The purpose of this thread is to stimulate thinking. Who cares how long the thread gets... or whether market are random walks. Do you think...
This paper might be of interest: "On the distribution of stock market data"...
In recent years trading has become an activity for engineers.
I've backtested both strategies, there is no edge. That's why you're not consistent.
Replace "true" with "profitable" then. Same problem.
When you study a stochastic process you can't draw conclusions from observing a single run (realization)... Let's say you're studying the coin...
False. However each member of the herd keeps constant distance with its immediate neighbours and follows the center of gravity of the herd....
The path where those patterns were successful was one among many possible paths. No one says you can't find successful patterns... I think you...
:D Off topic, Why would a company prop trade except for scalability issues?
What for do you need a partner?
I see.. I guess v could be measured by # of unique price changes? So you'd measure kinetic energy on 5m,15m,30m,4h,1d and when all measures...
Maestro, I have a question for you. Assuming one can predict with significant accuracy changes in price return, how can one develop a positive...
We can track the flock's center of gravity with piece-wise interpolation. However we'd still need to know when the synchronization is taking...
EC2 might be an option although I wouldn't trust Amazon with sensitive information
You can buy (lease) a small server (dell, hp, IBM,..) and put it in a datacenter. The datacenter will provide redundant power supply and internet...
I understand. I'm backtesting a market timing strategy back to the 1970's where in a given month I either hold a security or stay in cash....
Hi, Do I need to commit my money for 90 days in order to get the 90 day t-bill rate? What happens if I want out after 30 days? Thanks.
How can I know if my data is backward adjusted?
I consider only price changes between two closes (in %) so I should be good if I understand correctly?
I want to backtest a strategy on future data. Can I use continuous contract data as proxy for real trading? Or am I backtesting on something...
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