Recent Content by panzerman

  1. What exactly happens at a Higher Low?

    No exactly, even random walks can produce patterns that look like trends.
    Post by: panzerman, Dec 30, 2021 in forum: Technical Analysis

  2. What exactly happens at a Higher Low?

    The issue no one is dealing with is that Point B is only identified after the fact. Nobody can identify Point B in real time and say that price...
    Post by: panzerman, Dec 30, 2021 in forum: Technical Analysis

  3. Black Swan Hedging

    For the average 401(k) investor, there are no good passive hedging strategies. Diversification is about the best you can do. There are funds...
    Post by: panzerman, Dec 26, 2021 in forum: Risk Management

  4. Black Swan Hedging

    The broad market took 25 years to recover from the 1929 crash. If you were lucky to hold certain individual stocks, you could have recovered...
    Post by: panzerman, Dec 26, 2021 in forum: Risk Management

  5. Black Swan Hedging

    However, an entirely possible scenario is the market drops 35%, you buy, it continues to drop to 50% from the high. The market then spends the...
    Post by: panzerman, Dec 26, 2021 in forum: Risk Management

  6. Black Swan Hedging

    Hedging always has a cost. To help offset these costs, Taleb used to support the idea of buying tbills/bonds, and using the interest income to pay...
    Post by: panzerman, Dec 26, 2021 in forum: Risk Management

  7. Kris Kullamagi Breakout Setups

    The problem is, when breakouts start working and and when they stop working are randomly distributed through time. There is no way to causally...
    Post by: panzerman, Dec 19, 2021 in forum: Stocks

  8. Simple sell rules to protect against disaster in financial markets

    Taleb has in the past recommended a barbell strategy to deal with these issues. That is, take no risk, and take enormous risk at the same time....
    Post by: panzerman, Dec 12, 2021 in forum: Risk Management

  9. Let's talk about eliminating noise in the charts

    Have a look at some of the work by John Ehlers. However, I am not making a claim that his work will result in a positive expectancy trading method...
    Post by: panzerman, Nov 29, 2021 in forum: Technical Analysis

  10. As a beginner consistent trader...

    There are a million ways to define a trend in hindsight after one has begun. The problem is quantifying when a trend ends and when it begins in...
    Post by: panzerman, Nov 29, 2021 in forum: Psychology

  11. What is IV?

    Indeed it does, and even guys with Nobel Prizes in Economics can't seem to get it right. Looking at you LTCM.
    Post by: panzerman, Sep 18, 2021 in forum: Options

  12. What is IV?

    Yes, but if there is an inflection or discontinuity in the curve, Newton-Raphson will choke.
    Post by: panzerman, Sep 17, 2021 in forum: Options

  13. What is IV?

    Calculation of implied volatility of Black Scholes using method of bisections. C++ in Finance (ba-odegaard.no) #include <cmath> #include...
    Post by: panzerman, Sep 17, 2021 in forum: Options

  14. Look how XOM is struggling with the 50 dma

    What's so special about the number 50? Why not 49 or 53? The lag in a simple moving average, or any finite impulse response (FIR) filter is...
    Post by: panzerman, Sep 15, 2021 in forum: Technical Analysis

  15. Recommendations for Mean Reverting Chart Indicators

    Try a one-pole Inverse Chebysev highpass filter, followed by an Inverse Fisher transform to normalize the data. No I'm not giving you the details...
    Post by: panzerman, Sep 15, 2021 in forum: Trading Software