Do you see patterns in Random Walks?

[zedDoubleNaught]

Quote from MAESTRO:

A very good example. Also, once you realized how to present market data properly it is very easy to see those sync behaviors and spot flocks. Look at the image attached.

Cheers,
MAESTRO

Thanks for the picture, I wonder if I'll be able to make sense of it.
For steps, I noticed I can code them as 1's and 0's, then I can teach my machine some pattern recognition, much easier to code than "open higher than previous low", just type in arrays of 1's and 0's and search through the steps for them. I read an article on machine image recognition last year, and have been thinking about how to do it, now in pursuing the study in this thread, have coded it up and can test something with it.

 

[tim888]

What is the essence of this conversation? Can someone explain?

 

[GoldStandard]

Quote from MAESTRO:

A very good example. Also, once you realized how to present market data properly it is very easy to see those sync behaviors and spot flocks. Look at the image attached.

Cheers,
MAESTRO

Thank you for posting that! The existence of those contiguous diagonal sections suggests some very interesting possibilities.

 

[zedDoubleNaught]

Quote from MAESTRO:

A very good example. Also, once you realized how to present market data properly it is very easy to see those sync behaviors and spot flocks. Look at the image attached.

Cheers,
MAESTRO

Thanks for the example. I did a mockup in Excel, based on EURUSD tick data, steps of 1 pip, 1 = 1 step positive, -1 = 1 step negative, ticks that made 0 steps are excluded. Out of 5200 ticks, 255 actually made steps (shown in attached picture). Row width of 26 was arbitrarily chosen (that number gave me 10 rows to get started with). I'll have to work on this a bit more to figure out what's missing, I don't think mine is right, but no problem, the exercise and the search is how I learn new stuff.

 

[MAESTRO]

Quote from zedDoubleNaught:

Thanks for the example. I did a mockup in Excel, based on EURUSD tick data, steps of 1 pip, 1 = 1 step positive, -1 = 1 step negative, ticks that made 0 steps are excluded. Out of 5200 ticks, 255 actually made steps (shown in attached picture). Row width of 26 was arbitrarily chosen (that number gave me 10 rows to get started with). I'll have to work on this a bit more to figure out what's missing, I don't think mine is right, but no problem, the exercise and the search is how I learn new stuff.

Getting very close!!! Keep on digging. Your trench is in the right direction!

Cheers,
MAESTRO

 

[EdwardMBlake]

09-01-11 12:59 AM
Quote from SrRuthenate:

The stock indexes complex (that's right worldwide!) are heading to make a deep meander low around Sep 19 2011. Have any of the geniuses, PhD's and other ilk any idea of what I'm posting about?. If so, has anyone got the faintest idea of how low in price and deep in volume the meander will get?. How much can the FED and the ECB jointly attenuate such coming meander?.
You may raise your hand and speak or STFU and go back to your PhD studies. Pardon my bluntness, but most here are not even in the neighbourhood to even post. See you all on the 20th.

Quote from Antisyzygy:

Why don't you piss off and get into a forum covering the topic you want to cover? This is a topic about seeing patterns in random walks, and it developed into more of a conversation about theory. There is no need to be a prick, dickhead.

Have you (or anyone else) calc'd a guess to the meander low yet?. Or are you waiting to finish your mail-order PhD?. I guess that you will say that my time calc was wrong by 3 days, to that I reply that the path integral is iterative. Would you like also the Lagrangian and the procedure for its numerical integration?. It'll cost you money that you'll never accumulate in that lousy programming job you got, and that you'll likely lose in the coming recession. Now you can call me a prick.

Did you even get short the market or missed the short bus AGAIN?.

http://www.youtube.com/watch?v=Frgeo6YZLD8

 

[MAESTRO]

Quote from EdwardMBlake:

Have you (or anyone else) calc'd a guess to the meander low yet?. Or are you waiting to finish your mail-order PhD?. I guess that you will say that my time calc was wrong by 3 days, to that I reply that the path integral is iterative. Would you like also the Lagrangian and the procedure for its numerical integration?. It'll cost you money that you'll never accumulate in that lousy programming job you got, and that you'll likely lose in the coming recession. Now you can call me a prick.

Did you even get short the market or missed the short bus AGAIN?.

http://www.youtube.com/watch?v=Frgeo6YZLD8

Hi there. Being relatively new here, are you sure you are in a right thread? There are plenty of "down-to-earth" guys on this forum who would be probably glad to hear your ramblings and your benign use of terms that you heard in your elementary school. What we are trying to do here is to have an intelligent discussion of a topic that interests us philosophically. If you cannot contribute or you have no interest please join some other discussions on this forum and stop polluting this thread with your angry and childish remarks.

Cheers,
MAESTRO

 

[Samsara]

Quote from MAESTRO:

Hi there. Being relatively new here, are you sure you are in a right thread? There are plenty of "down-to-earth" guys on this forum who would be probably glad to hear your ramblings and your benign use of terms that you heard in your elementary school. What we are trying to do here is to have an intelligent discussion of a topic that interests us philosophically. If you cannot contribute or you have no interest please join some other discussions on this forum and stop polluting this thread with your angry and childish remarks.

Cheers,
MAESTRO

Oddly enough, that poster is SrRuthenate himself. Not sure why he created a new alias.

 

[EdwardMBlake]

Quote from MAESTRO:

stop polluting this thread

Cheers,
MAESTRO

Your random wish is my command!.

 

[MAESTRO]

Quote from Samsara:

Oddly enough, that poster is SrRuthenate himself. Not sure why he created a new alias.

If I was too harsh then please accept my apologies. It's just too many times I have witnessed remarks here that do not add any value to the topic in focus. I am always opened to other people's opinion if it is related to the subject discussed. All I want is to keep this thread relatively clean. Again, my apologies if I was too impolite.