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Try OPTIONS TRADING: THE HIDDEN REALITY by Cottle. Some advanced ideas, but you should challenge your understanding of options markets and analysis before putting too much of your money at risk.

Here is an even simpler algorithm: Buy if price has closed down 7 days in a row and is above the 100 day MA. (vice versa for shorts.) Now there is nothing magical about the numbers 7 and 100, but the concecpt is the same. The MA defines the trend, and the down closes define "temporary"...

The price change distributions of most financial instruments are platykurtotic (ie fat tailed.) Some of the more sophisticated econometric models do attempt to account for kurtosis, and skew. Skew and kurtosis exist because of swan events, fear, greed, insider knowledge, fraud, etc Markets...

Here is Taleb's startegy to deal with swan events: Invest your bankroll in t-bills, and use the interest income to buy deep OTM options. In essence, take no risk and take enormous risk at the same time. The only problem with this strategy is that it's not been documented to either work or...

Achilles28 explained it the best. For more detail on the Federal Reserve System and fractional reserve banking, read "The Creature From Jeckyll Island." Fuck Keynes and the Fabians (look it up.) Of course the other problem is that our money is fiat currency. For a stable banking system...

Keynesians are really Fabians at the core (look it up.) What is needed in addition to what has been stated here, is the end of fiat currencies and fractional reserve banking.

Folks, you can make ANY moving average have zero lag by just a few simple steps: Step 1: calculate MA of price Step 2: calculate the MA of the first MA using the same parameters Step 3: 2*MA1-MA2 = zero lag MA

You are somehow not doing the math right. Search for Rocket Science for Traders by Ehlers. He will break it down in detail for you.

And I'm trying to tell you that there really isn't any advantage. You can make any MA zero lag if you wish by using the above technique, but one zero lag MA is probably not better than any other zero lag MA.

Getting a zero lag moving average is easy: Step 1: Calculate a MA (any MA) of price Step 2: Calculate a second MA of the first MA using the same parameters. Step 3: 2*MA1-MA2 = zero lag MA However, having a zero lag MA doesn't give you any better performance as an indicator than any...

Look up work of John Ehlers if you are interested on low pass and band pass filters. Now, a filter is just an indicator and not a complete trading system or methodoligy, and an SMA is a lowpass filter. Also, it doesn't really matter what parameters you choose. When you back test, you will...

Look up the writings of Robert Tompkins. This spreadsheet is from some work he did on German Bund data I believe.

Price change depenencies are a result of human actions in the financial markets (or computerized actions as programmed by humans.) These dependencies introduce skew and kurtosis in the distributions of the time series. Many very smart people have failed to develop an econometric model of...

If you import any financial time series into Excel, and run the descriptive statistics function, you will find all distibutions have some degree of skew and kurtosis. There have been plenty of folks with Ph.D.s and even Nobel Prize winners who have failed to develop an economic model that comes...

You could also look at using a bandpass filter. John Ehlers is the man to read for using digital signals processing in technical analysis. However, one of the main arguments against DSP is that the market is all signal and no noise. That is for you to decide.

Keynes was a Fabian after all. http://en.wikipedia.org/wiki/Fabian_Society

I'd like to see America move away from a fiat currency and go back to the gold standard, as well as do away with fractional reserve banking. Yes it will dampen (but not eliminate) growth, inflation, wealth creation etc., but will make our financial system more sound and robust. Also, I think...

Ironic that her last name is Marx.

" Yes, Debt = Money. No debt, no money. Griffin calls it the "Mandrake Mechanism." http://en.wikipedia.org/wiki/G._Edward_Griffin

Have a look at these tools and see if any may be helpful to you. I've not used any of them, so no critque from me. http://www.computerworld.com/s/article/9215504/22_free_tools_for_data_visualization_and_analysis