From practice to theory and back to practice - page 46

 
Aleksey Nikolayev:

A little background information: stationarity (in the broad sense) by definition means (a) constancy of expectation, (b) constancy of variance, (c) dependence of ACF only on the 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.

Ahhhh, I get it! I was writing about a purely applied process used in trading!

And your majesty needs to prove something, and in a way that would make your majesty satisfied! Well, then, sorry - sit back without any evidence that you would find convincing...

 
transcendreamer:

You've always traded vulpium effugium, a trade war should add to your volatility.

What's the point of the conintegration?

anyway your ip address is recorded and you are already being followed

trade war broke all the patterns, so i had to)))

 
Aleksandr Volotko:

Or rather, we come up with a convenient explanation for what's going on that suits us.) But then all of a sudden it's all the same to the factory )

Well, if what Draghi has recently announced to the European banks can be called "his own idea", then yes, you could say so.

It's just an example, there are many of them.
 
Дмитрий:

Ahhhh, I get it! I was writing about a purely applied process used in trading!

And your majesty needs to prove something, and in a way that would make your majesty happy! Well, sorry then - sit back with no proof. which you would find convincing...

Good luck with your clean application.

 
benzovoz:

Well, if what Draghi recently gave to European banks can be called "his own idea", then yes, you could say so.

What did Draghi do there? Did I miss something?

 
Nikita Chernyshov:

By the way, if it is interesting to analyse the matrix indicators of owls' backtests, then the status can be transferred to good old Maybuk, and from that already do the tambourine dance.

Does Maybuk accept statuses from MT5? Or only with mt4?

 
danminin:

What did Draghi do there? Did I miss something?

He leveled the negative interest rate for credit money, thereby creating some demand for the euro, the bottom line is on the chart)))

 
Дмитрий:

Both in the trend sections and in the fleet sections the first price differences are stationary series

bullshit.

In both trend and flat areas the first price differencesnever produce a stationary series.

 
Дмитрий:

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.

you have demonstrated the poverty of your knowledge many times over -- another demonstration won't make much difference

 
Олег avtomat:

you have demonstrated the lameness of your knowledge many times - one more demonstration in the piggy bank of this multitude will not play a special role

I'm ashamed as a musician to explain that every bend in the non-trend component is a trend on a narrower scale.

Well, there's a lot of scientists out there))))

4e