i see the paper was written in 2001. wonder if he has a "different" view now ? :D
looking forward to your findings. :)
odd, thank you ! good info. the elite think tank rocks...
exactly, well stated. trend is historical--- however, for purposes of this discussion-- does the trend increase the probability of a...
ok, we have a starting point.... tic, variations of tic up to full minute, then use the clock. can it be shown that an up tic is more likely to...
the best soft ware i have found for real time data mining of patterns is www.trade-ideas.com these guys actually use dr. andrew lo's quantified...
exactly. its an intellectual exercise for me..... it has little to nothing to do with success. :)
trade ya, do your quants agree with you on "trend" ? as you may know, i am short oil AND short DJIA. we will see. :eek:
hey, trade ya---had to be post 666 that we disagreed upon.... :D thanks for the post. your opinion carries much weight with me. have a...
within 30 days, not the end of march. the fund is having its best quarter ever, and personally, i am feeling very elated in my profession,...
another observation on trend following. trend following and buy/sell & hold are the same thing as proven by the HUGE drawdowns the trend...
professions that deal with speculation, perhaps. there are not many, if any, broke plumbers, doctors, lawyers, etc who became this way due to...
responding to gann's earlier post---- yes, he is correct that it is the fat tails and outliers that allow "trend folowing " to work for some...
if the probability of success is not greater than 50/50--would not simple random entries, with good discipline / money management be all one needs...
:D :D :D funny, rearden, funny ! have a great weekend !
i actually like you, professor, despite the improbability of your market claims. enjoy the surf !! hank :)
thanks :D
i am short oil from 56.30 and speculate that it will be @ or near 50.00 within the month. best, :)
ok, fine. i am certainly not trying to disparage or poach your system. congrats on finding success !! hank :) :)
kiwi, show me a instance that is quantifiable that historical price predicts a continuation of price in the particular direction at a...
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