Can the SB chart be distinguished from the price chart? - page 16

 
I have already told you many times - the shape of the distribution has nothing to do with recoverability.
The indicator of reversibility is the correlation of neighbouring increments.


p.s. Whoever reads textbooks on series analysis does not spend 600 pages and years of his life on fruitless attempts to analyse distributions.

 
secret:
I have already told you many times - the shape of the distribution has nothing to do with the reversibility.
The measure of return is the correlation of neighbouring increments.

Thank you for that answer as well)) And how do these neighbouring increments behave? If you do such an analysis, what is the result? As far as I remember the ACF fluctuates something around zero? How do you interpret it then? There is no recurrence? But we do see it sometimes.

 
So do you want the right answer, or do you like the answer?)
 
secret:
So do you want the right answer or do you like the answer?)

Sorry, I was in a hurry, I finished it later...

 

The key word is 'sometimes'.

Yes, the "hospital average" market shows neither reversion nor trending.

The skill of the researcher is to find those moments when properties differ from zero.

 
Once again, I'd like someone to have their say, or it will get bogged down, which of the whole pile of distributions can be considered the most irrecoverable?
 
It means you want an answer that you like, even if it's wrong) unfortunately, you're deaf to knowledge)
 
secret:
It means you want an answer you like, even if it is wrong) unfortunately you are deaf to knowledge)

That's not the point, I want to know the alternatives.

 
Sergey Chalyshev:

Impossible.

The price chart is the SB.

If it differs from what you are plotting then you are not plotting correctly.

Take the pound data from 1791 and generate SB graphs from that value for 250 years ahead - there will be variants with negative area of values, or you will find such minimal increments so that this graph loses its meaning in the scale of human life, hence SB in general case does not apply to prices in any way.

Going to an intersection, the flow of cars may seem random, but in the system of traffic accounting everything will be predictable by 80% for every car in the stream, who in what order and where goes in the morning and how in the evening. Not knowing the raw data does not make the process random.

 
Novaja:

That's not the point, I want to know the alternatives.

The smaller the area around the edges (and more in the centre), the more returnable (from the edges to the middle).

The issue is that this does not apply to the market, such processes simply do not exist there. It refers to physics, for example (some kind of particle concentration).