who has series of random generated price data? - Page 2
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Thread: who has series of random generated price data?

  1. #11
    In beijing I just dropped my net connection, it 3am. I'm using my mobile phone to reply. Tomorrow my detail opinions will be posted by me.

  2. #12
    Quote Originally Posted by ;
    The spreadsheet is accurate.

    This example is educated in information theory courses in universities all over the world.

    Can you please show me the proof you are referring to?
    You'll certainly discover it when you do some study.

    The very fact that something is educated doesn't mean it's accurate. It has been taught that the earth is flat for quite a while and it was proven wrong. Or perhaps (more likely) that they just do not even claim to exchange random walks (see my following argument) and you and others and the founder of the spread sheet only understood it wrong.

    The case with rebalancing the value that's held in a portfolio of stocks which is employed in the practical example is not trading random walks whatsoever: Efficiently with this method you are trading some kind of grid on the (multidimensional) disperse between all the stocks and it may be reasonably assumed that this spread is not a random walk at all, it's more probable that this spread is practically stationary! And trading a grid (or similar) system on a stationary instrument is not trading a random walk at all!

  3. #13
    Quote Originally Posted by ;
    This edge isn't present in trading, as profits and losses are one-for-one.
    Maybe true for specific egies, but not accurate if we are discussing the set of all possible egies.

    Subsequently the version chosen for asset price dynamics would be the arbiter on profits versus losses. And, in fact, the majority of models used are based in the log-prices - which would leave the border in the spreadsheet intact.

  4. #14
    Quote Originally Posted by ;
    You will surely discover it if you do some research.

    The fact that something is educated doesn't mean it's correct. It's been taught that the earth is flat for quite a while and it had been proven wrong. Or maybe (more likely) they simply do not even claim to trade random walks (see my following argument) and you and many others and the founder of the spread sheet only understood it wrong.

    The example with rebalancing the worth that is held in a portfolio of stocks which is employed in the practical instance isn't trading arbitrary walks...
    In this case you are the flat-lander...

  5. #15
    Quote Originally Posted by ;
    In this situation you're the flat-lander....
    I'm sorry to inform you that you simply didn't understand the volatility draining egy, it is not trading random walks. Along with the spread sheet is incorrect since the other poster already explained (and you already admitted (the log difficulty and not trading a true random walk)).

    Volatility pumping is some kind of brute force stat arb and functions because a lot of them are at least to a level cointegrated well enough in the long term. It would not work with independent random walks.

  6. #16
    Quote Originally Posted by ;
    I'm sorry to inform you that you simply did not understand the volatility pumping egy, it is not trading random walks. Along with the spread sheet is wrong as another poster already explained (and you already admitted (the log problem and not trading the random walk)).
    No, I'm not the one mistake things here...

  7. #17
    Quote Originally Posted by ;
    I only dropped my internet connection,it 3am in beijing. I'm using my cell phone to reply. I will post my detail opinions tomorrow.
    I am sorry to hear. While this thread was invaded by half-edued dimwits, I believe I'm wasting my time, and I will leave you with a proposed method for generating random data and analyzing the chart patterns (see pdf).

    Goodbye and Best of Luck!
    https://forexintuitive.com/attachmen...1288868700.pdf

  8. #18
    Quote Originally Posted by ;
    No, I am not the one misunderstanding things here...
    Yes you are.

    Obviously. Otherwise my arguments would be understood by you and will be able to think of a meaningful reply rather than insults. I won't continue my posting here in this thread for today to give you a bit of opportunity to consider it, perhaps you still have a opportunity to know it if you attempt to consider it a little tougher and a little longer.

  9. #19
    Quote Originally Posted by ;
    Yes you are.

    Obviously. Otherwise you'd understand my arguments and will be able to come up. I won't continue my posting to give you some time to think about it, perhaps you still have a chance to understand it if you attempt to think about it a bit harder and a bit longer.
    Rather Interesting. You jump into critise and a thread without appropriate debate. By way of instance, I asked you to present the evidence you claimed you had, and you couldn't.

    Whereas every piece of information I have presented is correct and was provided with the intention of assisting bobowang.

    And now you accuse me of not supplying meaningful replies!

    Goodbye.

  10. #20
    Quote Originally Posted by ;
    Really intriguing. You jump into a ribbon and critise without debate.
    You invaded this thread with the bold claim that one could trade a random walk.

    Extraordinary claims like this need extraordinary proof.

    Rather you develop with the volatility pumping case which has nothing to do with trading random walks at all, it is about investing in a portfolio of shares which are not random walks at all, and a flawed excel sheet which does not execute a random walk as it is now apparent after analyzing it.

    All arguments have been given in this thread. Just scroll back and attempt to know them.

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