Too early to tell, but ANFV looks to be an excellent daytrading vehicle. Until we see a downtrend though, it is not clear. But at least in this...
NFV 1105.11. ANFV 1163.68. SPX 1163.53. Convergence with ANFV again.
NFV 1104.41. 1163.52. SPX 1159.32. Nothing to do. We got close to being able to take profit on the "60" units when SPX went to 1157...Some...
Whoooops! I uploaded the wrong image. Here [img]
10/11/10
Convergence to ANFV happening in realtime (NFV is the first number, ANFV the second. Ignore the other two - tests): [img]
60->70. It was as you said, but I realized that was chicken. Also, I can not resist shorting against 1172 SPX on almost any reason. After edge is...
NFV 1109.00. ANFV 1164.71. SPX 1164.97. If you entered on 60 edge, you might take profit on convergence to ANFV. I have been noticed that this...
NFV 1108.30. ANFV 1164.80. SPX 1167.63. Close enough to 60 edge. Add short unit here @1167.63.
Maybe something like this is best, but it assumes additivity... http://www.ruf.rice.edu/~branton/interaction/faqintro.htm
I could do a t-test for missing values when they are not there, and fill in that number. I don't know if this is better than entering a zero for...
NFV considers the bond market.
Thanks. I realize that not directly talking about the numbers would cause general responses that aren't helpful, but there is probably a theory...
Thanks, no I had never heard of them. But just to be clear, I can apply all sorts of statistics to the numbers to be sure. What I am worried...
Thanks. I am not sure I follow, but I am very close to understanding. If you could elaborate a little more...
NFV 1109.27. ANFV 1165.41. SPX 1168.68. Nothing to do, although we are getting close to 60 edge.
No!!!!!The other guy.
The guy is not interested in science. A pertinent question would have been posed to find out what you point out below. You think he appeared by...
That is a poor response. How many trades have you taken? What is your PnL over all trades. What is your Sharpe and Sortino and other measures?...
That is an interesting insight. However, this is not __just__ a Martingale system where you flip a coin and double down if you lose because I...
Separate names with a comma.