It is possible to post, sort of. It's the whole CloudFlare security thing. (You might have noticed that the number of sites using CloudFlare has exploded in the last year or so, probably for the same reason we now use it.) If you get one of those "Verify you are human" messages then after...
I want to know how to simulate all this. Could you plot the following two pictures? 1. Pick T = 20 days, say. Now plot variance over those 20 days vs z (as already done) but join the dots chronologically. And only do about 50 dots, or whatever is not too messy. 2. Same as above but instead of a roll...
Yes, shrinking data is obviously an issue. But it is supposed to work for each T individually. That it works on average is not as impressive. How about holding T fixed and include all stocks from the same sector, for example? Can you tweak the app to allow selection of more than one stock?
David has produced this app, that shows what is going on: https://david-systemsforecasting.shinyapps.io/qvar/ Try the following: 1. Select "walk" (lognormal) with the default 1-12 weeks chosen. It's not quick. You'll see David's theory (red line) and simulation results (blue). No match. 2....
In the caption of their post, the Belfast and Derry group said: "One element of the political policing intimidation attempt is over. Well, they would, wouldn't they? Dur. They're hardly going to say, "We're a group of idiots, with limited critical-thinking skills, trying desprately to be ...