What is in doubt is whether you will send an actual address to send the program to. What is in doubt is whether you have an decent computer to run it on, not one that is 5 years old. What is in doubt is whether you are bright enough to load the program. What is guaranteed it that the program results will be duplicated in a thread so you can't lie about it. Wollinsky has created his own take on what I do just like many on line have done successfully for years. Those with brains that is.
Likely insuficient to handle the canned data and all the flashing colors/lights that are needed. What else could it be? It took a PhD 5 years to figure out how to program it. Heavy heavy stuff!
My software requires a Dual Core processor, preferably a Quad Core and 4+GB of DDR2 is fine but 6GB of DDR3 is preferred. Again you comment on that which you have no knowledge of. Sort of like you chastising others for doing.
Bravo PL! FWIW, this is the program I attended a ways back. When I was enrolled in the program it was rooted in finance - i.e. the Random Walk was widely accepted. Since then, the program has become based in mathematics and the Random Walk Theory is being questioned. When I was there the courses that are called Computational Mathematics were called Computational Finance. Most of the instructors who teach here are industry professionals and come from firms such as JPM, the CBOE, State Street Bank, and such, so you get exposure to both the academic and real world views. I can't say enough good things about this program. http://www.iit.edu/mathematical_finance/academics/
Hopefully someone like you that likes to post trades and then deletes them before you think anyone can see them, can run it.
Thanks marketsurfer and proflogic for hijacking the thread. Everyone appreciates your banter with one another. Hopefully we can return to the main theme... Regarding patterns, the inventor of stat arb, Victor Niederhoffer, wrote about how he used to test all sorts of technical analysis (patterns, indicators, oscillators, etc.) and he concluded that they didn't work when adjusted for what you would expect from randomness. If you looked only for bull flags in the 1990s and made money is that luck or skill? Was it the pattern or the parabolic bull market? Sure Vic had some trading problems by blowing up two HFs by bell-curve risk management/fat-tail ignorance but he's a smart guy... I think reversion to the mean trades give you an edge if you're hedged against blow up (i.e. find cheap enough options to off-set the tail risk).
Have the mods delete the posts after surf's troll comment. Enough said on that. Niederhoffer's tests were extensive and perfect but they didn't test everything and that is the problem. You can't make blanket statements about anything that is open ended. New stuff is discovered and established daily.
That's cute. Can you bring up a 15 min, 1hr and 4hr chart of that please? We already know candles aren't an option