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Re: Better Trading Decisions

Posted: Fri Apr 29, 2005 9:09 am
by James
"then how on Earth can you recover *God's* invisible market model?"



Inspector, Johnny's talking religion again!!!!



https://nuclearphynance.com/misc/forum%20guidelines.aspx



James "The Catholic" and former Seminarian and Monk.



"Like other occult techniques of divination, the statistical method has a private jargon deliberately contrived to obscure its methods from non-practitioners." -- G. O. Ashley



"The good Christian should beware of mathematicians and all those who make empty prophecies. The danger already exists that mathematicians have made a covenant with the devil to darken the spirit and confine man in the bonds of Hell." -- St. Augustine (354-430)



Catholic Encyclopedia entry on Divination, including Geomancy: http://www.newadvent.org/cathen/05048b.htm



Experimentalists think that it is a mathematical theorem while the mathematicians believe it to be an experimental fact. -- Jules Henri Poincare (1854-1912) on Gaussian processes.



Wink



A mathematician who can only generalise is like a monkey who can only climb up a tree, and a mathematician who can only specialise is like a monkey who can only climb down a tree. In fact neither the up monkey nor the down monkey is a viable creature. A real monkey must find food and escape his enemies and so must be able to incessantly climb up and down. A real mathematician must be able to generalise and specialise.

Quoted in D MacHale, Comic Sections (Dublin 1993)

Re: Better Trading Decisions

Posted: Fri Apr 29, 2005 9:11 am
by Johnny
LOL! Big Smile

Re: Better Trading Decisions

Posted: Fri Apr 29, 2005 9:34 am
by RFMontraz
Sorry dudes just a question: given one or more time series (like the one Nonius just posted) what sort of answer you guys should provide? Only if it's random or not?

Re: Better Trading Decisions

Posted: Fri Apr 29, 2005 9:40 am
by Nonius
tell me if a) there is any element of predictability and b) whether you have trading strategy that isn't bullshit, ie, that you will make money with a high degree of certainty.

Re: Better Trading Decisions

Posted: Fri Apr 29, 2005 9:49 am
by Johnny
hmm, b) is a useful criterion in a game like this where the process generating model is fixed. But it's not obviously useful in real trading, where trades that backtest well are often trades *discovered* by everyone and which therefore turn out unprofitable. b) therefore has the effect of putting a substantial wedge between this game and trading reality.