Recent content by jacksmith

I was told that we cannot predict the market movement, but we can still predict the volatility of the market, if so, can we profit from the prediction of volatility ? Thanks.

One common story I had heard about trading system is that, Successfully backtest for 3 year's data, yet the system blows up in 3 days, what causes this ? Thanks.

Hi, All: Just curious about the typical profiles of EilteTrader's users ? Are you: A: An amateur individual investor B: A professional investor working for a firm C: Not an active investor D: Non Of Above If answer is D, then what do you do ? Thanks.

which are some predictive indicators ? Thanks.

Does this mean TA is for short term / high freq trading ?

then how to find dependence of Nat gas and weather ?

I know basic statistics very well, correlation, covariance, joint distribution, etc I do not know Factor Analysis, Principle Component Analysis, etc.

I assume that oil price partially depend on weather information. Since future weather is predictable to a large degree, I figure that if we can find the “dependence” of oil price against “weather”, we shall have some edge. Then, these are two sequences of data. One sequence is the...

Are oscillators & indicators part of TA ?

Hi, All: In your trading strategies, do you think if it is good to mix TA (Technical Analysis) with FA (Fundamental Analysis) ? or these two shall not be mixed ? I think one assumption of TA is that all fundamental information has been included in price. Thanks,