From theory to practice. Part 2 - page 159
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I'm asking more specific things. In what way do you use mathematics, between input and output? I'm not asking about code or algorithm, but about the general idea.
That is the general idea: to convert the quote stream into the order stream. And if we assign this job to an algorithm (rather than intuition), there is exactly one option - to use mathematics for this transformation.
Friend, so far it is watery water. I don't believe that transformations of continuous quotes will ultimately benefit because there is too much randomness in the price stream. And any action on elements of regularity with elements of randomness will destroy that regularity.
You, objected, but did not give an intelligible answer. Interesting to hear.
Friend, so far it is watery water. I don't believe that transformations of continuous quotes will ultimately benefit because there is too much randomness in the price stream. And any action on elements of regularity with elements of randomness will destroy that regularity.
You, objected, but did not give an intelligible answer. Interesting to hear.
Algotrading is not an article of faith, but a process of extracting small crumbs of regularity from "too much randomness" with some efficiency.
So that's the point, the conversion of the series essentially uses summation of the elements, and even averaging. In the end, there is no pattern left. Where are the extremes? Where are the real sizes of the trends?
Why is there a need for mathematics here?
What basics of knowledge are there no textbooks for?
Algotrading is not an article of faith, but a process of extracting crumbs of regularity from "too much randomness" with one efficiency or another.
Suddenly (as always) algotrading is the execution of a group of market transactions with a weighted average price optimisation. In short, it is trading (one buy/sell) of a large volume in several moves.
This topic is not considered here, though it is supposed to be the main one.
And what is "not a subject of faith" for profit, is mechanical (i.e. without a person) trading.
So that's the point, the conversion of the series essentially uses summation of the elements, and even averaging. In the end, there is no pattern left. Where are the extremes? Where are the real sizes of the trends?
Why is there a need for mathematics here?
You have narrowed financial mathematics down to the use of essentially "waving".Financial mathematics is not limited to summation and even averaging.
"How to steadily take money out of the market")
It's not a textbook. It's Nobel Prize-worthy ))
Why Mashki? Fourier series, Taylor's series - sums of randomness and regularity. What else has been mentioned here... boundary problems for random walks :)
You keep quiet like a partisan about what kind of mathematics you use.
You keep quiet as a partisan about the kind of maths you use.
)))))
Believe me, I use the most common traditional maths, which starts in secondary school. I try to put the right side of it in the right places.