Random wandering - page 55

 
Dmitry Fedoseev #:

Pardon me for asking an indiscreet question. Doesn't the memory need to be freed at the end?

No, it is a separate program, not a plugin. The process finishes, memory is freed

 
Aleksey Nikolayev #:

Good comment by A. Gorchakov on the smart-lab on this text)

The conclusions in the article are of course out of bounds and beyond reason) but with single rows and aggregate rows the conclusions and research are normal.

Correct comment. The obvious ends very quickly and logic like reasonable conclusions don't work. (Beyond Euclid.) )

And the same series
 
Valeriy Yastremskiy #:

Assemble the series and see what you get. An ensemble and a single pass to infinity are different things, and a single can of course fly off to infinity, which is not the case with the combined result.

Good article.

If you simply summarize, such a series on the contrary flies farthest of all, well, just step it increases. We should calculate the average and divide the deposit by the number of traded trades; then the new series will indeed tend to occupy the position close to zero. But if the graph will still trend away from zero, what should we do in such a case? Increase the number of traded positions to infinity in order to fit the graph of the average within the horizon? But then where will the profit come from, if there is no movement? Where would we get such charts in the real world? Will we have to average all the roulettes on the planet at the same time?

It's an interesting article, but generally speaking, the example is very exaggerated and it is more about asymmetry of influence on the deposit profit and loss. Just reduce the risk and the balance chart flies ever more steadily upwards in any single run.

 
Valeriy Yastremskiy #:

The conclusions in the article are of course out of bounds and beyond reason) but with single rows and aggregate rows the conclusions and research are normal.

Correct comment. The obvious ends very quickly and logic like reasonable conclusions don't work. (Beyond Euclid.) )

And the same series.

SB is not an ergodic process)) This is not hard to see by its ACF, which the local experts on the local version of "theorist", rudely swearing, for some reason refuse to count)

 
Aleksey Nikolayev #:

SB is not an ergodic process) This is easy to see from its ACF, which local experts in the local version of theorists, swearing rudely, for some reason refuse to count)

Not being a stationary process it cannot by definition be an ergodic process.

Don't even have to look....

 
Dmytryi Nazarchuk #:

Not being a stationary process it cannot by definition be an ergodic process.

You don't even have to look....

Stationarity is not necessary, just much easier to deal with. Therefore, for simplicity, one usually defines ergodicity only for stationary processes.


 
Aleksey Nikolayev #:

SB is not an ergodic process) This is not hard to see by its ACF, which the local experts on the local version of theorist, rudely swearing, for some reason refuse to count)

How so? The coin is an ergodic process. And SB, based on coin tosses, is not.

 
Aleksey Nikolayev #:

Stationarity is not necessary, it is just much easier to deal with. Therefore, for simplicity, they usually define ergodicity only for stationary processes.


I love such formulas)) The question always arises - will the person who wrote them be able to calculate by them? There's always one problem with them - they know how to write formulas, but they don't know how to write code... and so everything remains at the level of hovering uncertainty.

 
Aleksey Nikolayev #:

A. Gorchakov's good commentary on the smart-lab on this text)


But it demonstrates why you shouldn't do what traders love to do. Namely: increase the bet after winning and decrease it after losing.

If you don't change the bet in that experience, or only increase it after winning, then the graph will go where it's supposed to go - up.
 
Dmitry Fedoseev #:

I love formulas like that)) The question always arises - will the person who wrote them be able to calculate on them? There's always one problem with them - they know how to write formulas, but they don't know how to write code... so everything is left at the level of hovering uncertainty.

Instead of helping with buffer questions, you're having fun with coins.)

Oleg was right, what you call a car, that's how it will go, but he doesn't want to try it, let it go this way for now.

this is another issue