From theory to practice - page 1048

 
Martin Cheguevara:

The branch is a cart, and the forum participants are a goose and a pike.)

All in formation, follow Comrade Che. But I doubt something about the success of such an event. However, as well as all the others.)

 
Yuriy Asaulenko:

Everyone, in formation, follow Comrade Che. But I have my doubts about the success of such an event. I doubt the success of such an event, as well as all the others.)

I don't owe anyone anything.

I don't need to lead anyone.

Go your separate ways - a thousand different roads. Peace be with you.

 
Martin Cheguevara:

I don't owe anyone anything.

I have no need to lead anyone.

Go your separate ways - a thousand different roads. Peace be with you.

Oh, I thought you had decided to put the swans and crayfish in order and build everyone up.

 
Yuriy Asaulenko:

Oh, I thought you were going to put the swans and crayfish in order and build everyone up.

No.

 
There is a stationary feeling that the next thousand pages of discussion will pass under the umbrella of orthodoxy. With a beer, crayfish might be better.
 
And the whole branch will go into the flood hall))))
 
Yuriy Asaulenko:

The bogeyman of non-stationarity haunted him.

Actually, stationary series - once, and that's it.) Or a little more than that. And nothing, everyone is alive and doing fine with it. Same radio amateurs, by the way.)

Radio amateurs have non-stationarity of the wrong system) Quasi-stationarity, ergodicity, quasi-determinism, etc.

The prices don't have all that. This can be seen even in the zero approximation to them, the Wiener process (SB).

 

Price is a reflection of people's emotions on events.

The reason for price rises and falls is to be found there, not in physical formulas. Physics does not allow physicists to become successful traders).

 
Aleksey Nikolayev:


The prices do not have all this in them. This can be seen even in the zero approximation to them - the Wiener process (SB).

The imitation of kotier by random walks is determined quite successfully by an experienced person, such experiments were carried out by Polish beauty Inga-Nova, in her branch. About ten years ago I've been trying for some time to find conditions to make quotation generated by a coin difficult to distinguish visually from real quotes - it turned out that it works when the most of results are related, i.e. if the tick is up, then the next tick is automatically down. In general, if think carefully, it can be deduced theoretically analyzing the physics of price formation in forex. But it is of no use - for successful trading it is necessary to find a way to effectively diagnose local inefficiencies of the market. And that, as far as I am concerned, is a completely different task.

 
sibirqk:

The imitation of a quotient by random walks, is quite successfully defined by an experienced person, such experiments were carried out by Polish beauty Inga-Nova, in her branch. About ten years ago I've been trying for some time to find conditions to make quotation generated by a coin difficult to distinguish visually from real quotes - it turned out that it works when the most of results are related, i.e. if the tick is up, then the next tick is automatically down. In general, if think carefully, it can be deduced theoretically analyzing the physics of price formation in forex. But it is of no use - for successful trading it is necessary to find a way to effectively diagnose local inefficiencies of the market. And that, as far as I am concerned, is a completely different task.

This is essentially a move to a Markov chain from SB. The step, although small, is towards the real price - without Markovianness it is difficult to model a flat. The problem here is non-stationarity - instead of unpredictability of prices we now deal with unpredictability of model parameters. The hope is that these parameters change more slowly than prices - I wrote above about "Newton's first law".

Thus, some local inefficiencies can be formalised as time segments with slowly changing parameters of some price patterns.