To note, Markowitz (father of modern portfolio theory) didn't actually win THE Nobel Prize. He won A Nobel Prize - specially, a memorial prize in...
You are confused. I was talking about natural science vs. social science, and the methodology thereof. Don't kid yourself, there is very little...
Chaos Theory is really just that - a pretty name. It's actually a study of a general class of differential equations. Fractals, wavlets,...
It's called data mining. It's like draw support and resistance lines on a chart.
Has everyone thought about doing opening plays with ES? I noticed that ES tend to trend a bit during the first 30 minutes of trading. I just...
I can't see why you would. The spread is HUGE. It's not very liquid. The margin structure stinks. Go with an FX broker if you really want to...
This has NOTHING to do with the randomness of price movement. Win/Lose ratio will explain this perfectly. Your profitablity ratio neither...
1% a day not compounding is 365% a year, and 3,778% compounding. Think about it.
I don't see why it would be any useful than the channels that all instruments are bound to form at some point (even random walk series form...
I'm curious, why should there be any 1-to-1 correlation between the movement of VIX and SPX or OEX? The last time I checked, there isn't anywhere...
Try "the Economist".
Hum..... I think #1 actually went to my highschool..... she's definately in my year book.....
On a related note, does (ES - (X + SPX)), where X is the I-D (whether it should exist or not is beyond me. I'll let the pros settle the ongoing...
I stand corrected.
Actually, I don't think the tick data would be any value. It then becomes a matter of both under and over sampling (sound strange, doesn't it)....
Unfortunately, I no longer have these data. I locked them away in my university account years ago, and haven't looked at them for a long while....
JJ, is the 0.4-0.6 range across various instruments or different time frame for a single instrument (intraday, 5-min, daily, weekly, etc...). The...
JJ, true enough. But the devil is in figuring out what is a high hurst and what is a low hurst.
Thanks for all the replies. I was really wondering why the IB demo is so inaccurate although they say it's the same thing, just delayed. In...
Thanks for the fair warning. I'm gonna test-trade the real data a little more. Thanks for the replies.
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