From theory to practice. Part 2 - page 179

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ARIMA, in fact, is suitable for rows where the ACF differs significantly from the Dirac function.

I provided a link to an example of earning on ARIMA. Moderators erased it (

can I have the link in your inbox?
 
CHINGIZ MUSTAFAEV:

I thought you were only using pure prices... why do you have to add CCOs to the mix?

several systems
 
Renat Akhtyamov:
several systems.
Why have so many when you have one of them already giving crazy percentages?
 
CHINGIZ MUSTAFAEV:
Why do you need so many of them if you already have one of them giving crazy percentages?
I don't want to impose an SCE on the instrument, but on the equity
 
That sounds very strange.
 



That's it? Thinning's no good? What about the sufferers? Eh...

 

Tell me the sorcerer, servant of the gods,

"why does hacking the HSG improve trading performance?"

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in the random buy/sell + martingale model

"more even" though not independent oscillator just bluntly performs better (on average later leaks)

why does the probability of "bad long" series decrease ?

 
Maxim Kuznetsov:

why is the likelihood of a "bad long" series reduced?

Compared to a human?

 
Aleksei Stepanenko:

Compared to a human?

compared to a normal random ()

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