From theory to practice - page 459
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Does it make sense to use it?
In your line of enumeration, it doesn't.
Why use it or ask questions if you don't understand why you need it.
When and if you do understand it, such questions simply won't arise).
Gentlemen!!!
I don't know how to ask questions here to get an answer... Wall of silence...
Does anyone use entropy (non-entropy) in their algorithms? Does it make sense to use it?
I am researching it anyway, but it's a pity about the time. I've been looking for the grail for a year now... It does not make sense.
It makes no sense, because the internal energy of the system changes according to an even more complex pattern than the price itself and an adequate assessment of it is problematic.
In your statement there is no option override.
Why use or ask questions if you yourself do not understand what you need it for.
When and if you understand it, such questions simply won't arise).
Man, Yuri, non-entropy, by all canons, is a measure of "memory", a measure of non-accidental process.
Look at your favourite ACF (graph on the right).
It's utter rubbish!
Doesn't make sense because, the internal energy of the system changes according to an even more complex pattern than the price itself and adequately assessing them is problematic.
Thank you!
Look at your favourite ACF (graph on the right).
It's utter rubbish!
It's anything but ACF.) And I don't love it at all.)
Speaking of non-randomness measures - it can only be measured a posteriori. That is, when everything has already happened and the train has already left. And what will happen next? - The question is still open).
Gentlemen!!!
... . It's been a year since I've been looking for the Grail... It's not right.
How many times do I have to tell you that statistical arbitrage is all bought.
There is no point in competing with HFT-bot that sits on the server with ping less than 1 ms and operates with millions.
Study what the market efficiency means. Then you'll understand why with a 3 pips spread a move lasts 8 pips and the pullback lasts more than 5 pips and then the bifurcation point, which may or may not last. And this picture rises fractally in all dimensions.
Only algorithmic dependencies are left.
Go to another dimension, to statistics of algorithms, where all statistical methods will start working.
It's anything but ACF.) And I don't love her at all.)
Erm... Pardon me for being blunt...
Here's the formula in VisSim:
I.e. we input into block current and previous increments, on output we have sum of products of increments in sliding window.
What is wrong?
What's wrong?
Actually, everything).
If x and y are not complex, then
Rxx(t1,t2)=M[x(t1)*x(t2)];
Rxy(t1,t2)=M[x(t1)*y(t2)].
For non-stationary processes the ACF is a three dimensional function.
Your formula, if at all, is only suitable for large samples and stationary processes. Otherwise we get nonsense. I.e., it is also a question of the correctness of application.
Gentlemen!!!
I don't know how to ask questions here to get an answer... Wall of silence...
Does anyone use entropy (non-entropy) in their algorithms? Does it make sense to use it?
I am researching it anyway, but it's a pity about the time. I've been looking for the grail for a year now... That's not good.
And why not ask for specialist consultations, not to guess by coffee grounds?
Write a correct and meaningful task, what is the input and what you want to get at the output and send to universities to get the cost and turnaround time ...