just to prevent that i step on someone's toes ... this is more fun thread, isn't it? i am not so sure anymore after lights' (nice handle BTW!)...
jim sorry for the handle issue. i do not play different identities, it is just a few years ago a "nonFriend" of mine appeared on this board and...
hi. another refco thread. i am interested in the effect on the AI industry, especially october marks for the hedge funds. i would have thought...
we had segregated accounts with refco futures. we had all money back within a week. from moment one i was sure this would happen. IMHO segregated...
admittedly i do not have any idea bout Gann. i got the rational behind squaring price, you overweight the outliers, but what is the point in...
man you think you are funny, don't you ...
Hank do you know an individual "mara"?
hank, one question i have regarding your modelling. you had this oil call that was obviously mean reverting, and you had this black monday call...
agreed on the upside variance. out of hindsight i always found it a pretty good estimate to think that what can happen upwards within a given...
well. yes. the one trade per year entry might be a little drastic ...
really? when i saw the site i thought it was crap. you are trading based on this thinking?
after having witnessed and participated in a number of discussions similar to this one, after having traded several quantitative strategies with...
if it was not alan i would say that something like this:...
VIX at 17.74 is good news to me. i would expect we will stay above 15 for the rest of the week, unless the sp goes straight up to 1190. which i...
COULD THIS THREAD BE REMOVED FROM THIS PLANET? thnx
i woudl expect some multiyear cycle in real estate. what is the longest time series to look at in this respect? thnx
cutten form your perspective is this worth looking at: 1. calc ln(C(t20)/C(t1)) which is the return over the next twenty days. do that for...
you know the answers to your questions. IMO it is the starting point of quant trading. good shops do not stop here. maybe they never offer more...
1. calc the yield of (Cto/Oto) for all bars in your time series. 2. define a condition like (Hto>H(t-1)) AND (Lto>L(t-1)) and calc the yield for...
Jesse Livermore is a romantic marketing gag. ... and now there is a risen marketing gag ... get real.
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