At least with Ehlers work, you can find the source code and modify according to your needs. Although with some searching, could probably find...
Sentiment changes for every reason under the sun. You will drive yourself crazy looking for exact cause and effect at these points. If you had...
No, it's not possible. There is one way and one way only to make price go down, and that is to sell, conversely there is one way and one way only...
I guess it all depends on were you are and were you want to go. If a 165lbs guy wants to get 23in biceps, then yes, he will need to annihilate his...
If your goal is to gain muscle mass (or hypertrophy the muscles), you have to work them to failure. That's true at any age. No way around the old...
Depends on how you define "flat." The slope of a MA is seldom zero. I would recommend a signal-to-noise calculation to determine if a MA is range...
Nice phrase. If you don't mind, I will borrow it for future use.
How can traditional BB work when the underlying MA has a positive group delay (ie lag), and a fixed lookback window? I don't use BB, but at least...
Each day is 50/50. See Gamblers Fallacy.
However, to get the positive expectancy you pretty much either have to apply some existing technology in an innovative way or actually create the...
Here is a simple MA system for you all to backtest. Just follow the slope of the curve. Create three MAs. MA1 use coefficients [1,2,3,2,1]...
The reality is that the way moving average systems have traditionally been used have either always worked, and will continue to work in the...
The probability of touching the strike price within the life time of the option is approximately twice the probability of finishing ITM.
To paraphrase Taleb: "...correlation is charlatanism." However, cointegration might mean something if that data could be presented.
Right, the skew in the IV smile says the market is projecting one outcome more than another. You could also look at it as the markets fears one...
He reiterates that any single trade basically will have a random outcome. He implicitly states early on that one needs a positive expectancy...
There is more than one way to finance the debit of buying options. One method Taleb has used in the past was to buy t-bills and use the interest...
Calculating SD using price is like chasing a feather in the wind. Price time series are non-stationary data. A stationary time series is one whose...
Moving averages are generally inferior as indicators because of lag. The technical term for lag is group delay because MAs are just lowpass...
Barbell strategy. Take no risk and extreme risk at the same time. One way to implement that would be to buy T-bills and use the interest income to...
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