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  1. dtrader98

    Help - Data Visualization Software

    It's worth the investment in time to get to know! http://addictedtor.free.fr/graphiques/ http://www.r-bloggers.com/
  2. dtrader98

    Help - Data Visualization Software

    R (which is free) If anyone knows of a nifty chart or graph that can't be done in R, please post. There's a few I've imagined that do not exist, but most are feasible.
  3. dtrader98

    Do you see patterns in Random Walks?

    Guess I was in sync.:) If anyone following along enjoys reading and is interested in a few good related layman books, I would suggest the following low cost paperbacks for coffee table perusal (no order, but sornette is the hardest to digest without a math/financial market bckgrnd). Sync...
  4. dtrader98

    Do you see patterns in Random Walks?

    I will take a stab at what Maestro is proposing (although I may be 100% off the mark). It is perfectly consistent with my earlier notion of flocking behavior and complex systems moving to order during vulnerable events. Imagine that you represent a time series as a sequence of binary (or...
  5. dtrader98

    Stock plunge... here comes the flood of traders in "distress" pics in the media

    Here we go with the "plunge" headlines again. About 2% across the board-- OMG. If I were doing text based mining, I wouldn't be surprised to see a correlation between the word plunge followed by a further drop in the day. Based upon empirical observations, it seems to be the norm (even if...
  6. dtrader98

    Do you see patterns in Random Walks?

    Of course-- but considering the audience, I'm not so sure many will be able to distinguish differences, even when explained. I do hope people will give you a chance to speak without trying to thrash the thread; you are one of the few people who have added profound insights to my own...
  7. dtrader98

    Do you see patterns in Random Walks?

    I'm glad to see the discussion has evolved a bit and some posters have put aside petty ego conflicts. Maestro, glad to see you are well and sparking discussion again. Regarding Chaos, I've done some studies in this area and came to the conclusion it is not chaotic in the strict sense...
  8. dtrader98

    ES Correlators Quiz

    Pass -- as well, just had fun guessing.
  9. dtrader98

    ES Correlators Quiz

    what is copper?
  10. dtrader98

    Stock plunge... here comes the flood of traders in "distress" pics in the media

    That actually had me on the floor.:D Well done.
  11. dtrader98

    Madoff Whistleblower: Big Banks Are Ripping Off Pension Funds

    Amid all the market volatility and weakness in the financial sector of late, you may have missed this WSJ front page story: "States Go After Big Bank on Forex". The story is about growing scandal in the banking industry centered around banks allegedly overcharging pension funds for currency...
  12. dtrader98

    Massive VXX implosion is possible today

    As far as indicators go, that's a pretty sweet looking indicator.:D I like to think of the sandpile metaphor, you can keep dropping grains of sand and as the pile builds up, there's a certain critical instability threshold to it. Some don't exceed the threshold enough to go unstable, others...
  13. dtrader98

    AI has arrived, at least publicly

    I don't see a whole lot of any amazing new architecture here. The basic practice of putting neurons on a silicon chip has been addressed decades ago by Carver Mead and staff at CalTech. Nor would I suspect that the underlying circuits are all digital. The key, IMO, is more of the what are...
  14. dtrader98

    Math Questions

    Path dependency or path asymmetry if you like. By doubling incremental values of steps in a random (even deterministic) trajectory, the new trajectory measurements at longer lengths will not scale at double the underlying termination measure. Read here for an illustration...
  15. dtrader98

    RenTech: using artificial intelligence to morph one trading strategy into another

    http://intelligenttradingtech.blogspot.com/2010/08/conditioning-systems-on-regime.html Similar concepts here. Less dynamic as it is an illustration, of course. But it is interesting to hear the terminology 'morphing,' I'm more familiar with dynamic, adapting, or evolving.
  16. dtrader98

    Looking green

    Bet that's a relief for those who took a nibble-- was looking pretty bleak earlier.:D
  17. dtrader98

    Es 1168

    1120 looks like a lower limit on historical modeling (that being said, it's not like there's a lot of data pts to model here). Nice exit though, not worth squeezing every penny, IMO.
  18. dtrader98

    Who thinks the Dow is going to rally and rocket up on Monday??

    Looking deeply red at the moment. Captured for posterity's sake for comparison to later in the evening. Not to make any predictions, but it sure feels a lot like the 08 action, IMO. Lots of longs were lulled into buying on positive earnings reports (and prior buy the dip conditioning), however...
  19. dtrader98

    America Is Doooooooooooooooooooooooomed!! Downgrade Tonite!

    http://www.theatlantic.com/business/archive/2011/08/report-s-p-preparing-to-downgrade-the-us-but-why/243192/ Nice to know the select few got the message earlier than most.
  20. dtrader98

    Wow Wow Wow

    Some historical results for S&P500 <= -5% threshold. http://intelligenttradingtech.blogspot.com/
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