Recent content by luxor

I do like Ehler's supersmoother. It's supposed to be used in conjunction with his high pass filter (he calls the whole thing the roofing filter), but I've never gotten it to to work. The R code is below, but no matter what time series I add it to it, I only get zeros. roofingFilter <-...

I surmised long ago that Bezos aimed to be the richest man on earth someday. And no doubt he will. However, his net worth will still be peanuts compared to Rockefeller or Carnegie back in the day ($400B in today's dollars). I saw an article recently how the one who will become the world's...

I don't trade with them, but they use the DAStrader platform, which is pretty good. I also know the owner a long time and he's a great guy. If you have any issues I'm sure they can be addressed quickly.

Random fellow? That's the smart dude that runs Renaissance Tech hedge fund, co-created String Theory, and is a multi-Billiionare.

Interesting Stanford paper: http://cs229.stanford.edu/proj2011/BrownMundkowskyShiu -PredictingIntradayPriceMovementsInTheForeignExchangeMarket.pdf Basically, the authors backtested a forex strategy using only the bid and ask sizes at 1 second intervals and achieved a very high predictive...

I'm 100% mechanical and it took me years to figure out something that worked. Since I can't program luck or intuition, I have to rely on numbers and stats. So these are some of my rules: 1) Trade only with a major trend. Use a short average (like 15) and a long average (like 50) to see...

After playing around with dozens of indicators over the years, there IS something different about Williams %R, although I haven't yet found a way to use it in a trading system consistently.

I LOVED Trader Monthly magazine (I wonder what happened to the editor, Magnus Greaves--now that's a great name). I felt rich just reading it. I'm trying to collect all the issues (doing the same thing with Omni magazine from the 80s.) Does anyone have TM issues they care to part with? PM...

I've tried it on forex, and works great in overnight session if things are quiet. But goes crazy during London/NY overlap. I'll have to try it with futures too.

Exactly. My system always ends up on the opposite side once the trend starts, so it gets stopped out.

I have the opposite problem to most traders. My mechanical system works great in chop, but fails when the markets go into a strong trend. Are there any good trend indicators or formulas? I've tried all the usual suspects but can't find one that can get me out fast enough in a strong trend.

What incentive will there be to work harder? What's going to happen when someone feels they deserve a raise?

I've always liked Jimmy Johns...definitely get your food faster than at Subway. Had one in my college town that sold their leftover buns after 4pm for like 25 cents each....great for a poor student.