From theory to practice - page 700
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Actually, yes, it would be SB, but I wonder how the characteristics would change
I understand that SBs are not autocorrelated, and if so, it is no longer SB
Price models. A conventionally normal model
No, no, not the film, but your model and the results of the simulation.
No model? No results?I understand that SBs are not autocorrelated, and if they are, they are no longer SBs
And what prevents them from correlating in plots?
then the tails will start to grow.
I dunno, I'm just asking... is there any theorem or axiom when a few random processes begin to produce life
You are wrong. Comparing does not mean finding similar, sometimes it means finding differences. And that can be useful.
Trading options, for example, is inconceivable without understanding theory, which is ultimately based on the Wiener process, which does not at all mean recognising prices as random straying.
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St. Petersburg Phenomenon. The paradoxes of probability theory.
Aleksey Nikolayev, 2018.10.25 19:34
We construct some statistics on the price series. Using the criterion of agreement we check how much its distribution differs from what it would be if prices were a random walk. If the difference is statistically significant, it can indicate the possibility of trade. Of the criteria of agreement Kolmogorov-Smirnov seems to be the most appropriate.
Also, this criterion (and many others) would be useful in the "From Theory to Practice" branch.)
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Saint Petersburg Phenomenon. Paradoxes of probability theory.
Oleg avtomat, 2018.10.26 03:58
The checks"how much its distribution differs from what it would be if prices were a random walk" are not particularly valuable or useful.
Even the formulation itself is erroneous:"If the difference is statistically significant, then it may indicate the possibility of a trade". That is, otherwise trading is impossible, according to you.
This is a deep delusion. You have accepted a false premise as an axiom, without even trying to verify it (here is the paradox).
Think about the fact that the trading process is external to the price series being traded.
The statistics of the trading process are not reducible to the statistics of the price series at which the trade is made.
Conduct an experiment:
1. Generate a SB process.
2. Apply the trading rules to this SB process.
3. Ensure that it is possible to trade successfully on this SB process.
4. Repeat steps 1,2,3 many times, recording the results of the experiments.
5. Confirm the fallacy of the postulate that it is impossible to trade successfully on the SB process.
6. Determine the statistics of the trading process.
7. Compare the statistics of the trading process with the statistics of the SB process.
8. Finally, draw conclusions.
If you dare to do such an experiment, its results, if you present them here, will help you and many others to open their eyes and get rid of the closed-mindedness artificially created and thoughtlessly accepted, like the ubiquitous theory-delusion about "market efficiency". I hope this "market efficiency" fallacy doesn't mislead you.
SO
Which program you do it in (R or not) is another matter.
You're telling the tale of the white bull again...
I don't want to go overboard.
Enough has been said.then the tails will start to grow.
I dunno, I'm just asking... is there any theorem or axiom when a few random processes begin to give rise to life
there isn't one that I can still remember from Theorem Vera, there is:
if you add a constant to a random series, nothing changes.
If you add another random series to a random series, the result will still be a random variable, but the distribution law of the new series will depend on the original series, google about compositions
then the tails will start to grow.
I dunno, I'm just asking... is there any theorem or axiom when a few random processes begin to give rise to life
well, the tails are going to get bigger.
Of course! It's the tail that counts! (С)
in fact, a lot of gibberish from the course of higher mathematics the participants of this topic are trying to quote, even if there are teachers of universities in the discussion, imho, only they can adequately operate with this gibberish, but only in the plane which is taught nowadays.... alas, the brain is quite practical, it is lazy and will not memorize what it does not use every day ))))
Well and on the subject, to operate with triple integrals from quotations of higher mathematics is elementary, but in the course of higher mathematics, the teacher who wanted to teach always went to the graphical interpretation of mathematical calculations.... Alexey Savvateev with his courses of combinatorics and all that he wants to teach - he really wants to teach! ;)
Maxim Dmitrievsky:
is there any theorem or axiom when life begins to emerge from a few random processes
If life already exists somewhere in the universe, it can originate elsewhere according to the laws of the holographic universe... but from zero it is unlikely...
if life already exists somewhere in the universe, it can be generated elsewhere in accordance with the laws of the holographic universe... but from scratch it's unlikely...
I am not familiar with these laws :))
I know that there are two opposite processes: increase of entropy through expansion, i.e. thermal death and opposite process is gravitational forces that lead to self-organisation of matter