Recent content by TradeAsIGo

You are right, I am treading this as a signal process problem. It won't be hard to apply various signal processing technique on the price, however I am having problem figuring out a way to prove or disapprove the hypothesis. In order to test the hypothesis, one would need a control group. In...

Here is a theory. Assuming the price movement of an individual stock is generally affected by the larger market or industry movement. Therefore when applying technical analysis on individual stocks, it would make sense to filter out the movement from such market or industry leaving only the...

motif can you explain a bit more in detail on what kind of histogram one can construct using MACD?

As a novice, I would think using statistical tools such as Kolmogorov–Smirnov test to measure the returns between the expected results from back or walkforward test against the returns from real/paper trading. If the resulting distributions does not match, then something is probably not right...

By fundamental data do you mean company filings? Those are available from SEC websites.