Do you see patterns in Random Walks?

Discussion in 'Technical Analysis' started by atlTrader666, Aug 10, 2011.

  1. MAESTRO

    MAESTRO

    Well, "randomness" is not equal to 50/50 chance fair games. It has other properties that are very exploitable.
     
    #721     Dec 29, 2011
  2. Daytrading.
    Also, probability of Streaks itself is Not a binomial distribution like coin toss probability.
    Consecutive heads or tails requires Markov chain analysis and is Not an independent event scenerio.
     
    #722     Dec 29, 2011
  3. Excuse us Sir. You are making many serious statements here without any argument in their support. I never talked about cause and effect and I have no idea how it related to what I said.

    The market is not a RNG. Traders remember their actions and base subsequent actions on previous actions. Investors remember when they bought and know the levels they will buy more or sell. If you think the market has no memory it is only because you think the market is something more than the traders and the instruments involved.

    You tell us how different is the theory of RW than people imagine it otherwise you are just making a lot of white noise with no substance.

    Markets and RW are two unrelated concepts. Universities mixed them because they had to publish papers. No university professor has ever made money trading. Trading is for people with a plan and discipline and that is all it takes.
     
    #723     Dec 29, 2011
  4. If price memory is seen at the daily level, then it is evident in smaller time frames as well.
     
    #724     Dec 29, 2011
  5. ssrrkk

    ssrrkk

    #725     Dec 29, 2011
  6. MAESTRO

    MAESTRO

    There are countless articles on this subject. It has been shown beyond any doubt that the stock market prices have no memory.

    http://press.princeton.edu/books/lo/chapt6.pdf

    Here is one of these articles. You can skip to the conclusions page to get the idea of it.

    In our firm we have also conducted quite a thorough research on this subject involving prices for more than 1000 securities (stocks, futures, etc.) We have come up with the similar conclusions.

    I shall not argue about academics not making any money; who do you think runs all of the successful QUANT Funds? :cool:
     
    #726     Dec 29, 2011
  7. MAESTRO

    MAESTRO

    #727     Dec 29, 2011
  8. ssrrkk

    ssrrkk

    There is no interpretation in my post. I have merely cut and paste the title of the article above the URL.
     
    #728     Dec 29, 2011
  9. MAESTRO

    MAESTRO

    I thought you implied that you agree with the title of the article. My apologies.
     
    #729     Dec 29, 2011
  10. From a Mathematician view, if you flip 10 thousand times, you will get even longer stochastic type 'trend' of consecutive heads or tails...
    Maybe the difference between deterministic and stochastic trends is just a matter of perspective. Similarly, from a behaviourial science view, price has memory long term because more people & consortiums are involved as timeframe gets bigger whereas intraday is like 'the next throw'. The next throw is binomial but a "streak" is markov chain in nature.
     
    #730     Dec 30, 2011