Search Results

Search Again

  1. Generalized Momentum Strategies

    The word elegant grabbed my attention. Yes there is an elegant solution but you must have the resources to implement. Check out white papers by...
    Post by: phattails, May 10, 2013 in forum: Strategy Building

  2. Best Trading Systems Book?

    Well most of these books could be renamed, "Throw Spaghetti on the Wall and See if it Sticks". However, David Aronson's book and Perry Kaufman...
    Post by: phattails, May 10, 2013 in forum: Strategy Building

  3. Synthesizing barrier options for short expiration

    Ok yes, this makes perfect sense. I can tell you have experience doing this at a very high level, so thank you for dispensing your advice.
    Post by: phattails, Mar 27, 2013 in forum: Options

  4. Synthesizing barrier options for short expiration

    I spoke too soon. You mentioned binary options, but I'm looking for replication for Barrier options. For example, if the earliest barrier option...
    Post by: phattails, Mar 25, 2013 in forum: Options

  5. Synthesizing barrier options for short expiration

    Yes, thank you.
    Post by: phattails, Mar 25, 2013 in forum: Options

  6. Synthesizing barrier options for short expiration

    Thanks for the response. Unless I am mistaken, it looks like I would need shorter expirations, which won't work for this scenario.
    Post by: phattails, Mar 25, 2013 in forum: Options

  7. Synthesizing barrier options for short expiration

    Can anybody explain or give a reference for synthesizing a barrier options contract that expires before the earliest contract date?
    Thread by: phattails, Mar 21, 2013, 7 replies, in forum: Options

  8. Making money with a losing strategy

    Instead of saying "losing system", let's call it a random trading system ( losing could mean we could short the system and it's winning or it...
    Post by: phattails, Jun 8, 2012 in forum: Strategy Building

  9. prob function combining continuous and discrete

    Perhaps this will give you some insight: http://arxiv.org/pdf/physics/0508104v1.pdf
    Post by: phattails, Apr 1, 2012 in forum: Strategy Building

  10. Do you see patterns in Random Walks?

    thanks for the links. From my limited understanding I would say, if anything, the market is multifractal, but then again this would be a more...
    Post by: phattails, Feb 7, 2012 in forum: Technical Analysis

  11. Do you see patterns in Random Walks?

    If you scroll down that wikipedia page you'll see that the "purest" version of a random walk assumes indendent and identically distributed R.V.'s...
    Post by: phattails, Feb 4, 2012 in forum: Technical Analysis

  12. Do you see patterns in Random Walks?

    I won't argue against random walks, but do you think that returns are independent and identically distributed? Also please poke holes in the...
    Post by: phattails, Jan 27, 2012 in forum: Technical Analysis

  13. Do you see patterns in Random Walks?

    Interesting paper: http://arxiv.org/pdf/1201.5091v1.pdf
    Post by: phattails, Jan 25, 2012 in forum: Technical Analysis

  14. Happiness

    Here's some theories (currently accepted) that are supported by research: People have a baseline level of happiness to which they return to...
    Post by: phattails, Jan 24, 2012 in forum: Psychology

  15. Managing and efficiently implementing code

    thanks, I'll check it out.
    Post by: phattails, Nov 11, 2011 in forum: App Development

  16. Managing and efficiently implementing code

    How do you guys organize code that you routinely use? As a non-native programmer, I'm slow creating/finding useable code so I rely mainly on...
    Thread by: phattails, Nov 10, 2011, 10 replies, in forum: App Development

  17. Trading Math - Part I

    I started to write, the I erased and rewrote because I couldn't be concise, so I'll just say that 1) the spread needs to be formalized because...
    Post by: phattails, Nov 10, 2011 in forum: Strategy Building

  18. Do you see patterns in Random Walks?

    What's nice avout normalizing anythig? So u can compare apples to oranges and modelling is a lot easier.
    Post by: phattails, Nov 7, 2011 in forum: Technical Analysis

  19. Do you see patterns in Random Walks?

    Euler's identity.. Hmmm.
    Post by: phattails, Oct 19, 2011 in forum: Technical Analysis

  20. Do you see patterns in Random Walks?

    He's a young guy trying to market himself and his company, so maybe he does have some publications that serve that purpose. But, he hardly seems...
    Post by: phattails, Oct 17, 2011 in forum: Technical Analysis
Showing results 21 to 40 of 103 Next >
Search Again