What sort of theory is that? Sounds arbitrary.
Exactly what I was wondering. I'm not able to find any research on this topic.. but I can't imagine it being too difficult to gather statistics...
Heterogeneous volatility cascade in financial markets
You need natural log, not log10. >> log(110/100) ans = 0.0953
Which timeframe? I've read papers that suggest there are several distinct timescales where most structure exists and that the relative weight of...
For what timeframe are you calculating the mean? Daily, hourly, tick-by-tick, monthly? More than 1? If more than one, how do you determine what...
What is so special about one day? What if each hour the market is in a different "bucket", what about minutely.. yearly? This can happen on...
Drum n bass and Breakbeats
If you don't scale out then that means you are 100% sure that you are at the peak. But, in reality no one can be really sure so I would say it's...
No, random entry/exit is just like buy and hold with friction for trading costs. So, it's not 50/50, its whatever direction the market is going.
What about scaling out of stops? Sometimes prices drop just far enough to stop you out and then jump right back up. If you spread your stop...
That is what I am leaning towards as well. As far as I know the only way to distribute shares is to ammend some documents and pay fees. Not to...
Not really, why would I want to pay a wage to myself? I can still take distributions.. LLCs are "pass thru" as far as taxes go in the...
I'm forming an LLC so that I can get business rates for server leasing, and trade accounts for friends/family. My question is, should all of...
Heterogeneous Volatility Cascade in Financial Markets Abstract: Using high frequency data, we have studied empirically the change of...
You are smoking crack if you think you can predict on such a long timescale. Shorter timescales are easier to predict. But.. we shall see.
I dunno, I think his post was a bit harsh but I mean come on.. the original poster sounded like a poster-child for the anti-efficient market camp....
Fooled by Randomness He pretty much bashes the entire business and investment industry dismissing them as benefactors of randomness that stand...
If you have access to the full book depth why would you have any slippage at all? I mean, slippage is the difference between estimated and actual...
Even if he did have a track record, why would it matter? Been reading too much Taleb I guess...
Separate names with a comma.