Fair Values (Expected Values)

Discussion in 'Automated Trading' started by kalzayani, Sep 22, 2005.

  1. Not all...and Not in the same direction and non Linear
    there is no factor in there.
     
    #11     Sep 22, 2005

  2. Might wanna check EURJPY
    no so in that
     
    #12     Sep 22, 2005
  3. EURJPY 135.3739 135.4089 135.4709 135.7267

    I did..linear and increasing...never any chop in the middle

    May I ask your percetage of correctness across the catogories or have you tracked that?

    Michael B.


     
    #13     Sep 22, 2005
  4. These are stocks that Under ^soxx... (Rec: Buy)
    in the same sequence... Now 10 days 20 and 50 days Fair Values.
    GL to all

    ALTR 21.85 21.95 22.10 22.58
    AMAT 18.24 18.38 18.59 19.30
    AMD 22.13 22.55 23.18 25.30
    BRCM 46.19 47.06 48.35 52.52
    IFX 9.88 9.94 10.04 10.39
    INTC 26.66 26.72 26.79 26.98
    KLAC 49.95 50.31 50.84 52.64
    LLTC 38.25 38.28 38.31 38.42
    MRVL 46.64 47.15 47.90 50.29
    MU 12.40 12.56 12.80 13.61
    MXIM 43.68 44.03 44.55 46.32
    NSM 25.95 26.28 26.76 28.26
    NVLS 26.77 26.81 26.87 27.10
    STM 17.29 17.43 17.65 18.42
    TER 16.02 16.26 16.63 17.89
    TSM 8.61 8.60 8.58 8.50
    TXN 34.30 34.80 35.55 37.95
    XLNX 26.94 26.89 26.82 26.64
     
    #14     Sep 22, 2005
  5. Michael...
    I am sorry I Just don't have a factor ...
    I will Post a figure to use as +,- from these... (Depends on the Period)...
    Not a problem with that!!
    GL to U
     
    #15     Sep 22, 2005
  6. kalzayani,

    Thank you for your threads. I find your methods very interesting please continue...

    sorry for my feeble attempts to reverse engineer your methods. I just am a do it yourself sort of guy...

    Michael B.
     
    #16     Sep 22, 2005
  7. why would this index be a buy?
    I'm Lost...:(
     
    #17     Sep 22, 2005
  8. I appreciate that...Thanks!!
     
    #18     Sep 22, 2005
  9. I just don't see how you can easily predict currencies into the future with so much world news shaping the direction of the currency, daily, sometimes hourly..

    Stocks.. maybe.. look at past performance, last few quarters, projected quarter, etc.. can guess where stock will head..

    But currencies.. I don't know that will be hard to convince me you can predict without knowing ahead of time who will win what election, econ reports, etc...

    Any type of technical computation in my book that is successful would be once you identify a trend, how to maximize the profits trading the trend, or stay out of the trend and wait for high volume range bounds and have technical computations on that giving you indicators... on a daily basis max...


    my two cents
     
    #19     Sep 22, 2005
  10. /
    I could not agree less ...
    Given the assumption "who will win what election, econ reports"...
    has any effect on FX MKT...
    I don't believe that it does.

    Thanks and GL
     
    #20     Sep 22, 2005