From theory to practice - page 715
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Let me look at the different types of SB, why is everyone so attached to them?
The data are derived from the HSS and the calculation of their sum at each iterative step.
1. "Coin". Uniform distribution of increments.
2. Wiener process. Gaussian distribution for increments.
3. Laplace motion. Laplace distribution for the increments.
Well, the market is certainly more like Laplace motion...
And if it is principally impossible to earn on it, as mathematicians on the forum say, then why bother? You have to give it up and just work as a janitor.
Amen.
Take any curve you like and earn money on this curve. Who cares what the distribution is? You are not modelling, you are earning. You don't need to model.
You read it from your medical history?
Totally agree with Oleg.
Take whichever curve you like best and capitalise on that curve. What difference does it make what distribution there is? You are not modelling, you are earning. There's no need to model.
Don't I have nothing to do? Work in the sweat for a penny, study the market, and even generate curves?
There are a lot of fools on this forum - let them generate. I am studying the excess - no time. I need the Grail by the New Year - I promised him.
Don't I have nothing better to do? Work in the sweat of my brow for a penny, study the market, and generate crooked ideas?
There are a lot of fools on this forum - let them generate. I'm studying the excess - no time. I need the Grail by the New Year.
What New Year's Eve? For last New Year's Eve the Grail was created, or louboutins - the thread is already vague and ghostly as a mirage in the desert.
Which New Year's Eve? The Grail was created for last year too, or louboutins - already the thread of the branch is vague and ghostly like a mirage in the desert.
There is an anecdote...
- It's spring again, you want to go to France again.
- Why, have you been there before?
- No, I wanted to ;)
There is an anecdote...
- It's spring again and you want to go to France.
- Have you been there before?
- No, I wanted to ;)
"shall I sing a love song?"
https://www.youtube.com/watch?v=01yPzBf9b-o
"why don't I sing a love song?"
https://www.youtube.com/watch?v=01yPzBf9b-o
yelling and singing aren't the same thing.
♪ but it's a great song, I'll give you that ♪
https://youtu.be/eDwKSoGrQJ4
Which New Year's Eve? The Grail was created for last year too, or louboutins - already the thread of the branch is vague and ghostly like a mirage in the desert.
:))) I agree - it's been dragging on.
But man, I know I'm around.
Look:
1. In a sliding window = a day or more we have a pseudo-Poisson flow of quotes - the process is quasi-stationary.
2. The incremental correlation coefficient for any pair in this window is, on average, negative.
3. The variance calculation formula is a working one for Variance Gamma Process.
Everything, damn it, says that there should be a "return to the average".
In fact - not always.
I'm tired of hammering into the heads of forum participants - give me the key to antipersistence of the market instead of Hirst - that's all.
They say nothing... Staring at the monitor with goggling eyes... What the hell do you want to see?
I have to do everything myself.
I've noticed that if, when leaving the variance channel, the coefficient of kurtosis of increments is >10, then the trend starts without a "return to the mean". If it is less than 10 - there is a return. Sitting - checking. As always - one. "By yourself, all by yourself" - understandable, what's to say...