Mubashar, Thank you very much and also for your previous encouraging comments.
Cheers, brian. --- In [email protected], "Mubashar virk" <mvir...@...> wrote: > > You are doing it fine. And thank you for that. > > > From: brian_z111 > Sent: Wednesday, June 24, 2009 6:26 AM > To: [email protected] > Subject: [amibroker] OT: zboard > > > > > > A reminder that the zboard is a site with some educational material for > non-mathematicians who are interested in applying statistical analysis to > trading. > > Occasionally new material is added. > > The zboard is a (NewAge) ebook without a formal structure of any kind ... > even the author doesn't know where it starts and ends .. once written, he > can't find all of the pages again....so what chance does anyone else have? > > (the occasional updated summary seems to help). > > One of the things I am doing, over there, is proselytizing for 'naive maths'. > If you visit the site you will be left in no doubt about what naive maths is! > > Note that uploads to the zboard are not necessarily announced here, however > the site does have RSS feed enabled. > > (sometimes I upload files to the Downloads page without an accompanying post > so not all new material will be announced ... entropy rules (in this case it > comes in the guise of minimalism)). > > It is the home of CoreMetric evaluation and BiSim ... BiSim is unusual in > that it uses both the BiNomial distribution and an empirical distribution > (for the concerned it does not depend on any distribution of the trades for > its predictions). > > Argument rages over whether market distributions are normal, or something > else ... Mandelbrot is criticized by some because he assumes variance is > infinite .. others model variance of the variance (GArch etc) ... others stay > true to Gauss. > > So far, no one seems to have noticed that BiSim models, the extremely > problematic, fat tails quite easily ...no fussing around required (I think .. > haven't actually checked it yet .. as I said before .. I am working live!) > ... possibly something to do with the pragmatic use of the empirical dist and > also how/why fat tails occur in the market. > > Nothing at the zboard is copyright .. it is all opensource or copyleft.... or > whatever. > > I would be chuffed if any of my ideas/terminology/ideas/methods ever appeared > in print (hardcopy), or software applications and if any of it ever ends up > in an academic paper I will immediately go on holiday to the beach and enjoy > the moment with a class of wine, on the verandah, overlooking the sea. > > It is all 100% free. > > "The purpose of computing is insight, not numbers"..... > > ... you beaut mathematician, Richard W Hamming. > > http://zboard.wordpress.com/ > > Nothing is permanent. >
