Why do I see "Trends" in Randomly Generated Data?

Discussion in 'Data Sets and Feeds' started by Rahula, Feb 21, 2008.

  1. neophyte321

    neophyte321 Guest


    your initial assumption is that markets are a random walk ..
    which is clearly wrong. people react to market conditions, most decisions are not made by a roll of a dice
     
    #281     Mar 1, 2008
  2. MarkBrown

    MarkBrown

    i don't feel that the roll of the dice or spin of the wheel is random either.

    mb
     
    #282     Mar 1, 2008
  3. Rahula

    Rahula

    #283     Mar 1, 2008
  4. neophyte321

    neophyte321 Guest


    well, perhaps you do a little test, roll a die 10,000 times and provide us the results.


    We might agree on this ............. there have been times when -I KNEW WITH ZERO UNCERTAINTITY what the die would land on ...

    and it landed on that number, defying all explanation


    the fact is, there is magic, ... let science be damned
     
    #284     Mar 2, 2008
  5. neophyte321

    neophyte321 Guest

    #285     Mar 2, 2008
  6. MarkBrown

    MarkBrown


    also i believe that there is nothing that is random, i feel there are only choices which effect outcome. even events which occur can be traced to choices which were made that infect the outcome.

    yes i meant to use the word "infect" because that is the apparent view from the unenlightened of this subject.

    mb

    random is a word for the ignorant to explain away what they can't comprehend. copyright 2008 mark brown
     
    #286     Mar 2, 2008
  7. neophyte321

    neophyte321 Guest

    so your a determinist ... yawn.

    when the day arrives that every input parameter can be calculated in adance, I'll go on saying a dice roll is random. It's so much easier and far less pretenious than explaining the "enlightened" opinion....
     
    #287     Mar 2, 2008
  8. MarkBrown

    MarkBrown


    more of a compatibilists, mb
     
    #288     Mar 3, 2008
  9. ammo

    ammo

    in rahulas second post on page 1 where he puts up a bunch of psyche test quotes ,BIAS is mentioned several times, then sprinkled thruout all these replies,yet evryone is concentrating on systems to figure out the mrkt. Cnbc,wall street, upgrades and downgrades on stocks and funds, all these plant a BIAS in the publics mind, and people invest accordingly,right now they are telling us the sky is falling, and if you read the daily thrds where people are posting thier pre mrkt opinions, everyone thinks the way the media has conditioned us,doom,doom, doom. I know things have changed with electronic trading but the gyst is still the same,watch the BIAS in the mrkt and u will see strength and weakness,overbought and oversold . I see this whole sky is falling mantra getting tired, i see Ben reluctant for another rate cut,rule out a .75,wouldn't bet on .50, maybe one more week of selling or even a bounce sometime this week... i have no data to back this up, only BIAS , to much data and u can't see the forest thru the trees
     
    #289     Mar 9, 2008
  10. Jerry030

    Jerry030

    I would agree, adding that any technology sufficiently advanced appears as magic or as impossibility to those who lack an understanding of it. Einstein made this point around the time traditional physicists were scoffing at his new and unproven theories.

    Perhaps this debate on are market randomness has a similar division. Some take a definition of random and attempt to find ways that the market matches that definition and assume this proves something about the market. It only proves that given enough motivation one can find arguments to support any proposition in most domains.

    Take the argument over say the surge in Iraq. Are large bombings down? - Yes. So is it the solution for that mess? If you just count bombings you have to say yes. Are the forces that control the Iraq government using it to build a stable government that addresses the religious divisions that are hundreds of years old?...No. So short of keeping US forces there for 100 or 500 years to suppress the civil war, will the surge bring peace and democracy? Unknown, but I wouldn't invest in it.

    A suggestion: for a moment let’s abandon theoretical arguments on what the market is.

    Instead will those who advocate a random nature state a practical measure which if exceeded would cause them to question their position? Those with a non-random perspective can do the same.

    Random guys might say:

    A Profit Factor greater than X for at least Y trades over Z bars would call into question the random theory.

    Non-Random guys can counter:

    Fine, here is an approach that exceeds those numbers.

    Thus we go from theoretical debate to a "boots on the ground" actuality.

    Jerry030
     
    #290     Mar 9, 2008