Implied volatility is a better input in correlation calculation.
if you really care, read a book on econometrics. Before you start automating, you should really understand the principles of model building. If...
Re: betting theory Once you start with the basics from the original sources, it's pretty easy to stay on the right track. TSGann... great...
I was very impressed after seeing the presentation they gave. Out of about 10 mulitstrat. firms, that I saw present, they had the best talent,...
So, this was posted a long time ago. It would be more correct if Kaufman used the Law of Large numbers to describe this rather than the Theory of...
I can't think of anything less rigorous than anything that guy has ever published. I can remember trying to duplicate something he did years back...
Why not look in academic publications. Find the original paper and look for publications that use that as a reference.
1) Try running significance tests for your variances. You can't deduce anything without accounting for the return distributions. 2) For your...
Thanks!
The two biggest challenge I have is using my resources in the most efficient manner and knowing when I have enough expertise on a subject to...
Here is another question related to my first post: To what extent can a portfolio map the p.p. space without the input of trading strategies? If...
Let's start with the socratic method, so that we know we are answering the right questions. What is the purpose of a trading strategy? For...
Trading is a stochastic process, so are my buy and sell decisions. If I didn't have to account for liquidity, opportunity cost, anonymity,...
For those who have been trading a portfolio for a while, what do you think is the line that divides portfolio management and trading strategy....
jr07, don't expect to find any decent pro's to look over their shoulder (what's in it for them). Seriously, don't fool yourself!! Try and get...
Does anybody know of any websites that gives all the indexes, etf's, funds, etc. that any given security is listed in?
The intersection of trading systems should be already planned before deciding order execution. If system A behaves differently in the presence of...
An alternative for amibroker is to take the resulting equity curve and put it in excel, index it (so you can compare it to other equity curves),...
I wish you well maestro!
I assumed that MAESTRO was not talking about the trivial that frustrated everybody. I solved for the case where there are 4 different continuing...
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