Good point. There is more than one way to skin a cat. Caveat: I think you're spreading and not necessary stats arb ... technical definition.
I really dont understand the specifics of what you're saying. But I think Multiple Bollinger band or Fibonancial would do. With regard to...
There's a new theory about where random walk can EXPLAIN technical analysis profitability. www.wilmott.com general discussion...
Perhaps the word "cause and effect" might be a bad usage of words. I think "underlying assumption" might be apropos. Everything we act on must...
I think you have it all wrong. Cause (company performance,etc) -> Effet (upcoming price) = Money Managers (Fundamental analysis) Cause...
I couldnt have agree more on the Entry argument.
But how do you know if its due to CHANCE or not. What are you underlying assumptions? There are plethora of traders who hit it big for a year,...
I am here in my new workplace as our team is unleashing the final version of a time series analysis software for interest rate derivatives hedging...
Fed Chairman
Why not use Quicken or Money?
Cohen averaged 40%+ in previous year with roughly the same nominal principal. According to the article, he's "disappointed." I would too! (with...
I was just posting the strategy out of fun. I think anyone with a brain would see that hte drawback to such an approach is the volatility, i.e....
Oops ... didnt proof read. Indices (DJ Titans) and futures (ES). I know quite a number of intraday pair trading setup. Using...
Intraday statistical arbitrage aka pair trading..Not hard. Its done all the time. You dont need sophisticated model ... All you need is a...
Secret elitist traders (note: NOT elite, but elitIST) j/k pretty much of people i know who call themselves by that term.
How the hell do you earn JUST 13% when you have information before people do? Correct me if I am wrong, but how hard is it to buy/short...
mean reversion folks
Okay ... <--- rolling my eyes
Has anyone tried this strategy? A stock declines by 5% or more ... MOC buy, sell next day close (MOC). From what I heard this is easy money.
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Separate names with a comma.