From theory to practice. Part 2 - page 136

 
J.B:


But there are even more deadbeats, they buy indexes and hedged with derivatives, go along with the market and they are lucky not to get lucky, 1-2% drops of capital, they do not starve, and if the market goes into space on inflation like now, they get bonuses as well))))

A drawdown of 10% of the initial investment isvery bad,20% is a misfortune, this should not happen, especially if the organization has not yet proved that they are generally able to make money. But sometimes it happens and 50% and 90%, although it is the collapse of the fund. On average, the profitability is worse than indexes for hedge funds, more than half of them are profitable, but there are a lot of those, who steadily give more than 10% for a decade.

Secondary instruments are evil, especially secondary to secondary instruments. They create a semblance of security, although it's just an illusion).

 
Олег avtomat:


On the theoretical side, you need to learn, learn and learn.


As you say 'sickly' and 'miserable' ;)

 
Evgeniy Chumakov:


Whatever you say 'sick' and 'miserable' ;)

You have zero knowledge. But you've got a lot of attitude.

But an abundance of arrogance doesn't compensate for a lack of knowledge.

I don't think you realise that.

 
Олег avtomat:

You have zero knowledge. But you've got a lot of attitude.

But plenty of arrogance doesn't make up for lack of knowledge.

Although I don't think you realize that.


My knowledge has nothing to do with your mental health.

Although I don't think you understand that.

 
Evgeniy Chumakov:


Having my knowledge has nothing to do with your mental health.

Although I don't think you understand that.

You don't even know the Russian language, you little shit...

.

Anyway, I have nothing to talk to you about.

 
Олег avtomat:

You don't even know the Russian language, you literate...

.

Anyway, there's nothing to talk to you about.


Fine, don't talk! I won't be offended! It makes me feel better.

 
Alexander_K2:

To summarise the intermediate results of the debate:

1. You can't make money on SBs.

When they came into the unit, they were in much worse shape. It's scary to remember:

How to make money from casual wandering.

I can already see the first results of the therapy.

 
Alexander_K2:

To summarise the intermediate results of the debate:

3. tick quotes are different from M1, M5 etc. The antipersistence property of the series when moving to higher TFs is lost when the data is read evenly, but is retained when it is exponential. Here comes the pervasive misunderstanding, the refusal to investigate independently and the calls for me to be the one to produce the evidence. No comment....

The hardest symptom to cure.

If H > 0.5, the existing trend is more likely to last (persistence). Trending systems earn.

If H < 0.5, the existing trend is more likely to reverse (antipersistence). The counter-trend systems will make money.

If H = 0.5. Random walk. Only Oleg's automaton earns.

Are you suggesting that by thinning out the ticks the persistent series (or SB) at minutes and above can become antipersistent? Not even a goldfish can do that.

 
Alexander_K2:

To sum up the intermediate results of the debate:

2. We need to look for differences between the market range and SB and capitalise on these differences. A false message to take action. No one in their right mind attempts to capitalise on the non-stationarity of the process as the main difference.

Not all the delusional symptomatology has been dealt with so far. SB is an unsteady process.

 
CHINGIZ MUSTAFAEV:

It is clear that the main thing is desire. you can at least do it in assembler.

type checking can easily be done if needed (isinstance)

but in general, this kills the python paradigm itself, losing flexibility and simplicity