trend following delusion shattered

Discussion in 'Trading' started by hank rollins, Mar 15, 2005.

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  1. the more people that say trend following doesn't work, the more i have faith in it.
     
    #91     Mar 18, 2005
  2. OK... I'll make a deal.

    Show me an realistic single accepted statistical test. Then I would take that "standard of quality"and come up with something and post it.

    Though, I would have to tell you that I wouldn't want to hear a curve-fitted standard. As you may not know, you wouldn't want to put the wrong standard to the wrong kind of nature of systems. I mentioned it on the previous reply to your request.

    Because you are critisizing about trend-following, you should be well aware of the "nature" of the style. If you are not aware of it then you're just a *****, you shouldn't be posting here writing BS.... (You might say you're trying to learn and all the other BS but we all know your intentions are something else... ja ja... no more BS.... One example... Kicking Covel out of your own BB site ring a bell... :D )

    Anyways...

    I would actually want to hear what would be a single accepted statistical testing proof ("fact"). What is the basis? I'm suspecting I would have to start from there... because you seem "irrational".

    So, again, what is the basis of single accepted statistical "fact"?

    PS. Along with it, would you tell me how a statistical proof be a fact. I would be extremely interested. (I'm sure other would too....)
     
    #92     Mar 18, 2005
  3. Oh... hanketsurfer...

    I'll add that out of all the rebuttal you may give, which I can suspect:

    1. Denial.

    2. Linguistics.

    3. He said, she said crap.

    4. Ignore

    5. Difference... ja ja.. sure... that's why you "add" discretion....

    6. Personal attacks. (Well, that would lower your status and would show your lack of knowledge and clarity of your posts so it's unlikely)

    7. Others.

    I'll just say that I'll just ask you how you can "prove" and give "facts" about the market. When it comes to sense of TESTING, I can't see how anything can be "proven"...

    Looking for "proof" just shows... whatever what some poster mentioned about you as a TESTER doing TEST TEST TEST...
     
    #93     Mar 18, 2005

  4. thanks for the post, gann.....how about the goodman independent time series tests or the serial correlation coefficient?

    these are standard measures. apply them to any market series and see what i am talking about.

    here's some software to get you started: http://www.exetersoftware.com/cat/provalis/simstat.html

    :D :D :D :D
     
    #94     Mar 18, 2005
  5. Has anyone ever shown you a single accepted statistical test that proves the existence of a tree? Yet you look outside, see a tree, and accept that it is, indeed, a tree.

    After all the accusations you made about Ed Seykota..... maybe you need to look in the mirror.
     
    #95     Mar 18, 2005


  6. has ed seykota lost his mind ? that was a question, not an accusation. stop posting mis truths about what was said.



    furthermore, your tree example has no relevance to data series or the question at hand.


    :mad:
     
    #96     Mar 18, 2005
  7. Asking the question and defending it further as you did implied your premise. Trying to twist the truth is a ploy that doesn't work with me. It's a path we've been down before haven't we Hank?

    Now... as spring approaches and temperatures rise, they don't rise linearly do they? But overall, for a period of time they rise. I'd bet a can of Diet Coke that you have never been shown a statistical test proving that temps "trend" higher from spring thru summer, but they do. Trends aren't defined by statistical measures.

    Why you have chosen to play the chump is beyond me. You could have gone out on top, instead you've decided to ruin every bit of credibility you once had.
     
    #97     Mar 18, 2005

  8. ok, doctor.

    :D


    asking questions and stimulating discussion on a MESSAGE board is playing the chump ? my credibility is intact, is yours ??

    i have only treated you with respect, why the vigerous personal attack mode? yes, i questioned your methods, etc. ( as you know, i traded similar to you, before my testing and experienced showed me another better way) but never attacked you personally.

    not sure why you are so angry.

    :)
     
    #98     Mar 18, 2005
  9. Didn't you get into a bit of hot water recently for asking questions and simulating discussion on a message board?

    M
     
    #99     Mar 18, 2005

  10. no


    :confused:
     
    #100     Mar 18, 2005
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