i've run a little bit of daily correlation analisys though i dont use it in my trading. you also need to decide whether you're interested in...
agree with gbos, i think they mean displacement at every step inclusively, or Standard Deviation. rather than just displacement by the last step.
reading a couple of other articles on this, it seems that ASIC is not after citibank because a proprietary trader bought more shares than anyone...
http://www.theaustralian.news.com.au/common/story_page/0,5744,18671033%255E643,00.html
Sure, just becouse there's non-random behaviour doesn't mean everyone knows its there or how to trade it. If theres selling on a good announcement...
It is if its a two headed coin :D Actually coin tossing is not an appropriate annalogy to the market because in a coin toss we have advanced...
"You really sound like a quant, albeit of the random kind. Love to see you guys in the market while trying out settings for random filters." ha...
I am a Quant Developer user, it does allow you to record quote and depth data from your data provider. However my guess is that trying keep a...
i read that a trader doesn't even have to know that a big order has been placed at their firm in order to front run. especially if vwap orders...
science_trader is right, that 1% means your 9 losses in a row can happen on average once every hundred trades. thats pretty often I would've...
I'm not sure whether its 90% of traders win or 90% lose or something else but I'd be willing to bet this, the fewer who win the more they win ;)
The Mathematics of Technical Analysis: Applying Statistics to Trading Stocks, Options and Futures Its entry level into complex statistics for...
pipscooper, the difference between markets and poker is randomness. as you've poiunted out random behaviour on your part helped you avoid other...
It may or may not lead to the creation of another efficiency, so the answer to your specific question is no. Here is an example where another...
zf trader I've always wanted to try that, glad to know it works. I wonder whether it can be incorporated into a mechanical system.
One thing to bear in mind is that if the historical data you use presents the market as perfectly efficient (no opportunities for you) you still...
Everyone here is giving a different opinion without a thought for the fact that we all trade different systems, therefore we can all be wrong :D...
I'm a mechanical trader, I dont even hang around while the markets are open so quantifying is everything. What I'm trying to quantify most is...
scientist? far from it. I dont actually trade using this stuff as such, but I certainly find it useful to understand some of it. I actually...
I'm saying randomness in the market is efficiency in the market. The mirror image would be to say that an efficient system is one which exploits...
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