Recent content by indicator777

I think you're mixing things up. Carver is a systematic trader and there isn't much TA in his methods but it's algorithmic and statistics. TA is used mostly in the sense of visual charting. Not much of TA can be tested due to vague definitions of the formations. If you reduce down TA to a few...

Has anyone used the two down day indicator? I found it intriguing in this article this simple indicator has worked for so long and making YTD 17.5% in SPY.

I can give someone two strategies that have consistently made money for many years but they will probably fail because having a strategy and following a strategy are not equivalent. Only irrational people will put a winning strategy in a forum so by definition the strategies are irrational. Do...

Back to ET after many busy months. I lost some money today in crypto but overall I've made some. China will ban all crypto to prepare ground for their digital currency. BTC and a few others like ETH will probably remain speculative digital assets in many countries except China and India but...

Market will cause most damage and this time it was via short squeezing. After it is done, it may reverse course.

Why do most algorithms require stationary data? This is patently false. Most statistical analysis requires stationary data but there are advanced methods that do not and also you can make the data stationary if you want. What Bandy is saying is surprising because CTAs and especially Turtles made...

I liked Chan's Quantitative Trading but not so much the other two books that came after it. I have also read most of the other books mentioned. Most of these books do not focus on the two things that will happen with high certainty: either you will have to live with a high draw-down no matter...

Great news! By the way, another article in same blog with example where "CAGR drops to less than 8% from more than 20%" Also I found another interesting one using volume to rank sp500 stocks. Bias is high if not considering delisted with artificial gains in the order of 100% for some year that...

Is anyone using Norgate data with historical index constituent series? What is your experience? The data appear useful in avoiding survivorship bias as in this interesting article.

Here is an interesting article from a well-known quant. The 2% Position Risk Rule: Facts and Fiction

NN is optimization scheme. It works well when data are distributed in space, e.g. flowers, faces, etc. This fails when data is distributed in time for obvious reasons but mainly due to data mining bias. A great article that explains this problem is this one.

Crypto beating today.

Can you input external strategy code in RapidMiner to configure best meta-strategy? I do this with custom code someone wrote for me for strategies I get from DLPAL S usually about 50 to 100 for each contract I trade. As it turns out meta-strategies developed by genetic optimization are superior...