Have you seen: http://quant.stackexchange.com/questions/8228/how-to-calculate-the-implied-volatility-using-the-binomial-options-pricing-model
You can check to see if 'sell in May; and go away' or 'as January goes; so goes the year' are still valid. You can also check for holiday...
My system takes this into account with more complexity, but I can say: Back-test/validate, and see which pattern works best. Also, I find that...
I gotcha...a semantics type of thing.
I understand generally what you're saying, I've actually made such a model. I used both: An ensemble of SMA's of varying periods, and a dynamic...
Maybe first reconsider that some argue that there is no noise in market quotes: Each market quote represents actual, real, transactions; not some...
I rode NUGT up from 59. Sold circa close today. Bought DUST. Will reverse again circa close tomorrow (long nugt).
Yes, the system runs optimizations (adapts) internally. I don't manually optimize it daily. As that seems to matter to some here. To be simpler:...
My apologies botpro, I laughed real hard at this. You've gotta admit, it's hilarious. But please don't let jealous haters interrupt your flow.
Maybe try https://www.gofundme.com/ to get the system funded and up and going?
www.freelancer.com
Nice! You've done it again! [MEDIA]
I agree with that statement.
You need both. Sponsors wouldn't pay (as much) if there was no (or little) traffic to the site.
Clarification: I've assumed that people using "EA," were referring to "Evolutionary Algorithm." I now see that many here are using MetaTrader and...
You could run a monte carlo simulation.
For shi+s and giggles, I did this using logic that dynamically adjusted the MA parameter based upon the recent price action. The EA determined the...
Yes, I do that. I disagree with your premise.
LOL
Agree, as volatility is a measure of absolute direction. They have no choice but to be related.
Separate names with a comma.