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 Mar 21 comment Vertical Line in Histogram Write up an answer and post it. Perfectly fine to answer your own question around here. Mar 4 comment References on time series analysis Just curious, can you describe what kind of time series you want to analyze? Dec 17 comment Help with calculating a complicated integral @DuyNguyen -- Note how I formatted the functions and output you describe in the last section of your post so that it becomes clearer. It now better shows what comes from theory and what you've done in Mathematica. Even this little bit of formatting can help the participants in the forum, focus better on the parts of the problem where in they can best help. Dec 17 comment Help with calculating a complicated integral @DuyNguyen -- Focus in on the problem and revise the question when you learn a bit more. That will get you the most help from this forum. Good luck with this, you have an interesting question. Dec 17 comment Help with calculating a complicated integral @m_goldberg -- I think the question has merit. Wouldn't the OP and this site better benefit from improving the question rather then closing it. The OP has done a lot of work, trying to solve his problem. That alone merits praise. As it stands the question seems focused on the problem of translating the computation into code. I recommend the poster analyze the code and step through the calculations to identify the specific part of his code where the calculation goes wrong. This may point him to a Mma problem or a translation problem. Dec 16 comment How to take derivative of a interpolated function inside the module Not enough time now to test this, but have you tried: makeDeriv[f_InterpolatingFunction] := D[ f[x], x] ,deriv[x_] := makeDeriv[interpolated], and qq[x_] := makeDeriv[interpolated]? The ":" might help. Oct 23 comment How to simulate Multifractional Brownian Motion? Hmmm...? After reading through link, I don't know whether you want to look at Mandelbrot's implementation o this sort of thing or something else entirely. The paper does reference him. What do you want to accomplish? What problem do you want to solve or model with this? Oct 23 comment Can Mathematica 10 do elliott wave calculations? @J.M. -- And we synchronistically have a new question How to simulate Multifractional Brownian Motion? about doing just that! Mandelbrot introduces some nuance in the book over the SciAm article I mention above, but basically he applies a random process to both time and volatility. Everything else just details. Oct 23 comment How to simulate Multifractional Brownian Motion? Rather than trying to just translate, why not go back to the original sources and develop it from them. It will give you a better understanding of what Mandelbrot does and I'd wager a more elegant Mma implementation. See answer to this question for references. Mandelbrot essentially applies random selection to both time and volatility. Everything else just details. Oct 23 comment Can Mathematica 10 do elliott wave calculations? and Parrando's Paradox! Take two losing strategies, randomly switch between them on each successive move and you can arrive a a strategy the wins! Again very tough to implement, but it has an explanation for why it works. I FULLY ACCEPT ANY DISCIPLINARY MEASURES THE SITE WANTS TO APPLY FOR MY RUNNING ON. ;-( Oct 23 comment Can Mathematica 10 do elliott wave calculations? Tom Cover's Universal Portfolio, another meta game (although tough to implement), interesting, because it has no parameters to fit or train, makes no predictions, and doesn't care about the distribution of prices. You've seen my critique of Black/Scholes and conventional financial engineering above (so painful to watch). It gave us the financial crises. Technical analysis (including all the silly Mma trading chart stuff), has no rigorous scientific or mathematical explanation. I felt embarrassed for Wolfram Research when they included such stuff in Mma. Happy to chat further offline. Oct 23 comment Can Mathematica 10 do elliott wave calculations? ... technology, insider information, feints (legal), & market manipulation (illegal but un-prosecuted). A few deploy event-risk strategies (I see them as Mandelbrot's heirs). I like these strategies, they play the fat-tails, betting on extreme and sudden volatility, by buying far-out-of-the-money puts & calls. They make no prediction about price or direction, only about volatility. Both Mandelbrot and Paul Volker have made the case that prices have infinite volatility and no calculable standard deviation. This makes event strategies very interesting. ... Oct 23 comment Can Mathematica 10 do elliott wave calculations? @OleksandrR. -- Probably not the best place, but here I go... Some market participants win more than others. Some accumulate great wealth. But, you require nothing more than random luck and survivor bias (year by year the losers dropout of the game) to arrive at the same distributions of wealth we see among market participants. Occam's Razor. Some strategies skirt these outcomes, by playing different games. Warren Buffet gets special deals unavailable to the public. Others use insider information. High frequency trading attacks market maker margins with differing combinations of ... Oct 22 comment Can Mathematica 10 do elliott wave calculations? @RHall -- Actually, I have the original SciAM issue that I got with my subscription in 1999. The issue also has a terrific article, which discusses both Feynman's Molecular Ratchet and Parrando's Paradox. Parrando was a grad student of Thomas Cover's (The Universal Portfolio) at Stanford. Extraordinary stuff that has largely gone un-un-mined with terrific applications in trading and finance (well, except for a few of us tinkers ;-) Oct 22 comment Can Mathematica 10 do elliott wave calculations? With respect (and very briefly) one can use the Black/Scholes equation, which utilizes an underlying instrument (e.g., stock), a risk-free rate, and an option, to derive or calculate any one of the three from the other two. This suggests it has applications for equities and futures and things like replication. Nassim Taleb's first book, "Dynamic Hedging" provides a thorough review (if slightly dated) of this kind of financial engineering. Oct 22 comment Can Mathematica 10 do elliott wave calculations? "Elliott Wave Theory is a cornerstone of any good market analysis...", oh my. Even Black/Scholes leans to the "quasi-mystical market numerology" stuff, but at least it uses Stochastic Calculus. Most market analytics make fanciful assumptions (like normally distributed prices). Still, if you think you can make Elliot Waves work, have at it, but others will do everything in their power to take away your money. This question has a more fundamental problem. It has no meaningful answer. Can you actually show some attempt (code) at solving the problem or beginning your own implementation? Oct 20 comment How to implement the for loop to replace text strings or texts? @J.M. -- Can you elaborate for the sake of posterity? Oct 7 comment Mathematica Courses or Bootcamps? @belisariusisforth -- I think of it as a custom function: Nudge[son] ;-) Sep 9 comment Minimizing NExpectation for a custom distribution @azt -- Not certain of the protocol for informing SO, perhaps one of our moderators can advise. And now I need to dig into your answer... Sep 9 comment Minimizing NExpectation for a custom distribution @MarcoB - Thanks for the head's up.