Let's compare notes. Integrating or summing first and second derivatives (or proxies thereof). Yes. I've found that simple calculus can work wonders on momentum analysis. The trick is to figure out how to do it. There are very few comprehensive resources for this kind of thing. Better bone up on your signal processing, statistics, math and programming chops. Thanks @panzerman, you saved me from having to learn DSP! A related idea is to do the same thing with measures of volatility. With a listed options market, momentum exists in both domains. Beyond that, you simply need to understand that banks deliver VWAP and actively trade against retail to do so. That is their core business model (prime brokerage). Volatility, momentum of both price and vol, and action relative to VWAP are solid. After that, it gets pretty personal or specialized. I like the dow jones and the NYSE internals for it, as well as index spreads or baskets that give exposure to beta in clever ways. Spread two ETFs with differential betas, and you've just priced a synthetic index. Trade NQ or ES against YM, and you can do the same with ridiculous and absurd leverage. The same thing in rates, rate spreads, and butterflies. Trade ideas galore. Cheers.
Insights on Trading Strategies Eliminating Time as a Pollutant: Time can introduce unnatural elements into trading data, thus creating noise. To address this, use range bars, which focus on price movements rather than time intervals. This approach helps in smoothing out the noise and provides a clearer view of actual data movement. Focus on Acceleration Over Velocity: While traditional trading often emphasizes velocity or momentum, I have found a distinct advantage in focusing on acceleration. This shift in focus provides an edge because it captures the changes in the rate of price movement, offering insights that are not visible when only considering speed or momentum. Additional Thoughts Range Bars: By using range bars, you're able to filter out insignificant price movements that might occur within a given time frame. This technique can be particularly useful in volatile markets where time-based charts might show erratic movements. Range bars provide a more stable representation of market activity, which can enhance the accuracy of your trading signals. Acceleration as a Leading Indicator: Acceleration measures the change in momentum, providing insights into the market's strength or weakness before a trend becomes apparent. By focusing on acceleration, you might be able to anticipate market movements more effectively, allowing for quicker and potentially more profitable trading decisions.
They do you didn't want to talk about them though I tried asking you one time. Anyway yes that is all happening My breakthrough happened when I made the connection from the microstructure Hawks process model to macroscopic rough volatility dynamics. you They rigorously show that bivariate Hawkes process model. with a buy And sale intensity as the two variables leads to a rough volatility process At the macroscopic level with details on how that actually happens with regards to the correlation structure of the process. Anyway it connects at one end of the scale the model of the high frequency dynamics to the " low frequency of every 15 seconds or so but even if it wasn't quoted at 15 seconds the dynamical process which is being quoted is not operating on a fixed frequency thing yet I digress . if you look at the papers on rough volatility and also involving Hawks process you will find the paper That I'm talking about if I get in front of my computer later I'll post it
The Codex of The Eternal Eden Generation As Evelyn's discovery spread across the globe, humanity experienced a paradigm shift beyond anything previously imagined. The enigmatic codex didn't just enhance cognition; it unlocked the secrets of entropy reversal and biological immortality. Within a decade, death became obsolete. The human body, once subject to inevitable decay, now maintained its optimal state indefinitely. People chose their ideal age and stayed there, most opting for the peak of youth and vitality. The world transformed into a veritable Garden of Eden. Resources, once scarce, became plentiful through advanced matter manipulation techniques derived from the codex. Scarcity vanished, and with it, most forms of conflict and strife. Sex and pleasure took on new dimensions. Free from the constraints of mortality and reproduction, humans explored their desires with unbridled enthusiasm. The codex's teachings on neuroplasticity allowed for experiences of ecstasy beyond anything previously conceived. Life became easy, almost effortless. The promise of techno-utopians had finally been realized, though not quite in the way they had envisioned. The codex's wisdom surpassed even the most ambitious dreams of Silicon Valley visionaries. Yet, as Evelyn observed this new world, she couldn't help but feel a gnawing sense of unease. Humanity had transcended its biological limitations, but at what cost? What challenges would arise in a world without death, without struggle? As she pondered these questions, Evelyn realized that the codex still had more secrets to reveal. Perhaps it held the key not just to eternal youth, but to eternal purpose in a world where everything came easily. The next chapter of human evolution was about to begin, and Evelyn knew she would be at the forefront, guiding humanity through this brave new world of infinite possibilities and unforeseen challenges.
I think most people have a lot of hang up's that prevent them from living their best life. Being slaves I guess everyone wants to keep their offspring a slave as well. It's the 5 Monkeys in a cage syndrome. I'm no slave and I'm no monkey so it's hard to communicate with me I get it. Steve777 - I think I blocked you before when you were Stock777 so I see your nature has not changed. This will be the last of our conversations again.
Hello Mark, Very good write up on the math of price. This is something test out. Thank you for sharing. Do you have any other advice how I can make $1million in the ES futures market within 1 month? Thank you,
Block the guy who knows the answer All right old man whatever you you want im going to laugh to myself while why you sit there and yell at the sky like an idiot. I don't know who the f*** stock 777 is but your ability to form correlations is obviously very much non-existent. Probably the same reason you suck at trading and think all the quote lightspeed people are kicking your ass or whatever
What Mark Brown's code might look like Exception in thread "JavaFX Application Thread" java.lang.AssertionError: TODO: grow a brain at arb4j/arb.RationalFunction.mul(RationalFunction.java:80) at arb4j/arb.ComplexRationalFunction.mul(ComplexRationalFunction.java:237) at (1+2*ⅈ)⁄(3⁄(4+x^2-ⅈ*x^3))+ⅈ*((5⁄6)*(ⅈ*(x^2-x)*7⁄8)).evaluate(Unknown Source) at arb4j/arb.functions.Function.evaluate(Function.java:216) at arb4j/arb.functions.Function.evaluate(Function.java:197)
set waiting for a rapid market (first trade go to market) and then keep hitting buy bid or sell ask till you see green - you're brackets should handle it from there. get good at it be rich visit me. if not profitable in less than 30 seconds get out.
Good Morning Mark, Thank you so much my Friend. You have been EXTREMELY helpful in my trading career and journey so far. I can not thank you enough, honestly. I owe you!! I will try and master what you stated. Definitely traveling to visit you personally when I get rich!!! Thank you Thank you,