This isn't so much an attempt to construct something immediately tradeable as much as an attempt to flesh out a generalized theory of market...
Jack was saying? Nice work. I tried to understand that one idea and spent several hours on several occasions trying to figure it out. I simply...
You have two jugs (a 5-gallon jug and a 3-gallon jug) and an unlimited supply of water. How to get exactly 4 gallons of water? This was on...
I don't think our definition of randomness is consistent here. To me, randomness as it applies to the market is the random deviation of prices...
My point is if the system is deterministic then any entry would be okay because you know where that system is going to go. But, since the 'market...
I've discussed this before. That was before I learned it had been discussed long before: Nobody Asked Me, But...Let us recall that the...
No, huh uh. Here is an example of deterministic chaos: http://monet.physik.unibas.ch/~elmer/pendulum/chaos.htm The market behaves in much the...
If the market were deterministic, then, I think flipping a coin to enter would be a valid strategy. But, since I think the market is chaotic, it...
Bet if we were unionized you'd show.
In a good book "Risk-Reward", the author Howard Abell distinguishes between the traits of gamblers and calculated risk-takers. "More than ever...
I agree with harrytrader on the first one....
Just wanted to say thanks for this thread in some way. Surprised myself with what I've been able to retain through the years. I've used this...
you guys be careful. Don't get so cross-eyed you can't drive. :cool:
good for you. :)
nice thinking...is that current? :D
Are you sure? On page 5 he describes how ARCH processes are used. He compares (through regression) the results of a statistical analysis of the...
I'll assume you've had your drink for the evening and are enjoying yourself...if a system is predictable i.e. a cyclical market then what does...
This is as close as I can come to finding an answer for your question. It shows the actual economic return of several Garch variants compared to...
Just subscribe to Futures. Howard writes about spreads a lot. Alternatively, you could do a web search. Looks like he writes for theStreet.com...
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