From theory to practice. Part 2 - page 92
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"... He who seeks is forced to wander..."
Accidentally?Following the Hippocratic Oath, I have to fight to the end ))).
Oleg, I understand your feelings. You've spent a lot of time working on a TS capable of making money on SB, and that possibility is disproved by the one short line I cited earlier. And it is a rigorous mathematical proof.
Do you want a more detailed explanation? Be my guest.
Consider SB, for example, for certainty in the form of a symmetrical coin flip. We start with zero, the result (eagle/rice) adds/subtracts one. And these 'quotes' way will be publicly available. And you, Oleg, let's say you open/close positions on your oscillator (if you remove the zero frequency in the price conversion, as you have, you get an oscillator). And Alexander opens/closes a position on the crossing of his channel by the price.
The public quotes under consideration are the general population (GS) with MO=0. When you open and then close a position, you sort of cut a segment from the MS. This is a sample. And the financial result of such a trade is equal to the sampled MO. And the sampled MO is equal to the MO of HS, in our case 0. Note that it does not matter how the sample is formed. And there is no way to form a sample so that the sampled IR is not equal to zero.
All of the above, however, does not negate the possibility of making money on a particular sample or even on a sequence of samples. Moreover, the balance in SB trading does not have to hover around zero. According to the law of arcsinus this situation is the most unlikely. This state of affairs strongly confuses novice researchers, who prove their case by means of a model experiment.
Everything is much more prosaic. Geometric or arithmetic SB does not matter, by its nature it does not contain regularities that can be traded, the next return/increment is by definition random, the sum/product of the following N returns are also random, even more, closer to the normal distribution, autocorrelations and "persistence" (Hearst, etc.) of returns also give nothing, all is nonstationarity, sadness and sadness.
Trading SB is like inventing a perpetual motion machine, who knows the law of conservation of energy immediately gives up this futile business, the same is with SB, how can you trade something that originally has no regularities?
Everything is much more prosaic. Geometric or arithmetic SB does not matter, by its nature it does not contain regularities that can be traded, the next return/increment is by definition random, the sum/product of next N returns are also random, even more, closer to the normal distribution, autocorrelations, "persistence" (Hearst, etc.) of returns do not give anything either, it is all nonstationarity, sadness and sadness.
Trading SB is like inventing the perpetual motion machine, who knows the law of conservation of energy immediately gives up this futile business, the same thing with SB, how can we trade something that originally has no regularities?
Another sucker.
In Russian two laws are explained to you on series of increase of SB.
1. the set of sums of such increases always forms a normal distribution
2. SB tends to move away from the starting point. And if, on average, realisations give ME = the initial reference point, then a particular realisation always gives an earning opportunity.
another sucker.
ahahah ) with that kind of "people skills" you'll never get a grail. never. or even just a profitable thresher
ahahah ) with that kind of "skills" you'll never get a grail. never. or even just a profitable thresher
I remember this Wizard. He is a faithful friend and associate of the undercut Aliosha. But that doesn't stop him from being a sucker.
And you think this is "rigorous mathematical proof"?
It's pathetic...
Your"rigorous mathematical proof" all boils down to verbiage.
The main principle for the Doctor is do no harm.
Therefore, it is no longer humane of me to convince you of the impossibility of making money from SB.
Don't take my posts as addressed to you personally anymore.
I'll switch you over to the palliative )).
On average, realisations give ME = starting point, then a particular realisation always gives an opportunity to make money.
And you, Alexander, are treated differently.
You are educated and have a degree. You are not allowed to talk outright nonsense.
All in all, I see the prospect of ridding you of the "Earnings-Based SB" syndrome. But if therapy doesn't help, we'll treat you surgically )).
And you, Alexander, are treated differently.
You have an education and a degree. You're not allowed to talk outright nonsense.
All in all, I can see the prospect of ridding you of the SB Earnings syndrome. But if therapy doesn't work, we'll treat you surgically )).
Doc, I have no ill feelings towards you. I think you understand that. Some of what I'm saying is just banter, just to cheer you up.
The only thing I really don't understand is why the SB is being discussed here and not the market row? I don't care at all whether or not SB can or cannot be beaten. From my point of view it is, from your point of view it is not.
OK, fine. Let's say you convince me. You can't beat the SB. What will change? How will it bring me and those who suffer closer to the Grail?
Doc, I have no ill feelings towards you. I think you understand that. Some of what I am saying is just banter, just to cheer you up.
The only thing I really don't understand is why the SB is being discussed here and not the market row? I don't care at all whether or not SB can or cannot be beaten. From my point of view it is, from your point of view it is not.
OK, fine. Let's say you convince me. You can't beat the SB. What will change? How will it bring me and those who suffer closer to the Grail?
It's very simple. SB is the market model at the limit. You can't make money on SB. You can make money on the deviations of the real market from the SB.
And when we take money out of the market on these deviations from SB, we are unwittingly bringing the market closer to SB.