Gaussian correlation inequality and predication of stock price flunctation

[aqtrader]

Here to share an interesting article about the proof of the Gaussian correlation inequality conjecture.

Beyond the GCI’s geometric implications, Richards said a variation on the inequality could help statisticians better predict the ranges in which variables like stock prices fluctuate over time.​

Wondering how much the said technique is effective in real world stock price prediction or really useful in some sense.

 

[Simples]

Here to share an interesting article about the proof of the Gaussian correlation inequality conjecture.

Beyond the GCI’s geometric implications, Richards said a variation on the inequality could help statisticians better predict the ranges in which variables like stock prices fluctuate over time.​

Wondering how much the said technique is effective in real world stock price prediction or really useful in some sense.

For prices, all of it is BS except this:

“We can work for a long time on a problem and suddenly an angel—[which] stands here poetically for the mysteries of our neurons—brings a good idea.”​

Now multiply this by 10.000 and then subtract 9.990.

 

[Sig]

Here to share an interesting article about the proof of the Gaussian correlation inequality conjecture.

Beyond the GCI’s geometric implications, Richards said a variation on the inequality could help statisticians better predict the ranges in which variables like stock prices fluctuate over time.​

Wondering how much the said technique is effective in real world stock price prediction or really useful in some sense.

Since it requires that the probabilities involved fall in a Gaussian distribution and it's been definitively shown that securities prices do not follow a Gaussian distribution, then the answer is no. In any event, he "just" proved a conjecture that has been around for some time. Obviously the proof was a monumental task, but you don't need a proof to use a conjecture.

 

[OddTrader]

Probably useful.

https://www.quantamagazine.org/20170328-statistician-proves-gaussian-correlation-inequality/