Quantum analysis Duca - page 31

 

It is useful to have an idea of the velocities and accelerations of the model components.


first derivatives:

.

second derivatives:

.

 

At this point I stop and pass the floor to the presenter.

 
QuantumBob:

Gentlemen Analysts and traders!

Examination of the forum has shown that Duka's quantum analysis has received undeservedly little attention.

The author of this method, Andrei Duca, a former lecturer at the University of St Petersburg, has proven the effectiveness of his theory with his personal biography. Dukascopy's risk management enabled him to set up a successful brokerage firm in Switzerland, which quickly grew into the Dukascopy Group, including a bank and more. And all this, mind you, under Swiss law.

Duk's seminal article "General Theory of Evolution or Dukascopy" was published in 2000 and led to the birth of a new direction in technical analysis.

The basic ideas are as follows:

  • Any changes in any material parameter (stock quotes) are subject to a universal and universal law;
  • The detectable change is always the measurement error (for us it is the price change by 1 point);
  • The course of time of changes is proportional to the number of successively registered changes (time is measured by the number of formed quanta);
  • Duke's quantum space is an undistorted intrinsic space-time of change, in which the rate of price change is constant (like the speed of light in quantum physics), and in which the laws and formulas of quantum mechanics work;
  • Consequently, quantum dualism allows us to treat changes of a material parameter either as the motion of a particle (price) or as the propagation of a wave with a wavelength equal to twice the error interval(two quanta in price). Now we can use the whole mathematical apparatus of wave mechanics;

But enough abstract theories, what useful things can we eventually get out of all this? Why is analysis in Duke's quantum space better than stock price analysis in the real world?

Well, firstly, in quantum Duk's space, where the quantum is a photon of light and the price trend is a quasi-particle, velocities are constant and there is a velocity fan, which already greatly reduces the uncertainty, because in the real exchange price space there may be sharp jumps of quotes as well as a long monotone sideways with minimal price changes.

Second, it follows from the quantum nature of Duk's space that price movements occur along channels and only along channels. Duk's theory created the theoretical basis for all channel trading strategies. And Heisenberg's uncertainty principle, allows us to easily calculate the width of the current movement channel.

Thirdly, the channel of future price movement is calculated when it just starts to form. This is forecasting. And according to the classics, the channel can be drawn by at least three points. When it is too late to enter the market.

Well, that's enough as an introduction. Further we will discuss the theory as it is necessary for practice.

Am I correct in assuming that this theory is (theoretically) only suitable for risk management?

 
Олег avtomat:

In my mind:

.

Am I thinking correctly?

When the expression below the root becomes zero or negative, only the first term of the formula remains. This is the degenerate channel. I.e. the slope of the trend is exactly halved. This is almost a standard situation prior to a correction. Prior to a correction, the speed drops by half (abc channel), while it accelerates before the trend reverses (gamma channel).
 
Dmitriy Skub:

Am I correct in assuming that this theory is (theoretically) only suitable for risk management?

No, it is a universal forecasting method. But real forecasting in the quantum world, not various perversions like extrapolation, approximation or expert evaluations, applied due to intellectual powerlessness. Real prediction looks like this: we let the horse into the corral, which has four exiting corridors. And we start guessing and betting through which corridor the horse (price) will exit the pen (the current channel). This is the method of a gambling dilettante. A quantum mechanic understands that we can't predict the behavior of an untrained horse, it is an expensive illusion. We are not horses. So he calmly waits to see which channel the horse chooses. And once it has entered one of the exit corridors, it is already waiting for it at the end.
 
Олег avtomat:

At this point I stop and pass the floor to the presenter.

Oleg, keep it simple. When the expression under the root becomes zero or negative, we discard it and count it using what's left.
 
QuantumBob:
Oleg, be simple. When an expression under the root becomes zero or negative, we discard it and count by what remains.

Often unwarranted "discarding" destroys very useful (rather than useless) information.

Let me remind you that the complex root indicates a wave solution with amplitude, frequency and phase given by this very root.


Well, simplicity is not the best choice.


Simplicityis worse thantheft.
Cf.Imeansimplicity...All right,they say thatsimplicityis worse thantheft,ifyouletfoolsdo it,they'll driveclever people outofthe world.
Saltykov.Tales.
 
Dmitry Fedoseev:

At least show me a couple of these informative messages.

Search and ye shall find...
 
Олег avtomat:

Often unwarranted "discarding" destroys very useful (rather than useless) information.

Let me remind you that the complex root indicates a wave solution with amplitude, frequency and phase given by this very root.


Well, simplicity is not the best choice.


Simplicityis worse thantheft.
Cf.I'mjust being simple...Okay.Simplicityissaid tobe worse thantheft.Iffools aregivenfree rein,theywill drivethe smart ones outofthe world.
Saltykov.Tales.
Have a safe journey to your complex roots... And live, I don't mind. Where are we fools to drink tea (C)
 
QuantumBob:
No, it's a universal prediction method. But real prediction in the quantum world, not various perversions like extrapolation, approximation or expert evaluations applied due to intellectual powerlessness. Real prediction looks like this: we let the horse into the corral, which has four exiting corridors. And we start guessing and betting through which corridor the horse (price) will exit the pen (the current channel). This is the method of a gambling dilettante. A quantum mechanic understands that we can't predict the behavior of an untrained horse, it is an expensive illusion. We are not horses. So he calmly waits to see which channel the horse chooses. And once it has entered one of the exit corridors, it is already waiting for it at the end.

So then why was Duk used for risk management?

About the horses - only idiots or gamblers trade the way you describe. The other 5% trade according to fact(s) rather than guessing) Only you don't need Duk for that.

It would be interesting to see the practical application of this theory - the benefits. Would you demonstrate it?