Funny you should mention that because in some of Ehlers' latest work, he uses an autocorrelation periodogram to calculate the dominant cycle.
His work is generally predicated on well established engineering methods. That of course doesn't mean you will make money by trading his...
While price itself does not mean revert, derivatives of price called oscillators do mean revert. I like the work of John Ehlers. Check out his...
I like Ehlers work using DSP methods. His latest work on trends is in his new book "Cycle Analytics...." called the decycler. Of course an...
And how do you propose to interpret the regression line and trade off of that? Do you define an uptrend as when the slope is > 0? Do you go long...
Here is a simple method to get in and out. Use a low lag (preferably zero-lag) MA and get long when it is above a 100 SMA and the 1st derivative...
The bell curve will always exist, that is the way nature works. Government policy can alter the skew and kurtosis of the distribution, but can not...
Here is the Easy Language code from Ehlers latest book Cycle Analytics for Traders { Hilbert Transformer Indicator © 2013 John F. Ehlers }...
I was thinking the same thing, I just didn't post it. I suppose an answer could be that the private sector are penny pinching tight wads (or just...
A little bit of inflation I would say is a good thing for economy. Here is the question I have for folks: How does the government stimulate...
For a good read about the FED and fractional reserve banking, read: The Creature from Jeckyl Island
Aren't market tops and bottoms usually associated with volatility? The way chaotic systems behave is that calm begets calm and volatility begets...
I haven't read through every thread here, but: 1) how do you define a breakout? 2) when and how do you admit your wrong on a beakout trade gone bad?
Just remember, even random walks can produce patterns that look like trends.
Here is why indicators don't work consistently. Because they are all based off of data from the past, and can not predict the future with anything...
That's the problem, for me TA hasn't really worked, at least not consistently. I've studied various trend following and cyclic indicators for the...
I'm glad Georgy boy made money, but N=132 is still a rather small population set. Yes it is possible to make money from a random walk process, but...
A coin toss is exactly a random process. Its outcomes create a binomial distribution given a sufficiently large number of trails, and has no skew...
The midprice is not a tradable quantity, only the bid and the ask. All you have done is narrow the bid/ask by lowering the ask. Nobody gets...
I applaud your desire to seek knowledge and educate yourself, but the world doesn't really need any more quants. Remember Buffet's quote about...
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