Price moves in fits and starts, and is notoriously random, and yet not random enough in a purely Gaussian sense. In a way, all technical analysis...
Try the 2*SS1-SS2 trick to remove most of the lag. Amplitude may change slightly for you, but should be ok for your use.
Have a read and listen to some of Ehlers latest work on spectral dilation. http://www.stockspotter.com/In/TechnicalPresentations.aspx He...
Trades will likely be voided, but one possible play would be to have a standing limit buy of 0.01 on all SP500 stocks each day.
And there in lies the fundamental problem with technical analysis. What defines a trend? When does a trend end, and when does it begin? Is a...
Check out John Ehlers work on using digital signals processing (DSP) techniques applied to conventional indicators. Specifically, look at his use...
Selling OTM options has a high probability but a low reward/risk ratio. If you want to develop a strategy of selling, first sell when IV is...
There is one way, and one way only, to make the price of a financial asset go up, and that is to buy it. Therefore, the price of MSFT is going up...
Can you describe in general terms what methods you are using to make money utilizing HFT (ie latency arb, rebating, etc.) Also, what are some...
Taleb's tail strategy was to take low risk and at the same time take large risk. What Taleb has done in the past is buy T-bills, and use the...
Instead of maximizing probability, look to maximize payoff, which is: probability*(reward/risk) Usually, the high probability winners have a...
Delta can give you a rough idea of probability. For a more quantitative answer, use this formula (assuming a normal return distribution with no...
Try Stockfetcher. http://www.stockfetcher.com/ui2/index.php
It makes the math simple and tractable. Also, to calculate prices below the current price, use negative standard deviations. For example, to have...
Example: (Assumes Gaussian return distribution with no skew or kurtosis) Calculate the future price X that is "x" standard deviations from the...
To a bank, your deposit is your asset and their liability, because they have to pay it out to you on demand. A bank loan is a liability to you and...
For every Wizard who bet the farm and won, there are probably 1000 who bet the farm and blew up. It's called survivorship bias.
Socialism - Just what Keynes and the Fabians wanted all along.
Try OPTIONS TRADING: THE HIDDEN REALITY by Cottle. Some advanced ideas, but you should challenge your understanding of options markets and...
Here is an even simpler algorithm: Buy if price has closed down 7 days in a row and is above the 100 day MA. (vice versa for shorts.) Now...
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