yeah except, your posts are so long and convoluted that nobody reads them anymore, and it is just common practice to see when Jack Hershey has replied to hit the "delete" button. You just happened to catch me on a very slow boring night.
Check out University of Washington's Applied Mathematics department. Here's the link: http://depts.washington.edu/amath/ They have a Master's in Computational Finance.
I think the problem with doing a PhD in trading strategies is that likely very little would be original research (usually a requirement for a dissertation). Even if you could do the original research, would you want to publish it ?
You're right, oldtime, I am mostly flat, most of the time. What I do for entertainment is raise heritage breed hogs and make whiskey. To the OP - it's from a few years back, now, but probably still worthwhile to dig up the series of papers/articles from the Penn-Lehman Automated Trading Project.
PhD? Are you serious? Anyone with basic logic skills and deductive reasoning can know how to "clean the market's clock"... simple skills which could be taught to a 9th grader. That's PhD worthy?
I saw an interesting doc on tv. An old family in Virgina has been rasing Berkshires for the purpose of selling their own smoked hams. They have about five acres of woods where the hogs can forage full of acorns (in addition to nomal land.) He says he is now buying hogs from as far away as Illinois, and can sell all the ham he can smoke. But he insists all his producers raise hogs the same way he does. On the other hand, my nephew just about lost the family farm when he and his friends incorporated and set up a hog operation. He bragged to me, "They never actually touch the ground, from birth to slaughter." I must admit it was a clean operation. You ever trade those hogs? I was never very good at it. My grandfather bought them from Heinhold. His grandson was one of the brokers in our office. otherwise, let me know about that whiskey. My ex girlfriends old grand dad (the Haydens) was the original Old Grand Dad down there on the Ohio river.
to OP, nobody's ever done a good study of all in all the time, random entry random exit. the big problem being random randomness is one of the most elusive qualities to actually find there are some old studies of "random number generators" that came out when they first invented computers and everybody just gave up on it no matter what I called "random" you could come up with some reason why it wasn't
Why would anyone read my posts? You have a very good reason for not reading them: they are too long to read. This guy would sure be welcome in Tucson. In a month or two he could look over tons of long logic sheets stemming from a complete paradigm and thousands of pages of annotated charts. From these charts came the strategy for intertwining the five OOE's. Today's ES trades were: bar1 short bar 5 long bar 9 short bar 17 long bar 22 short bar 29 long and bar 32 short A strategy is in use; the strategy is a combo of strategies. notice money is being made and I am posting my trades. This guy wants a break from his job and he wants to write a thesis. He has restricted his choice to a campus where he can be mentored. I made a specific case tailored to what he wnts to learn. I know about what he wants to learn. Please put me on ignore. This will give you a lot of what you want.