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.
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.
You'll certainly discover it when you do some study.Originally Posted by ;
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!
Maybe true for specific egies, but not accurate if we are discussing the set of all possible egies.Originally Posted by ;
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.
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)).Originally Posted by ;
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.
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).Originally Posted by ;
Goodbye and Best of Luck!
https://forexintuitive.com/attachmen...1288868700.pdf
Yes you are.Originally Posted by ;
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.
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.Originally Posted by ;
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.
You invaded this thread with the bold claim that one could trade a random walk.Originally Posted by ;
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.