From theory to practice. Part 2 - page 58

 
Алексей Тарабанов:

It's kind of boring when the price is always dangling around its own expectation with some kind of distribution.

Do you really believe that?

Take any single SB implementation.

There won't be any pronounced chattering...usually.

And the distribution parameters won't be so easy to determine. The whole terver is built on usages of infinities (almost probably) D)

And we have one single price trajectory. Why the hell should it (price) wiggle around its own expectation?

Its expectation at each moment is equal to itself.

.

 
Mikhail Dovbakh:

Take any single SB implementation.

There won't be any pronounced chatter...usually.

And the distribution parameters won't be so easy to determine. The whole terver is built on usages of infinities (almost probably) D)

And we have one single price trajectory. Why the hell should it (price) wiggle around its own expectation?

Its expectation at each moment is equal to itself.

.

How is the weather in Odessa?

 
Алексей Тарабанов:

How's the weather in Odessa?

It's cold all over the country.)

 
Mikhail Dovbakh:

The entire theorist is built on the use of infinities

Already all mathematics is built on the use of infinities) What to say about the Funkan and the theorem based on it)

 
Mikhail Dovbakh:

It's cold all over the country.)

I'm freezing today, too.

 
Aleksey Nikolayev:

Already all mathematics is built on the use of infinity) What to say about Funkan and the theoretician built on it)

Well, you're a dude.

 
Aleksey Nikolayev:

Already all mathematics is built on the use of infinity) What to say about the Funkan and the theorem based on it)

But the idea to apply the theory of games and collective behaviour of automata now seems to me more productive than previous attempts to apply a pure theorem to BP.

Once the "pattern" is identified by most participants another cycle of their behaviour begins.

Imho.

By the way this publication is suggestive of many things.

After 100 Years, Can We Finally Crack Post’s Problem of Tag? A Story of Computational Irreducibility, and More—Stephen Wolfram Writings
After 100 Years, Can We Finally Crack Post’s Problem of Tag? A Story of Computational Irreducibility, and More—Stephen Wolfram Writings
  • 2021.03.04
  • writings.stephenwolfram.com
In the early years of the twentieth century it looked as if—if only the right approach could be found—all of mathematics might somehow systematically be solved. In 1910 Whitehead and Russell had published their monumental Principia Mathematica showing (rather awkwardly) how all sorts of mathematics could be represented in terms of logic. But...
 
Wizard2018:

It's just that the "matanum textbooks", which are insistently offered to be read, are a bit crooked about this point, and this crookedness wanders from one to the other, almost unchanged. (I remember in the branch with the proof of the possibility of making money on SB, you have already pointed out the error of sectarians in understanding the interpretation). This does not practically prevent you from living in other fields of human activity - you passed your exams, wrote a dissertation, and so on. At most, having learned a misconception from a misinterpretation of curvature - "you cannot make money on SB" - but never understood it. But traders need to understand the essence of it. And traders need to get to the bottom of it. They should not write their thesis or pass the exams to professors to check the "essence", but to apply it in practice. But they need to understand it. Theory and practice are very different things.


Wizard2018, 2021.03.28 17:48

Crossing the two good old Mashkes to help you out. "If you don't trade at night, you'll get decent interest, no matter how hard you try to hide from them. )))) As for the drawdown, you will get the drawdown you want. All in the trader's hands. If you choose 18 then 18. If 90% of them are not satisfied with it.

It seems strange when you say that)

Confusing people who are already confused without even realizing it... Don't you think that's a little cruel?)

Some people might believe it.)
 
Aleksey Nikolayev:

The portfolio optimisation from the original system and the trend system is interesting. Although I'm not so sure about success anymore.

I don't really see how Shurik's system can be transformed into a trending one. It's an oscillator, and oscillators are very reluctant to show a trend.
The second point, more important - if you look at her trades, right now it is striking that she simply does not correspond to the market, and hovers in some clouds of her own.
To be honest, you could get more out of a regular bollinger, it seems to me.
 
Wizard2018:

It's just that the "maths textbooks" that you're urged to read are a little crooked on this point.

It's all evenly spelled out there)
You cannot make money on SB because that is the definition of SB. And not because SB allegedly has (or does not have) some kind of magical unknown properties sent from above. And it is SB we generate ourselves, not taken from somewhere in nature.
Here, to quote the definition almost verbatim: "SB is generated in such a way that it is unpredictable little more than completely.
With real SB it is slightly less than completely, but that's a difference of 0.0000001%.