From theory to practice. Part 2 - page 176

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Aleksey Nikolayev:

The problem with Levy flights is that the measure of volatility cannot be dispersion and the measure of dependence cannot be correlation (because they do not exist).

By the way, there is an article by Brazilian scientists justifying the use of Levy flights for exchange rates. However, regular Levy flights are difficult to study, so they do with the truncated Levy flight.

 
transcendreamer:

Well like 1.1 million thalers, yes I realise that's very little, of course 😁

Have you already taken 1 million thalers out of the market with ARIMA, GARCH etc Nobel labours)?
 
secret:
Have you already withdrawn 1 million thalers from the market using ARIMA, GARCH etc Nobel works)?

I wonder if you can somehow prove that you didn't withdraw money from the market using ARIMA, GARCH etc Nobel works).

 
Aleksey Nikolayev:

I wonder if you can somehow prove that you did not withdraw money from the market using ARIMA, GARCH, etc. Nobel works).

I can, but why?)
True, the cost of proof would be equal to the amount of all the money I withdrew)
 
secret:
I can, but why?)
The truth is, the value of the proof will be equal to the amount of all the money I seized)
Oh, yes!
Everyone here is a millionaire.
 
secret:
I can, but why?)

To be fair) Those demanding evidence should be prepared to provide it on the same terms.)


True, the value of the evidence will be equal to the amount of all the money I seized)

I would prefer to stay within the usual (formal) logic of evidence) Evidence obtained for money is not worth much)

 
PapaYozh:
Oh, yeah!
Every second here is a millionaire.
Every first is a millionaire.
Former or would-be.)

 
Aleksey Nikolayev:

To be fair) Those demanding evidence should be prepared to provide it on the same terms.)

I would prefer to stay within the usual (formal) logic of evidence) Evidence obtained for money is not much)

So I'm not asking for proof) I'm just hinting that no one has yet boasted on ARIMA's that they've managed to make money.

I wonder how you see logical proof without revealing the system).
 
PapaYozh:
Oh, yeah!
Every other person here is a millionaire.

You're right, only a ruble millionaire.

 
I've looked at some of the sales on the market - there really are a lot of millionaires here - no kidding (if it's true what they say, of course, that it sells that much in a month)
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