From theory to practice. Part 2 - page 89

 
Andrei Trukhanovich:
It's no use, there's no cure for these patients

Following the Hippocratic Oath, I have to fight to the end ))).

 
Доктор:

Note that it does not matter how the sample is formed. And there is no way to generate a sample such that the sampled MO is not equal to zero.

It can be added that this is a consequence of independence (probabilistic) of any increment from its entire pre-history (equality of conditional expectation of increment to unconditional expectation). This independence is explicitly postulated in the definition of SB.

PS. Already expressed in this thread hypothesis about the completely non-mathematical nature of attempts to have this cholivar.

 
Доктор:

Following the Hippocratic Oath, I have to fight to the end ))).

😃😄😄
 
Доктор:

The discussion in this thread has brought back an old story that happened to me back in the days of the Tsar-Gorokh. There was a friend of mine who, having "finished forging and two plans to get rich" during the day, would plunge into sweet dreams of getting rich in the evening. He planned to get rich by playing Sportlotto. The system was iron-and-concrete, just like the shop where he worked: all balls were the same and fell out at random. So the chance of each ball falling out is the same. So the balls should fall out more or less evenly. So if a number hasn't fallen out for a while, it should fall out soon. So these are the numbers that haven't fallen out for a long time and should be bet on. My timid remarks that the balls have no memory and don't know when they've fallen out before, so the probability of their appearance doesn't depend on the pre-history, were subjected to ridicule. A secret notebook with tables, calculations and graphs was extracted and, with figures in hand, I was shown how wrong I was. I remember not objecting too much. You cannot deprive a man of his Dream.

Looks like you and your friend are complete loonies and you should both show your educational credentials right here.

You're talking about series, sequences of random numbers! The sums of which, according to Lyapunov's TSP, will form the Gaussian distribution. Get it? The sums! And you get into a conversation with single random numbers.

I've already given a simple example:

1. You bet on a series of only 10 eagles.

2. I bet that there won't be 10 eagles in the series

We run 1000 trials, betting 1000 roubles on each trial.

You will walk away shoestring in the final.

 
sibirqk:
😃😄😄

Where do you think you're going all the time, you Siberian wog?

Don't get involved in grown-up conversations.

 
Aleksey Nikolayev:

It can be added that this is a consequence of independence (probabilistic) of any increment from its entire prehistory (equality of conditional expectation of increment to unconditional expectation). This independence is explicitly postulated in the definition of SB.

PS. Already expressed in this thread a hypothesis about completely non-mathematical nature of attempts to breed this cholivar.

The non-obviousness of laws always attracts. The perpetual motion engine has moved many minds for a long time)

I don't argue of course, but MO with a coin tends to zero with the number of tosses tending towards infinity. On finite segments we will get different results in quite a big range, the same SB of results, and finite segments, if there are many of them up to infinity, will also give MO zero. But it's the finite segments that attract.

Oleg has a scheme for detecting low-frequency oscillations, which in SB are not oscillations at all, especially with a coin. But in systems with inertia it should work) For the minority game it may not work. Although the game also has parameters, the number of participants, and probably can find settings for low-frequency movements, but it is not obvious.

 
Alexander_K2:

In the final, you will leave with your shoes on.

Otherwise, you will leave this forum forever, which means about a week)


I wonder if local "mathematicians" ever realise that a random process is not one or two or three realisations, but an infinite set of all possible realisations with a probability distribution defined on it? This set is the same for different random processes - only the probability distributions on it differ.

 
Aleksey Nikolayev:

Otherwise, you will leave this forum permanently, which means about a week)

Nah, why is Doc getting into a discussion without a clue about the subject? That's a shame.

Do you even know what I'm talking about, Alexey?

 
Alexander_K2:

No, why does Doc get into a discussion without knowing the subject? That's a shame.

You shouldn't throw away knowledgeable well-meaning people.

Alexander_K2:

Do you even know what I'm talking about, Alexei?

Barely. Your trading system logic does not mesh with the theory you are presenting.

 
Aleksey Nikolayev:

There is no need to scatter knowledgeable well-meaning people.

Hardly. Your trading system logic doesn't mesh with the theory you're presenting.

No, why does he turn me on with his unapologetic attitude?!!!!

The trading system is based on the fact that the set of sums of increments must form a normal distribution. And it does not in the market. The conclusion is that the increments in the market are dependent on each other. That is all.