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... and retrace.:D

10:56 AM EST -- Are we still in lateral movement?:confused:

Found a reference to this type of phenomena: http://www.elitetrader.com/vb/showthread.php?s=&postid=1471485#post1471485

ES 06-08 04-11-2008 An attempt to annotate Gaussians is EOD as I am not yet fully proficient with the concept. The area starting with the 15:50-15:55 bar caused an increase in normal consumption of caffeine and nicotine to make sense of increasing black volume in what appears to be a...

Thank you, Spydertrader!

Is this an accurate depiction of thought process when integrating P,V relationship on 5 min with the one on lower fractal (1 min)? Appreciate any clues. Thanks.

http://www.mypivots.com/Education/tools/fomcdays.aspx

Just got to the page in futures journal where you raised flaw related questions.:) Thanks for letting me pick your brains on a subject!

Thank you, Talas. This is what I saw at the time. My logic, which may be incorrect due to being only half-through the futures journal, is that this FTT was not going to be followed by FBO, because the sentiment has changed (Flaws present themselves only in dominant traverses) and we find...

Just curious what do you mean by distribution being more or less stable?:) :confused:

One can't assume away extremes as outliers. Not in the financial markets. Of course, that's just my opinion. I could be wrong.

Quick question.

Thank You, Avi 8! One can always trust a pilot to keep a concise log:D :D

I see FTT followed by channel BO (formation BO) on incr. volume and B\/B. I suspect that as soon as PRV on a bar that started 12:20 and ended 12:25 was showing increase black, which i saw around 12:20:55, it was clear. YM had channel BO (formation BO) on incr. volume around the same time.

How about this one: http://papers.ssrn.com/sol3/papers.cfm?abstract_id=1015987 What Happened to the Quants in August 2007? AMIR KHANDANI Massachusetts Institute of Technology (MIT) ANDREW W. LO Massachusetts Institute of Technology (MIT) - Sloan School of Management; National Bureau...

"Our alternative variable overlay approach takes the 130/30 investment strategy one step further, allowing us to better adapt to constantly changing stock market conditions," said Marek Fludzinski, Thales founder and portfolio manager for the Leros Fund. Exposing 160% of your assets to the...

Mean reversion didn’t just stop working, it actually reversed.

Andrew Lo sold his AlphaSimplex Group. If the MIT prodigy who taught countless quants is running, I’d say the quant boom is over.

While I’m not 100% sure, I also had this channel. If my Gaussians are correct – it helped confirming FTT=>BO with R\/R ca. 13:10-13:15

The trouble with physicists as a whole is that they are physicists first and mathematicians second, often using math tools unaware if the tool is really applicable. Armed with the powerful applicability of the math, and lacking a real understanding of the foundations on which the math rests...