Recent content by dirtybrown

no quick answer on that as i need to go back to work. There are several other charts including macd and stochastics done on the spread ratio that seem to make it pretty intuitive when to enter. After the initial fointegration test, you look at all of the chart studies together. Will post...

Yes, residuals must always tend back to 0. This is what makes it different from a spread calculation, such as the arbomat implementation done by 7bit that sends forex data from metatrader directly through R, then plots a mean reversion. Because it's a spread, no guarantee it will go back...

residuals are the difference between the predicated vs. actual values from the market.

Z score chart of nzdusd // nokjpy. Here are some terms for those new to this form of quantitative analysis, I am still learning: Glossary Autocorrelation Autocorrelation is used to identify an appropriate model in studying or analysing a time series. Autocorrelation answers the question...

http://arb-maker.com/screenshots Anyone interested in cointegration? Free 2 week trial looks pretty generous. ..More to follow. :D

Anyone tried this? Neural net's make a lot of sense to me because they are based on price action, even if it's using indicators.. price dictates what is used... anyway I heard you can also get access to a skype room if you register through here...

I'm not done

:) well I've spent the last year doing forex trading, following many different markets and seeing them degrade so quickly in unison is enough to convince me going short is the best place to be.

good point, a lot more flexibility with the ETFs. have you used them?

Can anyone recomend bear market mutual funds? also, I remember hearing something about mutual funds comprised not of stocks, but of other mutual funds. anyone hear of those?

its just technical levels breaking down, Asian session is slapping it around like a bit*h

I am just starting to demo trade oil spot contracts. As a person who has traded equities and forex the volatility in crude is just unreal. Have a squeeze indicator on the chart along with some momentum indicators. Since I have a dayjob that requires most of my time, my goal is to trade is just...