As a retail trader, selling premium has no "edge" whatever strategy you employ to pick strikes, and maximizing payoff is optimal. If you can...
Maximizing payoff is the best strategy. Generally, high probabilities come with small rewards, and vice versa. However one calculates probability,...
You may want to study Kalman filters. Instead of doing all the matrix math, just search John Ehlers and "Optimal Tracking Filters."
Payoff = (reward/risk)*probability of win How do you calculate the probability of a win you ask?...
Do you mind sharing your filter coefficients? Try [1,-2,1], which is an MTI (moving target indicator) high pass filter, and let me know what you...
Here is the real reason MA's can suck. MAs are lowpass filters. This immediately implies that price is a complex wave with component waves of many...
Being the insurance company sounds dandy, until you read about LTCM or Supertrader Karen.
What moves the market is buying and selling. That may sound simplistic, but you can't really go beyond that explanation. Trying to find cause and...
The potential snag is pareidolia. The classic example is looking at a cloud and seeing an elephant. Pareidolia - Wikipedia If you can do proper...
This only shows you what was, and not what will be. If you want to be part of the pump, then you have to establish a position before it happens....
I look for the first sign of weakness after the trend has changed in order to enter a trade. Then I usually look to hedge with options, although I...
John Ehlers: Rocket Science for Traders Cybernetic Analysis for Stock and Futures Cycle Analytics for Traders Advanced, yes, but that doesn't...
So how is a flash mob of buyers, with the expressed intent of a short squeeze, like a pump and dump bucket shop, and how is it different? It...
I don't disagree, but "Cup with Handle" like all pattern recognition is subjective. The pattern can be quantified and made objective so that it...
Fine, but how do you quantify Cup with Handle into an algorithm that can be programmed, and used to scan over thousands of possible financial assets?
I like the Box-Cox method of data transformation for normality. Ytransformed = ((Yoriginal^lambda)-1)/lambda see:...
Trying to bring the scientific method and scientific rigor into finance and TA in particular is a good thing. However, anything from the world of...
Why do you think Quantopian is going under? Steve Cohen is tired of funding all the retail quant systems that just don't work or add enough alpha.
For oscillator indicators, look at the work of John Ehlers. Specifically, Automatic Gain Control, the Fisher Transform, and Inverse Fisher Transform.
The attached articles by John Ehlers give you an idea what can be done with adapative EMAs. Btw, moving averages are lowpass filters in digital...
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