Recent content by axiszen

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    Auto Trading Idea

    I second that. I'd like to hear how things panned out. I have a comment regarding each individual NN which executed only several times (profitable) over the 2007-2010 training database - isn't that sample size statistically small enough that it's not relevant in the future? I realize the...
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    CL Redux

    Setup starting to look like 9am this morning?
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    CL Redux

    Nice call.
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    CL Redux

    Uh. nope.
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    CL Redux

    Do you think 86.45 resistance will hold?
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    CL Redux

    FYI, NYMEX has a moment of silence tomorrow for 9/11 10th anniversary: "On Friday, September 9, 2011, CME Group will observe the tenth anniversary of the attacks on the World Trade Center. As a result, NYMEX/COMEX markets on CME Globex will observe voluntary moments of silence at: 07:46...
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    Do you see patterns in Random Walks?

    What I meant by the analogy is that if you remove the cycles and introduce a random component in time, then you will automatically induce a random response. Another analogy: Imagine the market operated as a sinusoid. We'd all make tons of money because we would know exactly WHEN to buy and...
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    Do you see patterns in Random Walks?

    Maestro: Upon further inspection, I believe your analysis is flawed. My apologies that you ran this against 10,000 cases, because you'll need to redo it. You neglected the critical time component in your analysis. No wonder you've got a "random walk". If I removed and ignored the critical...
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    Do you see patterns in Random Walks?

    Hi MAESTRO, I was wondering if you've given thought to the temporal correlation of the samples - or more precisely the temporal correlation of the deltas (residuals). A purely random (white noise) process is decorrelated from sample to sample, which seems to be the focus of the discussion...
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    $spxa50r

    Sorry for the broken links above. Please copy the whole URL into your browser and that should work.
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    Do you see patterns in Random Walks?

    Hi Maestro: I noticed a key component missing from your analysis - you didn't discuss the temporal correlation of the residuals of each sample. A random variable with no correlation from sample to sample would be impossible to predict motion - regardless of the type of distribution of the...
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    $spxa50r

    Here's a chart for your symbol: http://stockcharts.com/freecharts/gallery.html?$SPXA50R There's also a 200 day: http://stockcharts.com/freecharts/gallery.html?$SPXA200R Here are the other ones I'm familiar with: NYSE: http://stockcharts.com/freecharts/gallery.html?$NYA50R...
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    Do you see patterns in Random Walks?

    I've worked at two national labs and have worked with part time Ph.D. students at both. At my grad school there were no part-timers. But to say part-timer PhDs don't exist at all is wrong. In fact both labs had programs with direct ties to academic institutions to support it's...
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    CL Redux

    Nice one!
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