Regularity or Randomness - page 59

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Martin_Apis_Bot Cheguevara:
Those cryptic formulas again :)
Here these two scenarios differ in subtle properties of gravitational waves which are emitted by collision and merging of objects which make up the binary system.
In short, observations of gravitational waves will be another test for the general Hearst theory.

 
Макс:

Really?

The man came in from the factory, had a few beers and thought I'd write something clever on the forum.

Didn't get smart.

"..."He'll work the land,

He'll write poetry."

)))

 
khorosh:

"...He'll work the land,

He'll write poetry."

)))

:)

 
Maxim Romanov:

3 - The shape of the graph is distorted by incorrect time sampling. If you discretize by ticks, this is also incorrect. Ideally, it should be discretized by the number of iterations, and then each symbol will have similar parts.

4 - the market is self-similar, the patterns that can be met on a large scale can also be met on a small scale. The closest analogy is the Weirstrasse function, but it is only suitable as an analogy because it is also self-similar.

One should discretize by events, i.e. thinned ticks taking into account tick volumes and time. I.e. at the moment of maximum tick density the sample volume should correspond to one strictly defined time window, and at the moment of minimum density - to another one, but also strictly defined.

The market is NOT self-similar, it seems to you. It only has the property of self-similarity within a certain time structure.

 

The market is NOT self-similar, it seems to you. It only has the property of self-similarity within a certain time structure.

Did you understand what you said?
 
Алексей Тарабанов:

The market is NOT self-similar, it seems to you. It only has the property of self-similarity within a certain time structure.

Did you understand what you said?

Don't make him nervous, his blood pressure is high as it is.

 
khorosh:

Don't make him nervous, his blood pressure is high as it is.

Under the table)))

 
Alexander_K:

The market is NOT self-similar, it seems to you. It only has the property of self-similarity within a certain time structure.

What does that mean, I don't understand the meaning? In which temporal structure is it self-similar and in which is it not, and what is meant by temporal structure?
 
Maxim Romanov:
What does that mean, I don't get the point? In which time structure is it self-similar and in which is it not and what is meant by time structure?

Some time ago I asked you to make a cartoon - how the distribution of increments behaves with different sample sizes. For tick data and for OPEN M1, for example.

You would have seen that this probability density function behaves interestingly: it shrinks and expands during the day. I.e. we cannot say that BP is self-similar within a day regardless of the sample size. Within a window = trading session, day, etc. - yes, there are signs of stationarity and self-similarity, otherwise not.

 
Alexander_K:

Some time ago I asked you to make a cartoon - how the distribution of increments behaves with different sample sizes. For tick data and for OPEN M1, for example.

You would have seen that this probability density function behaves interestingly: it shrinks and expands during the day. I.e. it cannot be stated that BP is self-similar within a day irrespective of the sample size. Within a window = trading session, day, etc. - yes, there are signs of stationarity and self-similarity, otherwise not.

I haven't finished this cartoon indicator yet.
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