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.