the case.


Of course it's strange, when I told you that the kurtosis doesn't work you didn't believe me. All you had to do was run it through the tester, though.

And now think about why Chegivara keeps repeating about the order system.

 
Alexander_K:

You have to change from Vista to Win7 - nothing works.


Don't be silly... go to the official Windows website and download an image/installation flash drive tool.

I'm using Win10 x64 Home and I'm happy with it.

 
Alexander_K:


I couldn't find the formula for happiness, which Rena claims is on every corner (although, honestly, I looked around all the corners of the flat).


I, too, cannot find a formula on every corner. But maybe he is hinting at the corner formula, which he is counting from something.

 
Evgeniy Chumakov:


I can't find a formula on each corner either, but maybe he's hinting at the angle formula he's calculating from something.

Maybe... Gunn used the angles between the current price position and the starting point...

 
Evgeniy Chumakov:


Of course it's strange, when I told you that the excess doesn't work you didn't believe me. You just had to run it through the tester, that's all.

Don't get upset, Zhenya. I (and everyone else, I think) need articles like Max's. When a person writes an article - a whole other level of responsibility for his words. All the more so that the person there does not simply dismiss asymmetry and excesses, but offers his/her own solutions. This is a real professional approach to the matter.

Sitting - reading. I am not listening to Dimitri and Oleksiy's lop-ears here.

 
Alexander_K:


Gunn is an ordinary man with a lack of basic education who could not make a single dollar in the market and died in poverty....

 
Alexander_K:


There is nothing but death and market noise in ticks....

 
Alexander_K:


Short-term forecasting with sustained characteristics not possible....

 
Aleksey Nikolayev:

Your approach is quite understandable. It is psychologically convenient, but practically useless - any change in any market turns out to benefit the bankers. How can this knowledge be exploited?

Roughly speaking, those who "know" what and how the Rothschilds are doing with gold only use this "knowledge" mostly to write relevant texts, not to trade gold.

So, I'm not talking about the commercial use of that knowledge (although it's always good to know the truth in order to understand where you really live), but I just wanted to tell you that mathematicians (even Nobel laureates) will not improve the economy globally (which you cherish the vague hope for). Although they can certainly optimise the performance of individual corporations (in the literal sense, not in the sense of the transformations we are undergoing).
 

The article is of course more of a promotional one, as there are many references to the book and all sorts of comrades from universities... I don't know whether it's worth ordering or not (there's already something to read)

But the main ideas are from there:

1. memory does not depend on distribution law and stationarity

2. By differentiating a process we kill memory but not non-stationarity

3. we should look for alpha in patterns and not in Box-Jenkins series transformations

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