From theory to practice. Part 2 - page 110
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On a portfolio, too, if you think of multivariate SB (a multivariate Wiener process, for example). A typical example is trying to make the price of the portfolio stationary, which is obviously impossible if prices are multivariate SB.
With HFT there is a significant complication in the sense that some process control appears. This is already a much more complex matstat if one tries to do it scientifically.
No portfolio makes the price space multidimensional unless there is a gold (or, whatever) standard. Today price is one-dimensional: the argument is the US dollar, the function is everything else. Science doesn't help.
Pelevin is not an author, but a plagiarist, since he did not mention the problem of the Buridan donkey, which is two thousand years old. He (the donkey) never chose which trough (left or right) to feed from, so he chose the third option - starve to death.
Only a donkey can think that there are only two feeding troughs in the world.
What if you just didn't look hard enough?)
I was only referring to my Hirst measurements. It's 0.5 everywhere, except on the seconds scale.
Only a donkey can think there are only two feeders in the world.
And not suspect that their absence is death by starvation.
Not on any.
Really. Calculations like that don't make any sense. Because there's no fish there.
And 99% < 100%, and 1% < 100%, but still 1% < 99%.
And 99% < 100%, and 1% < 100%, but still 1% < 99%.
Good point
And 99% < 100%, and 1% < 100%, but still 1% < 99%.
That's a deep thought. Didn't get it right away. I'll keep thinking.
Ah, well, you said less than 0.5, so it turns out I disagree) But I wasn't investigating small times, I was investigating the probability of small movements continuing. The times there were clearly much longer - minutes probably. I obtained that movements up to 0.2% are more likely to continue and over 0.5% to reverse (that's the currency majors)
I checked Hearst changes depending on the size of movements, on time-independent bars - rengs, i.e. bars with Hg-Lw equal to a constant. Intuitively, it seemed that there should be a well-defined dependence - for small renges Hearst is significantly lower than 0.5, and for large ones significantly higher. The check was primitive - it was checking how many Ranks were moving in the same direction as the previous one and how many were unfolding. It was scanned by the size of the rendge from 3 p. 4-point to 80-point. The supposed drift from antipersistence on small ranks, to persistence on large ones, was generally confirmed, but unfortunately was much less pronounced than thought. On small ridges, the return cannot be used because of the spread, on large ridges the use of trendiness leads to small profits with large drawdowns.
Yeah, about 55 years ago we used to say "And in a madhouse the valenki ... is ...". Probably made the right choice...)))
Although now they have already surpassed the theory of planting potatoes in beds. They already suggest planting in vases of at least 15 litres. Some crates might be suitable too. Mine planted two of them. I'm poking her every day: "Your potatoes are already blooming..." At first she smiled something back, but now she's just stopped responding to it. It's only been three days.
The only experience with potatoes
planting should be done with the expectation that as much of the time as possible the potato foliage will be watered by the rains, because the presence of the sun does not affect the growth of the root crop
so don't plant in a hurry, usually in mid-June
the only experience with potatoes is this
planting should be done with the expectation that as much of the time as possible the potato foliage will be watered by the rains, because the presence of sun does not affect the growth of the root-crops
that's why you don't plant in a hurry, usually in mid-June.
Nothing grows without sunshine. My mother once made a small bed on the north side of the house, right next to a blind fence where the sun didn't go in at all. She sowed carrots there, and all that grew were a few stubby little tails.