I think you're on a good way to finding your Schumachers. ;) I believe there are unexploited edges in your research. I've tried reproducing...
Here is AAPL today with IA-inspired indicators. The first one measures order cancel rate on ask vs bid side. The second one measures ask vs bid...
That is quite impressive. I can't reach those kind of numbers at that timeframe. I find it very interesting that the intuition-based trading also...
Your explanation of new behavioral pattern is very interesting. I need to think more about that. Of course, with increasingly shorter holding...
Hello MAESTRO, To tie Intuition Amplifiers back to trading, would you say they help identify ineficient behaviour in market participants (i.e....
Hi, I have a portfolio I use for myself. I want to start selling it. What are my options concerning structures? Portfolio characteristics:...
Increments of Uncorrelated Time Series Can Be Predicted With a Universal 75% Probability of Success, D. Sornette:...
Alright. So how can I estimate tomorrow's most likely total range based on Kaufman ER up to today?
What do you mean by "day's total range"? How would it work with it instead of the absolute net change?
How do the kaufman efficiency ratio and volatility fit together? Kaufman ER = [cl(today) - cl(n days ago)] / [mean(ATR(n days))] For...
Hello! :) I need to send EUR/USD orders (several per day) with a maximum cost of 2pips per rt (on average). By cost I mean commission +...
Why not? It is precisely because returns are outcome of random variables that we see trends and channels.
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