harrytrader wrote: Current academics' stochastic process models are non-EMH (and subsume Technical Analysis). Just browse Quantitative Finance...
harrytrader wrote: But as we have seen, as many academics and practitioners are pursuing hidden markov models (HMMs) in quantitative finance,...
harrytrader wrote: My question was the difference between what you were calling RMH and RWH. So what TA is not Markov (or perhaps modelled as...
sle wrote: Nice example. Technical analysts would think of the other side of the coin: non-martingale markov random processes.
sle wrote: Your drunks would typically be modeled as Markov random processes, in either case (depends on what the recurrent and absorbing...
harrytrader wrote: I assume Random Market Hypothesis is the same as Random Walk Hypothesis (that is what it is referred to in the...
valleyvintner wrote: As noted before, in terms of random processes, the issue of randomness is: is a market a Martingale (EMH) or...
harrytrader wrote: While EMH random processes satisify the Martingale property, non-EMH random processes (with application to Technical...
Samson77 wrote: Logically, this makes these necessary and sufficient conditions. But could you say what trading system you would be a...
tradeplay wrote: ScottradeELITE (Windows-based) did seem a much better and more solid interface application than Scottrader (a Java applet)...
Actually the name of it is ScottradeELITE. I went by their Dallas office and played with a demo account. For the type of trading one might do...
armsoforion wrote: There was only a link to the Scottrader demo here: http://www.scottrade.com/flash/flash.asp but no Elite demo I...
Is there a link to ScottradeELITE that explains the difference with Scottrader?
aphexcoil wrote: You didn't ask her up to your room to see your candlestick strategies?
ARogueTrader wrote: But this is why QRNGs are chosen over PRNGs. Would one laugh at random bits from...
nitro wrote: I think this is as true as anything we know.
harrytrader wrote: It seems to me that academics are publishing as many non-EMH models as TA practitioners practice (just browse Quantitative...
harrytrader wrote: Lest anyone be confused, words "stochastic" and "random", as in "stochastic process", "random process", "random...
harrytrader wrote: Probability (random processes) and (Euclidean) geometry are equally well defined mathematically. But also if the dice-roll...
bobcathy1 wrote: This is not true, as you can see studying textbooks on random processes; e.g. diffusion and jump-diffusion processes are both...
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