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    3 other recent papers related to trading ...

    shad0an@gmail.com grazie!
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    Pizza & Inflation??

    Domino's '5-5-5' deal, which was three medium, 1 topping pizzas for $5 each is now a $5.55 deal ... three medium, 1 topping pizzas for $5.55 each. Just an observation...
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    Attention Non-US Residents: Teach Us The Error of Our Ways

    Ironically, this was one of the founding principles of the United States. Our Founding Fathers are rolling over in their graves...
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    Attention Non-US Residents: Teach Us The Error of Our Ways

    The irony of this statement kills me. Don't be so quick to judge ... maybe you should dig deeper into some of your own politicians and see which societies they associate with ...
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    Where can I receive fundamental historical data

    They provide it ... but for a hefty fee. CompuStat quoted me something like $60,000 for 20 years of quarterly historical data on 300 stocks for about 25 different measures (PE, Yield, ROC, Debt, FCF, etc...). Oh, and that was a one year 'lease' on the data. Thomson financial was quite...
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    Fund Formation

    Holy crap, this post is epic. No wonder master's degrees have become the new bachelor's ...
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    A New Undicator: NMA

    Which is probably why the humor is lost on you. Note how the title is a new "UN"dicator, instead of 'IN"dicator. The humor can be found in his very tongue-in-cheek announcement of an indicator he developed. To further his humor, he replaced almost all 'in's with 'un's, to make works like...
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    3 new papers on trading ...

    Me three. shad0an@gmail.com Thanks!
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    Quant Forum - Questions for a Renaissance Technologies Quant ?

    Just off the top of my head ... 1) Advice for study for students who would like to become quants 2) Can simple mechanical systems be effective for small-time traders, or is large amounts of capital required to effectively capture tiny market edges? 3) Are multiple uncorrelated systems...
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    Computer Generated Trading Strategies

    It bears emphasis that a system with four degrees of input that works with great reward over a long period of time is less 'curve fitted' than a system that uses twenty degrees of input with the same results over the same period. Don't mistake 'curve fitted' with 'valid strategy'...
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    Day-Trading 2.0 for small traders

    When I think of traders not applying the KISS paradigm, I think of them beginning with a simple trading algorithm that develops complexity due to their acknowledgment of less probable patterns -- adding layers of sub-rules to identify lower probability trades. Ignoring KISS is adding neural...
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    Computer Generated Trading Strategies

    The benefit of computer generated strategies is not that you will find any one strategy of enormous potential, but more likely that you will find several uncorrelated mediocre strategies that can be combined, leading to lower draw-downs and higher profits.
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    Day-Trading 2.0 for small traders

    I am quite familiar with KISS -- being a software engineer, it is one of my primary tenants. However, I have found this particular rule to not so much be a corollary, or sub-rule, but rather equivalent to any other exit strategy and was simply wondering if TRO had any experience with it.
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    Day-Trading 2.0 for small traders

    Did you find it to be a successful addition, or a hindrance?
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    Computer Generated Trading Strategies

    It has been done, but in different forms. Many system developers find it easier to test correlations between different markets, metrics, and time frames, and then determine if they are statistically significant after the fact. Much easier this way. You might want to look into developing...
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    Day-Trading 2.0 for small traders

    I find comfort in reading this thread, given that I have been toiling away on a system for a while now that is very, very similar to this one. TheRumpledOne -- one of the 'indicators' that I have added to my system is a 'low probability' indicator, which tracks price distance from the moving...
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    Is WAR coming , Again ????

    Please, don't think that I would ever advocate war. But I find that technology is pushed to it's limits during times of war, and those technologies tend to find their way into consumer goods during post war-time periods... Just an observation.
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    Is WAR coming , Again ????

    I don't think anybody denies that the two primary motivators of technology are 1) war and 2) entertainment. War provides an excellent stimulus to the economy ... or at least to certain sectors.
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    What is your personal favourite indicator for daytrading

    My mechanical system is basically this: whenever I enter a discretionary trade, execute exactly the opposite :D In all seriousness, I have been finding simple moving averages to be extremely helpful lately. I think I let my graphs become too complex with all the indicators I was trying to...
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    who are the best mechanic traders on ET?

    More confusing, given the odd coincidence that I generally only post in the Automated and Strategy Trading forums... But certainly funny nonetheless. :D Cheers, Corey
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