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  1. J

    Puzzling over a “Little Big Bang”

    not true. each massive object has its so called "schwarzschild radius". if you compress the object beyond that radius, the object will turn into black hole. for example, earth's SR is about 9mm, if i remember correctly. so in theory it is possible indeed to create black holes using particle...
  2. J

    Missing a few days S&P e-mini charts

    don't know about charts, but T&S data (that can be used to construct charts) is available here: http://www.cme.com/ftp.cfm/pub/gtime - jaan
  3. J

    Buying a Moving Average, Part II

    not really. what you effectively want to do is to buy the 13 day average whenever the price of the last day ends up higher than the MA. in order to do that you need to predict the last day's price 12 days in advance. - jaan
  4. J

    Jim Roger's Article on Greenspan

    i'm OT here, but neither radio nor television were products of QM, simply because, initially, they did not use transistors nor anything else related to QM. in addition, i seem to remember that transistor was invented before the QM-properties of semiconductors were researched, so it would be...
  5. J

    Anyone program their own systems/program?

    yes. yes (been live for 2 years). we did experiment with nets and GA, but eventually found them to have serious curve-fitting problems. at least in our particular case. - jaan
  6. J

    Realtick problems

    yes. at 10:07 EST the quote feed simply stopped and has yet to resume... nice to know we're not the only ones having problems though. - jaan
  7. J

    Random Rants and All the Other Goodies

    nice answer, lol :) - jaan
  8. J

    Random Rants and All the Other Goodies

    at the moment, there are 32895 posts on ET that contain the word "trading". based on this, i think it is safe to say that there are definitely less than 1 million posts on ET in total. thus, according to your ratio, it follows that there are less than 100 posts on ET that qualify as...
  9. J

    limit to max spread?

    yes i'm sure i'm missing the details. what i wanted to point out however was that, no matter how good the telco infrastructure of the offshore island, you cannot use it for your style of trading anyway. unless you leave the arbing servers in chicago that is. - jaan
  10. J

    limit to max spread?

    well, i remember you boasting on another thread how important each millisecond is to your style of trading. if that's true, then the answer to your question must be long island, because for each 300km you move away from the stock exchange you lose at least 1ms. that's the speed of light, you...
  11. J

    ES Volatility Study

    ...unless you fully automate your system, which aphie is perfectly capable of doing. whether you want to call a few excel graphs a (useful) study, is of course another question. - jaan
  12. J

    Trading is a zero sum game

    not really. zero is the flipside of infinity indeed, but that - more often than not - also means that the complexity of infinity gets "flipped". in fact, in mathematical calculations/theorems, zero is usually a good omen of upcoming simplicity and elegance. whereas, whenever an infinity...
  13. J

    Markets and randomness

    correct, but this only applies to your very narrow definition of "movement". in effect, the only thing your test demonstrates is that "if you only know today's price of a security, then there's no way to predict tomorrow's price with better than random probability". this does not mean...
  14. J

    Trading is a zero sum game

    heh, i would say the opposite is true: in theory, the creation of value through labor makes the stock market a positive sum game in the long run. however, for us short-term traders, the market is close enough to ZSG in practice. you're forgetting dividends. if you want an analogy from physics...
  15. J

    Trading is a zero sum game

    that's correct. i was just humbly pointing out the error in your original definition: ...as the ZSG does not require that winners and losers "match up" one by one. only the sum is important. - jaan
  16. J

    Adaptive System vs. Curve Fit

    what you are implicitly assuming is that the optimum value, as a function of time, has a strong low-frequency "signal" component and high frequency "noise" component. by limiting the daily change of the parameter, you are effectively applying a low-pass filter. whether your parameter...
  17. J

    Trading is a zero sum game

    if that was the definition of ZSG, then poker with more than 2 players would not qualify as ZSG, because the distribution of losses among losers is rarely identical to the distribution of gains among winners. for example, imagine a poker game of 4 participants where three people win and one...
  18. J

    The infamous "Blackbox" Theory

    not necessarily. we trade a profitable, 100% mechanical system, yet nobody in our group has any discretionary trading experience. instead, what we did was to develop a custom simulator, and then reasearch different strategies. we did start at well known TA indicators, yet ended up...
  19. J

    Traders beware island scam

    sure, but as i understand, by that you initiated the process that, at some point, involved ISLD calling the other sides of the trade, asking them for a bust. do a search on this board -- many traders here have gotten such call. also, i don't think you can rule out the possibility of the other...
  20. J

    Regarding the Existence or Absence of God

    interestingly, communism in SU had many attributes of a religious cult: prophets (lenin, marx, engels), sacred literature (lenin's works), notional paradise (upcoming communist society -- the current one was called "socialist"), inquisition of non-believers (over 70 million killed, iirc). of...
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