Regularity or Randomness - page 37

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Maxim Romanov:

everything is much more accurate! Proportional to the square root of the number of steps.

if a longer period of historical data is imposed, the picture is different

pairs will go with a correlation almost equal to 1.

 
Maxim Romanov:

everything is much more accurate! Proportionate to the square root of the number of steps.

Phew, you... Aw, good for you! You're on the right track, buddy. No kidding.

 
Renat Akhtyamov:

if a longer period of historical data is superimposed, the picture will be different

The pairs will go with a correlation of almost 1.

I tried before 19, each currency has its own character, but I agree that with time all will become the same, if the period is very long. About the correlation, I'm not sure if it tends to 1... or do you propose to measure the correlation over the whole period?
 
Uladzimir Izerski:

There, the truth is revealed. Your indicator is nothing like mine.

The same one you have, and most likely this one, was created by "The Surgeon".

It doesn't look like yours, it looks like the one Maxim Kuznetsov showed. I don't know what the surgeon was doing there. I don't have an indicator but a data conversion, it doesn't show anything by itself, except movements of individual currencies.
 
Again, this is a special case, and I don't like special cases. There is a pattern, but it can be destroyed by uncontrolled increases in the issuance of one of the currencies. I am still working on improving the method.
 
Maxim Romanov:
I tried before 19, each currency has a different character, but I agree that with time all will become the same, if the period is very long. About the correlation, I'm not sure if it tends to 1... or do you propose to measure the correlation over the whole period?
Yes, the whole period.
 
Alexander_K:

Phew, you... Ah, well done! You're on the right track, mate. No kidding.

What else would you expect from currencies that are quoted(and collectively make it up) of the total?

We do not have spherical horses in a vacuum here - the whole herd is in one harness, but one "greedy" may pull much (almost by an order) stronger.

These are the basics. Back in the day, it was even taught at my technical alma mater.

 
Maxim Kuznetsov:

What else could be expected from the currencies that are quoted(and jointly make it up) of the total value?

We do not have spherical horses in a vacuum here - the whole herd is in one harness, but one "rider" may pull much (almost an order of magnitude) stronger.

These are kind of the basics. Back in the day it was taught even in my tech-savvy alma mater.

the dependence is so much smeared that no risk and patience is enough to trade any arbitrage

because that happens too (except for the pound no one has flinched):


 
Renat Akhtyamov:

Suppose there is no one in the market yet.

It's quite an entertaining problem, especially in its formulation - "Suppose there are suddenly only currency speculators in the currency market - what will happen to the exchange rate?" .

Just recently, maybe 3-4 days, we argued with acquaintances, no general conclusion was reached. everyone stuck to his or her opinion

 
Maxim Kuznetsov:

It's quite an entertaining problem, especially in its formulation - "let's assume that the currency market is suddenly left only to currency speculators - what will happen to the exchange rate ?

Just recently, maybe 3-4 days, we argued with acquaintances and came to no common conclusion.

There is no need to argue, this problem has real answers.

which explains a lot.

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