From theory to practice - page 1494

 
Alexander_K:

The collective farmer Bass, who can hardly tell SB from potato, is always making a hump about the impossibility of making money on SB.

Here's my latest deal, based on patterns of random processes:

This is a trivial fact from maths textbooks. You're arguing with a textbook, not me.

And you have a confusion of terminology. Random process and SB are completely different things.

 
secret:

And you have a confusion of terminology. Random process and SB are completely different things.

Now you're right about that. You're a trickster, mate :))) But the essence of the matter does not change.

Here's something in the market - memory - that prevents me from simply shoehorning it in with random process theory.

I can't get to the bottom of it... And asymmetry probably has nothing to do with it...

Give me your key to the market! Just give it to me. Those who are interested will thank you.

 
Alexander_K:

Is this one random too?

The same - this week.

Are you kidding me with the 2 trades? )

Alexander_K:

My TS, on the other hand, does not do well exactly with regular, directional movements - trends. When the market is in a random phase - I have just crazy performance.

If the trends are regular and directed movements for you, then why don't you trade them? )

Put a stop on the net and start harvesting.)

 
Alexander_K:

There is something about the market - memory - that prevents me from simply shoehorning it in using random process theory.

What kind of memory if after optimisation I see all the robots as a real-life drain?

 

Regarding asymmetry...

I compared asymmetry of Laplace motion probability density and real BP. And the actual series and their increments.

They coincide almost completely. I am too lazy to publish proofs...

Conclusion: Neither the sampling asymmetry of the price series, nor the asymmetry of the distribution of increments can serve as a measure of market memory.

Alas... Old man crying... Upset...

 
Alexander_K:

The collective farmer Bass, who can hardly tell SB from potato, is always making a hump about the impossibility of making money on SB.

Here's my latest deal based on a pattern of random processes:

You are confusing random walk and random process. Random wandering is a coin, you can't make money on it.

 
Oleg Bondarev:

Trading SB implies an order system. You get spreads in the corridor and hello...

more bullshit.

 
EgorKim:

Are you making such a joke of the 2 deals? )

If you see trends as legitimate and directional, why don't you trade them? )

) Just put a stop on the net and start harvesting.

If we work with BP as with a random process - i.e. when all central points are normal, then there is a profit, no matter who says what - but very few trades.

The main profit is when the same kurtosis is incredibly high, the most powerful impulse movements, the giant energy of the system. This is not a random process at all.

There - yes, you can literally get rich and just as easily lose everything... This is the unsolved mystery of the market. What formulas are there to apply? I don't know. Science doesn't know.

 
danminin:

You are confusing random rambling with a random process. Random walk is a coin; you can't make money on it.

I completely agree with this statement.

 
Alexander_K:

I completely agree with this statement.

and for nothing.