ES Journal - 2019/2020

Discussion in 'Journals' started by Buy1Sell2, Dec 19, 2018.

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  1. speedo

    speedo

    trove. Perhaps breaking the day up into finer segments might enable the
    team to dissect intraday pricing information and unearth new, undetected
    patterns. Laufer began splitting the day in half, then into quarters,
    eventually deciding five-minute bars were the ideal way to carve things up.
    Crucially, Straus now had access to improved computer-processing power,
    making it easier for Laufer to compare small slices of historic data. Did the
    188th five-minute bar in the cocoa-futures market regularly fall on days
    investors got nervous, while bar 199 usually rebounded? Perhaps bar 50 in
    the gold market saw strong buying on days investors worried about inflation
    but bar 63 often showed weakness?
    Laufer’s five-minute bars gave the team the ability to identify new
    trends, oddities, and other phenomena, or, in their parlance, nonrandom
    trading effects. Straus and others conducted tests to ensure they hadn’t
    mined so deeply into their data that they had arrived at bogus trading
    strategies, but many of the new signals seemed to hold up.
    It was as if the Medallion team had donned glasses for the first time,
    seeing the market anew. One early discovery: Certain trading bands from
    Friday morning’s action had the uncanny ability to predict bands later that
    same afternoon, nearer to the close of trading. Laufer’s work also showed
    that, if markets moved higher late in a day, it often paid to buy futures....page 135
     
    #28851     Sep 15, 2020
  2. virtusa

    virtusa

    :thumbsup:

    ...eventually deciding five-minute bars were the ideal way to carve things up....

    ...

    Laufer’s five-minute bars gave the team the ability to identify new
    trends, oddities, and other phenomena, or, in their parlance, nonrandom
    trading effects.
    Laufer’s five-minute bars gave the team the ability to identify new
    trends, oddities, and other phenomena, or, in their parlance, nonrandom
    trading effects....
     
    #28852     Sep 15, 2020
  3. speedo

    speedo

    And that was a group of mathematicians and scientists with no prior technical biases. They simply ran and analyzed the data and that was their conclusion. They of course went on to become the largest and most successful hedge fund of all time.
     
    #28853     Sep 15, 2020
    slugar and Spooz Top 2 like this.
  4. Huyang

    Huyang

    I did plan to buy the book, but have not done it yet. After reading you guys' thoughts, i just purchased it, one of examples to demonstrate the value of all of you who have taken your precious time to share your insight and experience. Thank you.
    upload_2020-9-15_12-8-28.png
     
    #28854     Sep 15, 2020
    speedo and vanzandt like this.
  5. themickey

    themickey

    I had to go into stealth mode to see who you were replying to, incase it truly was an idiot whom was on my block list, but alas, no idiot to be seen.
    Speedo, who or what are you talking about?
    train.jpg
     
    #28855     Sep 15, 2020
  6. Since it seems to be a hard point to grasp for some let me once again state that quants generally do not concern themselves with charts.

    The breakthrough described in the book was simply the result of increased granularity going from splitting the day into 30-minute intervals and going down to the 5-minute interval. This was in the late 80s/early 90s and data and platforms were NOT as readily available as today. Far from it. I'm sure they moved beyond the 5-minute interval since then as from what I've learned they do high frequency stuff, too.

    A 5-minute bar is nothing more than the Open/High/Low/Close over a 5 minute interval. A chart is merely the visualization of this data. That's all there is to it.

    When data is put in tables that's when the real analysis can start. Not to mention that there's many other numbers to derive than mere OHLC numbers for proper context and analysis.

    Speedo seems to want to take the mystery out of algorithms and claim they're mostly based on simple price action observations - then references the most successful (and secretive) quantitative fund in history where the founder was a brilliant mathematician who went on to build a team of scientists and great minds to solve the markets.

    I don't think Al Brooks was hired. LOL. :)
     
    #28856     Sep 15, 2020
  7. snowman80

    snowman80

    so jim simons’ secret was the 5 min chart?

    i knew it!!!

    :D
     
    #28857     Sep 15, 2020
  8. tiddlywinks

    tiddlywinks


    That is correct. Technically however, market data is a continuous stream. The choice to "bundle" the data is just that, a choice. Time is one form of data bundle interval. It is up to the trader to give meaning and purpose to the data bundle if used, in relation to the continuous data stream of bid, ask, last, and volume. OHLC does not exist without use of a data bundle.
     
    #28858     Sep 15, 2020
  9. vanzandt

    vanzandt

    I always (jokingly) call you a Kangaroo.... but I forgot about the Dingo's.
    You got a bunch of weird animals down there.
    Are these things mean?
    We have wolves and coyotes... coyotes will take out a domestic dog (they attack in packs) if they're so inclined.
    I mean for real, coyotes can be a problem.

    From now on... depending on your bias as I see it.... you will be designated a Dingo or a Kangaroo.

    VZ knows all. :rolleyes:


    Cute little things...

    [​IMG]
     
    #28859     Sep 15, 2020
  10. vanzandt

    vanzandt

    I'm going full Dingo on any ath's.....
    ... for the record.
     
    #28860     Sep 15, 2020
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