Predicting randomness

Discussion in 'Trading' started by oddiduro, Nov 3, 2005.

  1. I do not support nor oppose random walk. I do believe that markets are largely irrational.
     
    #101     Nov 4, 2005
  2. random walkers make money. if they buy a stock today and it loses 50%, then they'll just have to keep on increasing the holding period until it does.

    simple
     
    #102     Nov 4, 2005
  3. So, is your indicator accurate 8 out of EVERY 10 sequences. Your indicator may give false signals 2 times out of 10 for 10 consecutive sequences and then be right 80 times in a row. This is still 80% accuracy, but with radically different effects to your bottom line.
     
    #103     Nov 4, 2005
  4. Or perhaps a black swan:D
     
    #104     Nov 4, 2005
  5. With the assumption that people trade ultimately out of greed and fear, there is no reason to even begin with the notion that the markets are random.

    Randomness is an illusion working on 2 separate levels: ignorance and obfuscation.

    Imagine 2 birds chirping at each other. The noises they make appear to be random to us, we question if they are even communicating anything meaningful. This appearance of randomness is borne of ignorance (we don't speak bird-talk).

    Now imagine 2 people reciting line from a play on stage. We understand the story perfectly. Now imagine 500 other pairs of people also reciting lines from a play, but not in unison. We can barely make out what is going on, the crowd noise in effect is indecipherable, we cannot even tell if it's the same play at all since they all started at different points. This appearance of randomness is borne of obfuscation.

    The markets operate under the same masks of randomness. Why would anyone ever consider price action random, if not out of laziness or resignation? Where does this concept of market randomness even come from? A good earnings report comes out and the stock subsequently falls -- are events like these the impetus behind people calling market action random? Just some "random" thoughts. :)
     
    #105     Nov 4, 2005
  6. See attached.
     
    #106     Nov 4, 2005
  7. very true. and the whole random walk theory was created through assumptions such as the price as a martingale, etc. but the evidence suggests otherwise, positive autocorrelation in even a simple AR(1) model. Further, volatility is not constant, and not stochastic either. so the point is that i agree with you that it maybe simply the academic's way of resignation of not finding a reliable way to trade the markets
     
    #107     Nov 4, 2005
  8. If you use the 5's count, the measure of you rate of success is how frequently the cricket is used to change your dealer. Three times in 45 mins is a good rate of dealer change and those at the table will not be liking you nor friendly.
     
    #108     Nov 4, 2005
  9. As long as its "perfect", or"flawless" :D

    PS. I eat black swans for breakfast, or is that black boxes ?! :p
     
    #109     Nov 4, 2005
  10. Pekelo

    Pekelo

    We all have to agree on the irrational part after the tech bubble. But being irrational is not the same as unpredictable. Quite so, when the tech bubble was raging (or the housing bubble now) we (well, the more rational of us) all knew/know that it had to/will end eventually.

    But just because I am curious, what would you expect as evidence for predictability?? What is an acceptable proof for you?


    Let's say somebody provides you with a bunch of predictions and they have a high success rate (what % would be high enough for you?), would you acknowledge that market prediction is possible???

    With good money management even a 60% correctness rate is good enough...
     
    #110     Nov 4, 2005