Recent content by bdixon619

Quote from Perseus: Volatility on the other hand does seem to have a long term memory. Are you sure you don't mean prices themselves? Volatility has the tendency to reverse itself often. I look forward to reading the article you posted, thanks for it. Edit: From the paper (iii) a...

Not exhaustive evidence but I have it in two different ways: price only and (adv/dec issues and adv/dec volume) as a prediction of price movement. But this does not speak to your question of specific price predictions...in that context I would think using a neural net and confidence intervals...

It seems to me you are attempting to equate unpredictability with randomness. Although generating truly random data is diificult...if this is your reason for concluding the market is random I would ask you produce the evidentiary data. Maybe, I've misread your words.

It has taken some time to remember that study as I have deleted most of my files pertaining to market subjects. I had two .pdf's with similar topics one I posted, not the other. I haven't done any reading for awhile in market subjects as I was testing some new software and energetically...

Re: Gold...not my preference but I won't hold it against you, judge not. I would say it is more likely to break up but only can give anecdotal evidence...some analysts are saying gold to the 520's but they are using the square root volatility rule, I think.

please read the two posts by 'jim c' here http://www.elitetrader.com/vb/showthread.php?s=&postid=903707#post903707

hey surfer...long time no see :D

First, all that I posted in that note was an unattributed (uncredited) quote from Niederhoffer's first book. I've waited a long time for the answer to my question concerning the odds in that quote. Second, the context suggests VN is looking at serial correlations of 1,2,5,etc. days...

Some serial correlation coefficients of 1,5, 10 , 30, and 60 day S &P futures prices for the last 6 years mite put the first subjects in perspecitive. They are based on the last 1000 days respectively -0.01, -0.04,0.00,0.00,and 0.00 respectively. I would submit that there is no form of...

I think we do learn from past behavior. We are the most successful easily recognizable sentient life form in this neck of the woods. Greed. Because human activity cannot be regulated as you would regulate a machine.

Okay, thanks for the followup...and an interesting description of your methodology!

to trade you must gain an appreciation for the dancing of the spheres as the market path unwinds...I'm tired and at peace, goodnight.

Deep, lol. When the subject matter is this rugged a golf cart just won't do! I, too, appreciated the style with which that article was written. Sort of connect the dots in three dimensions. Let's see...if I can fog a little inspiration in here...we know the volatility is a measure of...

Hi nitro. Hope things are okay with you. See you.:cool:

One of the best answered :-)