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  1. M

    trend following delusion shattered

    And the second....
  2. M

    trend following delusion shattered

    Thanks, atavachron. I just generated 2 graphs using my program and Excel.
  3. M

    trend following delusion shattered

    Wow, that's great atavachron! Can you attach a sample curve?
  4. M

    trend following delusion shattered

    Why would you say this? Surely there are "trends" at work here? What if I changed the 0.65 to 0.75?
  5. M

    trend following delusion shattered

    Happy Easter to Lefty, TSG and Equalizer! Forget about stationarity and everything else. An internet site is holding a trading competition, and your cousin, who happens to be a programmer at the site, divulges the above algorithm with which prices are to be computed. Will this enable you to...
  6. M

    trend following delusion shattered

    Let us abandon reality for a moment. Assume for the purpose of the following academic exercise that we have an instrument with the following underlying market characteristics : Its price curve (discrete) is randomly generated, giving it either an upward or downward bias for n time periods...
  7. M

    trend following delusion shattered

    After 120 pages and still going strong, it is clear that this thread cannot be hijacked, so please permit me this true story. Many years ago, I was relaxing at one of London's finest dining establishments, the type that don't print prices on their menu. I felt elegant in my borrowed tuxedo...
  8. M

    trend following delusion shattered

    So my wife keeps saying.
  9. M

    tampa's Revenge

    Crying here also.
  10. M

    tampa's Revenge

    SFX: Clanking sound of mailman closing mailbox. SFX: Sound of Olympic Men's 100-metre dash record being broken. SFX: Sound of letters being sorted furiously. SFX: Sound of Olympic Women's 100-metre dash record being broken. SFX: Sound of Olympic record for man being wrestled to the ground...
  11. M

    tampa's Revenge

    Would I be considered an accomplice if I sent your wife some piano wire?
  12. M

    tampa's Revenge

    Your usual morning routine, no?
  13. M

    Great Dance songs from the 80s-90s

    These things happen in Vegas. I had a similar experience - the year was 1978, the hotel was the Tropicana and the surprise entertainer turned out to be Liberace. Only by the time the lights started to dim, I was back at the blackjack tables. My cousin inherited a fortune.
  14. M

    Great Dance songs from the 80s-90s

    ... and war pigs. Good taste, wrong years :D
  15. M

    tampa's Revenge

    This will not be resolved by issuing public ultimatums. The quickest way back into the CCI Club is by signing a document I have drafted and forwarded both to you and MAKE-A-WISH, which in essence establishes a legal and financial conduit between your trading account and MAKE-A-WISH's operating...
  16. M

    tampa's Revenge

    So you're the mystery bidder! (Sound of forehead being slapped)
  17. M

    tampa's Revenge

    So they did find the brush?
  18. M

    tampa's Revenge

    This humble lowlife wants to know how it is possible that your missus is capable of sniffing out your well-hidden trading statements, yet till now has not stumbled upon your gift-wrapped (poor excuse for a present) toilet brush?
  19. M

    tampa's Revenge

    And I can hardly wait to see your proctologist's face when you're admitted for a toilet brush extraction.
  20. M

    tampa's Revenge

    I have been inundated with congratulatory PM's from newer members of ET whose attention has been drawn to my journal thanks to your complimentary links. The consensus seems to be that rather than inducing drowsiness, my journal is refreshingly educational and encapsulates the fundamentals of...
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