RBS report is a hoax or what?

Discussion in 'Trading' started by bashatrader, Oct 26, 2010.

  1. This isn't new, as there have been a few academic papers on the subject in the past... In reality, these things are not exploitable.
  2. Well, the report I mentioned was based on simple signals from full and new moon. Huge increase in returns they found.
  3. Haha, no wonder they're broke - they really couldn't find 1 thing more productive to do than that.

    -Guy who realizes irony of his own post
  4. ronblack



    I have a feeling something is fishy with that paper. I have no time to analyze the results. Here is an analysis from a blog with examples that indicates no significant advantage was gained when moon phases were used to trade SPY

  5. BigSalad


    Chinese academics are less than stellar - they have a pretty bad reputation for cooking up numbers, using selective bias and copying previously published work.
  6. Maybe so but there is a lot of cooking everywhere, from physics, to corporate accounting to whole country budget deficits, inflation and unemployment. The only thing is that governments are allowed to cook officially.