Market and quantum effect...

Discussion in 'Technical Analysis' started by harrytrader, Oct 1, 2003.

  1. CalTrader

    CalTrader Guest

    No. However the useful material is not the classical quantum mechanical barrier problems, or ballistic tunneling, or teleportation related etc. The useful material is related to statistical many body problems and more so to types of simulations which I use: its very arcane stuff and not intended for the masses and does not see the light of day outside my company and its not for sale and I'm not looking for clients etc. - just to clarify.

    Elite Trader is probably not the place to discuss such matters as most of the people here really dont trade and IMHO most are looking for work.
     
    #21     Oct 2, 2003
  2. ...sorry, didn't mean to be pushy. Statistical many body problem, huh? Sounds very planetary and orbital. If one of the market planets looks like it might become an asteroid belt, please advise. No one would believe you anyway. The air conditoning bill alone for your Cray must itself be astronomical. Thanks. - Mike
     
    #22     Oct 2, 2003
  3. :) I think you're on to something.
     
    #23     Oct 2, 2003
  4. m&m&m

    m&m&m

    He-he.. English is not my first language either :)
    With all those similarities to QM the good thing about market – you don’t have to know where it’s gonna be. It’s enough to know where it’s going. And a lot of strategies do that with probabilities high enough to make money, since it’s enough to say – there is 60% chance that it will go to some direction and have a good living with it.

    Best regards
     
    #24     Oct 2, 2003
  5. CalTrader

    CalTrader Guest

    It is actually amazing what you can do on a small high performance commodity pc - or a small distributed group of these. These have much more computing power than the Crays I worked on in 1980 or the parallel supercomputers of the late 1980's for some problem classes.

    I will leave the details to "harry" to discuss.....
     
    #25     Oct 2, 2003
  6. .
     
    #26     Oct 2, 2003
  7. ??? Quantum effect means that some values are forbidden : for example in Bohr's atom model the energy or orbit can only take a value associated with an <B><FONT COLOR=BLUE>INTEGER</FONT></B> ! If you don't understand that I wonder what you taught haha ! INTEGER == DISCRETE EFFECT == QUANTUM EFFECT If you understand something else from me then I rectify here. I don't talk about anything else and once again QUANTUM EFFECT is not EXCLUSIVE to QM Physics since I talk about the quantum effect in MY model which is an ECONOMETRIC model not a PHYSICS model ! The reasoning based on ECONOMIC CONCEPTS is not the same at all than PHYSICS CONCEPTS although AFTERWARDS one could find some energetic analogy it is only AFTER not BEFORE modeling.

    My impression is that you have read too much craps about using QM to model the stock market. I am AGAINST using QM Physics and so like approach in stock market because as far as I know from my model it has nothing to do with QM physics on modelling aspect. Nevertheless on some aspect at OUTPUT there are some effects that ressemble the ones that exist in physics I have talked for example about a feynman-like effect and today I talk about a quantum effect. It doesn't imply that you can model the market with QM Physics !!!

     
    #27     Oct 2, 2003
  8. Sorry but I have already done before vacations several days and two times; As for my charts they are not free any more - they have been free for one year for more than 200 persons - and they have always been calculated 24H in ADVANCE. I don't care about proving anything about the accuracy of the forecast in this thread - I have made other threads in the past for that and it doesn't interest me to continue - the purpose of this thread is to illustrate the quantum effect, although the points are calculated 24h in advance and wonderfully acurate it is not the subject of forecast that I talk about but about the effect in the title of this thread "Market and Quantum effect". That you don't believe or not that the forecast could be so precise I don't bother.

    Also don't mix everything : I restrict to quantum effect I don't talk about Schrödinger or anything else and I repeat what I said it would be silly to model the stock market as one would model an atom. The origin of my model is based on an economic reasoning and not on an energy analogy so I am laughing when some talk about analogy with Schrödinger equation or using Hamiltonien since I don't need them - as I didn't need also Golden ratio as input in my model to make the link with Elliott waves - but only economic reasoning. That after I make an analogy is the consequences of the results of MY model not the consequences of an AD HOC analogy in my premisces I never use since I find this ridiculous. In general I have already said quantitative finance is a sin to use analogy with physics since Bachelier and it continues with the use of Itô lemma. As simplist or reference models one can always use analogy with physics to model the market but you won't go very far from a toy or reference model. Don't forget that we deal with ECONOMIC matters and not PHYSICS matters. Although there can be analogy between different fields everything lies in DETAILS. In DETAILS it is VERY DIFFERENT.

     
    #28     Oct 2, 2003
  9. Perhaps I´m missing something, but
    if you don´t discuss the, so called, quantum effect
    if the charts are not free anymore
    if you don´t provide any details about the accuracy
    then
    what is the purpose of this [interesting] announcement ?
    On the other side, I know very well the impact of the words "quantum", "relativity", "spacetime", "speed of light" etc to people. Einstein is very popular in the Athens underground shops the last 50 years. I never understood why they buy his [simplified] booklets, but THEY STILL BUY and this is an important fact.
    I´m afraid there is no topic for further discussion, your restrictions eliminate the access.
    Have a nice day !!
     
    #29     Oct 3, 2003
  10. I'm discussing quantum effect but I don't discuss quantum effect of Physics QM, I'm discussing Quantum Effect of Market through MY model.

    Details about accuracy: of course it is provided since I said that the precision is 2 points except for one that is 4 points: why do you think that the two labels on the chart are : the ones in yellow are the real values and the others are the calculated values from the model - done 24H in ADVANCE not AFTER of course. But it is not the accuracy of the forecast per se that I want to discuss but the quantum effect of market of my model and not of all the models of Universe notably from QM Physics ! Quantum effect I repeat the DEFINITION means that some value zones are forbidden that is to say indexed by some <FONT COLOR=BLUE>INTEGER VALUES</FONT>, it is independant from QM Physics per se. This is how quantum effect historically has been discovered in Physics : it is by observing that some spectral rays or energy of atoms orbits cannot take all <FONT COLOR=RED>real</FONT> values but only specific values because they are INDEXED by an <FONT COLOR=BLUE>INTEGER</FONT> set and that is how I discover myself in market and that I describe in this thread.

    Some people talks about quantumic effect like other of fractals in market : as I said Elliott has never demonstrated fractality in market he only POSTULATED if not so it is a long time that scientists and economists would recognise Elliottism but they don't; it is the same thing for Quantum effect in market it has never been DEMONSTRATED ONLY POSTULATED. And the reason is very simple: as long as there isn't any true fundamental law of market that is found - that some can even doubt that it could exist - it is nearly impossible to distinguish from a random generating process - to simulate jumps in stock market one can add some poisson law process for example to "explain" the jumps in price but it is of course stochastic and not at all deterministic values so that quantum effect can be denied to exist.

    You asked "What is the purpose of this [interesting] announcement ?" Well I said it above: I am able DEMONSTRATE the quantum effect because I have a FUNDAMENTAL equation - I don't claim that it is THE ultimate but it is a fundamental one, not a stochastic - correlative - one. Of course I didn't make any hypothesis on quantum effect at the begining of my modelisation, it is through my model results confronted to reality that I can observe it because I have a variable which one can take as the INTERNAL CLOCK OF MARKET that somehow indexes the price by <FONT COLOR=BLUE>INTEGER VALUE</FONT> (It is the presence of INTEGER value which implies the so called <FONT COLOR=BLUE>quantum effect</FONT> by DEFINITION). This clock cannot be seen of course it can only be abstracted through mathematical equations.

    People want to discuss QM Physics perhaps because it is fashionable but sorry to say that it has not much value in Stock Market as for practical trading because supposing that the market behave like silly atoms is too far from reality. Nevertheless quantum effect can exist out of QM physics that is THE interesting point that you don't even seem to perceive for some of you ! You prefer to POSTULATE things like QM Physics apply to stock market whereas I deny that it is the case as for modelisation (CAUSE). As for EFFECT this is different. And an EFFECT can have MULTIPLE causes so the QUANTUM EFFECT has not QM Physics as UNIQUE CAUSE that's what i'm precisely showing so it is very funny that you want to think that it comes from QM Physics modelling !

    So in conclusion as would say some Philosophers "Truth is in the Invisible not in the Visible" or more specifically for the subject of this thread another one I don't know who who said "God is <FONT COLOR=RED>Real</FONT>, unless declared <FONT COLOR=BLUE>Integer</FONT>" :D.

    P.S.: If I wanted to discuss QM Physics in stock market the title of the thread would rather be "why QM Physics are USELESS in Stock Market modeling" I mean not more usefull than a toy model like a brownian motion model which serves only as a simplist surrogate for explaining the behavior of market but use only this model for trading then you have to face a martingale process - since brownian model is the typical one mathematically - :D.



     
    #30     Oct 4, 2003