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  1. Forecasting prices, and Mandelbrot is right.

    Wtf? I never claimed to have traded my model yet. I like to fully and completely understand (to the extent that this type of thing can be...
    Post by: stephencrowley, Mar 18, 2006 in forum: Strategy Building

  2. Forecasting prices, and Mandelbrot is right.

    Thanks, NF is definately a great board, lots of people there are the real-deal.
    Post by: stephencrowley, Mar 18, 2006 in forum: Strategy Building

  3. Forecasting prices, and Mandelbrot is right.

    I'm offering inspirition to those who want to do so. And I also get a kick out of ruffling your feathers.
    Post by: stephencrowley, Mar 18, 2006 in forum: Strategy Building

  4. Forecasting prices, and Mandelbrot is right.

    I don't care if mandelbrot says prices are unpredictable or not, I doubt he has studied super high frequency data very much. In fact, in this...
    Post by: stephencrowley, Mar 18, 2006 in forum: Strategy Building

  5. Forecasting prices, and Mandelbrot is right.

    Well, my previous model was not making any directional forecasts at all and I felt that I probably could be doing that as well and combine them....
    Post by: stephencrowley, Mar 18, 2006 in forum: Strategy Building

  6. Forecasting prices, and Mandelbrot is right.

    Yeah I don't understand any of it, I type in random shit and somehow these accurate price predictions coming flying out of my computer. I...
    Post by: stephencrowley, Mar 18, 2006 in forum: Strategy Building

  7. Forecasting prices, and Mandelbrot is right.

    I'll be nice this time. 1st differencing loses all trend information, that is why it is a bad transform. It is typically done because it is...
    Post by: stephencrowley, Mar 18, 2006 in forum: Strategy Building

  8. Forecasting prices, and Mandelbrot is right.

    No offsense, but dont read the post if you dont like my form. Predicting EOD data is insane, like forecasting the weather a year in advance,...
    Post by: stephencrowley, Mar 18, 2006 in forum: Strategy Building

  9. Forecasting prices, and Mandelbrot is right.

    Where did you get this idea? "Gaussian Self-Affinity and Fractals: Globality, the Earth, 1/F Noise, and R/S" Fractal/chaotic processes are...
    Post by: stephencrowley, Mar 18, 2006 in forum: Strategy Building

  10. Forecasting prices, and Mandelbrot is right.

    I don't follow. A non-forecasting type of strategy would be basket spread trading where you dont bet on the individual price movement of a single...
    Post by: stephencrowley, Mar 18, 2006 in forum: Strategy Building

  11. Forecasting prices, and Mandelbrot is right.

    I don't have any futures feeds yet, and I still need to port this over to my realtime platform from matlab..
    Post by: stephencrowley, Mar 18, 2006 in forum: Strategy Building

  12. Forecasting prices, and Mandelbrot is right.

    Yah of course its useful.. when you get down to the highest frequency of raw ticks, it's not that useful because you are then trying to forecast...
    Post by: stephencrowley, Mar 18, 2006 in forum: Strategy Building

  13. Streaming Data Feeds may soon get easier

    http://en.wikipedia.org/wiki/Stream_Control_Transmission_Protocol - multi-homed - connection-oriented similiar to TCP - automatic...
    Post by: stephencrowley, Mar 18, 2006 in forum: Data Sets and Feeds

  14. Streaming Data Feeds may soon get easier

    Yeah, well it's definately good news, hopeuflly it'll develop into something. I wish people would start looking into STCP rather than UDP for...
    Post by: stephencrowley, Mar 18, 2006 in forum: Data Sets and Feeds

  15. Forecasting prices, and Mandelbrot is right.

    Without giving away specifics, do you forecast price changes, price direction, horizons, etc? I used to think this was impractical but I've...
    Thread by: stephencrowley, Mar 17, 2006, 58 replies, in forum: Strategy Building

  16. Streaming Data Feeds may soon get easier

    Any ideas how long this compression takes? Still don't think it can be specialized binary protocols..
    Post by: stephencrowley, Mar 17, 2006 in forum: Data Sets and Feeds

  17. Is Democracy Real?

    This explains my philosophy the best. "One should respect public opinion insofar as is necessary to avoid starvation and keep out of prison,...
    Post by: stephencrowley, Mar 16, 2006 in forum: Politics

  18. Spread (pair) trading question

    Well, really obvious things like the QQQQ and the nasdaq100 futures are cointegrated by design, but you really cant make any money there cause the...
    Post by: stephencrowley, Mar 16, 2006 in forum: Strategy Building

  19. Spread (pair) trading question

    When you get into timeframes of days and weeks you probably only want to use cointegration based pairs as correlation is only useful for short...
    Post by: stephencrowley, Mar 16, 2006 in forum: Strategy Building

  20. Spread (pair) trading question

    I'm not tied up in anything. And QQQQ/SPY is a very tradeable pair, even with the divergence, maybe you just aren't smart enough to see the chaos.
    Post by: stephencrowley, Mar 16, 2006 in forum: Strategy Building
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