The price change distributions of most financial instruments are platykurtotic (ie fat tailed.) Some of the more sophisticated econometric models...
Here is Taleb's startegy to deal with swan events: Invest your bankroll in t-bills, and use the interest income to buy deep OTM options. In...
Achilles28 explained it the best. For more detail on the Federal Reserve System and fractional reserve banking, read "The Creature From Jeckyll...
Keynesians are really Fabians at the core (look it up.) What is needed in addition to what has been stated here, is the end of fiat currencies and...
Folks, you can make ANY moving average have zero lag by just a few simple steps: Step 1: calculate MA of price Step 2: calculate the MA of the...
You are somehow not doing the math right. Search for Rocket Science for Traders by Ehlers. He will break it down in detail for you.
And I'm trying to tell you that there really isn't any advantage. You can make any MA zero lag if you wish by using the above technique, but one...
Getting a zero lag moving average is easy: Step 1: Calculate a MA (any MA) of price Step 2: Calculate a second MA of the first MA using the...
Look up work of John Ehlers if you are interested on low pass and band pass filters. Now, a filter is just an indicator and not a complete trading...
Look up the writings of Robert Tompkins. This spreadsheet is from some work he did on German Bund data I believe.
Price change depenencies are a result of human actions in the financial markets (or computerized actions as programmed by humans.) These...
If you import any financial time series into Excel, and run the descriptive statistics function, you will find all distibutions have some degree...
You could also look at using a bandpass filter. John Ehlers is the man to read for using digital signals processing in technical analysis....
Keynes was a Fabian after all. http://en.wikipedia.org/wiki/Fabian_Society
I'd like to see America move away from a fiat currency and go back to the gold standard, as well as do away with fractional reserve banking....
Ironic that her last name is Marx.
" Yes, Debt = Money. No debt, no money. Griffin calls it the "Mandrake Mechanism." http://en.wikipedia.org/wiki/G._Edward_Griffin
Have a look at these tools and see if any may be helpful to you. I've not used any of them, so no critque from me....
Read the writing of John Ehlers. You can google it or there are free articles on his web site www.mesasoftware.com. Basically, MAs are low-pass...
A minimum time frame for quotes to be honored is an excellent way to stop quote stuffing. To stop front running, you would need to add a random...
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