It's probably time for a good old fashion ad hominem attack, but I'll ignore it.
It's wrong, because DSP was developed to work on physical phenomena, such as waves from an earthquake, thermal fluctuations of electrons in a...
Sure, lots of them, RSI, pattern recognition, ADI, etc. Digital filters come from the physical world of digital signals processing (DSP), and are...
Perhaps not exactly correct, search on negative group delay. Can be used in TA indicators based on digital filters (i.e. lowpass, highpass, bandpass.)
Here we are again, VIX in Backwardation. I made money earlier this week by covering my long SVXY position from last week, so I had to try it again.
You could be 0.1 standard deviations above the mean, and that statement would be true. However, that doesn't guarantee you will be profitable....
The VIX futures are in backwardation as of today (VIX3M/VIX ratio is less than 1.) I bought SVXY today in response. Your strategy on volatility...
But I don't care about being able to jump high enough to dunk a basketball, I just want my tushy to look good in a pair of jeans. Also, proper...
Since the VIX futures term structure is usually Contango, perhaps one should only go long volatility when it goes to Backwardation. I actually...
All moving averages are low pass filters, meaning low frequencies in the data pass unattenuated, and high frequencies in the data are attenuated...
Analogous to this, to paraphrase Mike Tyson (yes I know): "Everybody has a plan until they get punched in the face."
Look through the code examples here and see if anything might be helpful. http://finance.bi.no/~bernt/gcc_prog/recipes/index.html
This is true of all technical analysis if you view the market as a random walk process. It seems random walk, with all of its' well known short...
Yes, but that is subjective to the eye of the beholder. If you want to take emotion out of the process, and especially if you are going to...
If you are in to indicators, check out the work of John Ehlers. Specifically, his trend mode/cycle mode, and signal-to-noise analysis. These won't...
The word "profitable" is a bit imprecise. All trading systems involve losses at some point. The more precise term would be "positive expectancy."...
Traders lose because they are making market timing decisions on an essentially random moving target. Random walk is not a perfect description of...
To address the past few responses, it is kind of a philosophical debate you must have with yourself on which market model is best suited to your...
Random walk is a model of how prices evolve through time. Random walk is analyzed by statistical based methods. The technical tools you mention...
General principles. Although I do find Ehlers work interesting and sometimes useful. Maintain your perspective about technical analysis as well...
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