I don´t have aluminum on my list but will add. Heres the rest you were looking at, Gold has been on fire.[ATTACH] Mav do think its best to watch...
Wow that was quick :). Are you mining using R´s Natural Language Processing yet? You could setup buy signals when >50% chatter is about the...
Gold and Copper leading the charge.
I am very apprehensive about using an MA for smoothing since I want my number lines to be as forward looking as possible. The reason why I chose...
Check the plot out of Gold vs 5 period MA of the 30 day for smoothing. Looks interesting. [ATTACH]
Trust me on this one koolaid I am by no means a stats wizard, infact I actually failed math in high school. I just have a thirst for knowledge...
Since it was so simple to do, see the attached .txt files one for raw scores and one for 30 day. Start dates were 23/10/2015 for 30 day and...
Agreed its really just a dumbed down explanation of what stationarity is. I linked it just in case anyone was interested in what I was waffling...
Mav have you tried just testing the raw day scores for stationarity? I have heard of many people using differencing on time series to de-trend...
With that in mind I am just about to go all quantitative with my data :-) In my last post I assumed the data to be stationary - making...
The other byproduct of daily scoring is that the data is de-trended and 'stationary'. Trying to make OHLC data 'stationary' can be a nuance as it...
In principle, from the minute we extract the daily score from nominal price we are already working with transformed data. I look at the daily...
Now you've triggered my creative juices - another sleepless night :-)
Its funny you post this, because I have been thinking about this for sometime.. A guy I know uses a proprietary variant of the mcclellan...
Thanks Mav, that really makes a whole lot of sense. I also believe thats why its important not to set a fixed limit of 2 +9 days for a...
Understood, so on that premise we it would be best to focus on what institutions would start buying when they are optimistic on the market. I am...
I understand your thinking but the data does not agree, at least not currently - unless its lagging the market which in that case makes it a good...
Do you find that Copper holds better reliability for "risk on" environments? The only reason why I am asking is that I don´t have enough data to...
Mav is it just me or is Gold acting like a risk instrument lately? I.e rallying the same time as the S&P etc, or is this how Gold normally acts?
On my 30 day lines Gold is about to confirm for me, Copper is resetting and all my equity indexes are still chopping around just below the zero...
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