From practice to theory and back to practice - page 45
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This model is suitable for a plot with a constant trend. Not quite suitable for a section with changing trend directions. Not at all suitable for a horizontal flat.
In both trend and fleet sections the first price differences are stationary series
Flood thread #2.
The son of theTheory to Practice thread, there are 1000 pages to go.
Somewhere at the beginning of the branch was - that the systems on the machines leak.
Nobody cares why they are leaky).
Thanks, noted clearly. Let them flub for now. Soon get to the computer and then be able to support the facts to continue the topic.
not really
only over a relatively short interval can pairs pretend to be cointegrated and even pass the ADF test and other similar tests
and then they spread out inevitably
Not quite so. If pairs suddenly become cointegrated, first of all we estimate the reason. If we find the reason, we eliminate this "foundation". Sometimes this kind of happiness lasts long enough, for instance, I think before a new tsar comes to the white wigwam some happiness will last, for the current one has driven some people into co. and it seems he is not going to change his tactics)))).
Not really. If pairs suddenly become cointegrated, the first thing to do is to see what "foundation" they are behaving like. If we find the reason, then we cut down this "foundation". It happens and lasts long enough such happiness, for example, I think before the new king in the white wigwam some happiness will last, for the current one drove some in co. and it seems his tactics will not change)))).
you have always traded vulpium effugium the idea is that a trade war would increase your volatility
what's the point of the cointegration?
you have your ip address written down and you're already being followed
Both in the trend sections and in the fleet sections, the first price differences are stationary series
blessed is he who believes, he is warm in the world
blessed is he who believes, he is warm in the world
The main thing is that this faith helps to raise real money, and if it is all for the sake of forum discussions, it is worse than corruption.
Not really. If pairs suddenly become cointegrated, the first thing to do is to see what "foundation" they are behaving like. If we find the reason, then we cut down this "foundation". It happens and lasts long enough such happiness, for example, I think before the new king in the white wigwam some happiness will last, for the current one drove some in co. and it seems his tactics will not change)))).
More precisely, we invent a convenient explanation for what is going on, to suit us ) But then "suddenly" all the same at the plant )
blessed is he who believes, he is warm in the world
Blessed are the wretched (c) who don't even have the brains to type a single phrase into a google search.
https://habr.com/ru/post/314330/
And practical tests, especially in English-language sources are a plethora.
But what can you do...
P.S. Pity you - changed the wording.Blessed are the wretched (c) who don't even have the brains to type a single phrase into a google search.
https://habr.com/ru/post/314330/
And practical tests, especially in English-language sources, are a plethora.
But what can you do...
P.S. Pity you - changed the wording.A little literacy: stationarity (in the broad sense) by definition means (a) expectation constancy, (b) dispersion constancy and (c) dependence of ACF only on a time difference.
The Dickey-Fuller test works only for autoregressive processes. In the general case, other tests are needed. For instance, Mann-Whitney test is often used for expectation consistency and Siegel-Tukey test for variance consistency (both are nonparametric).
Read normal texts on theorists and matstats, not this econometric rubbish, where any process is assumed to be autoregressive.
Blessed are the wretched (c) who don't even have the brains to type a single phrase into a google search.
https://habr.com/ru/post/314330/
And practical tests, especially in English-language sources, are a plethora.
But what can you do...
P.S. Pity you - changed the wording.With such knowledge, you should only go to a factory!