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Completely disagree on that statement. If anything you are penalizing over fitting by forcing the strategy to work across several markets. That is one form of regularization designed to combat over-fit optimization. The more you adapt it to a specific market nature, the more you likely you...

Vanguard has a few broad market tracking products. VTI is a broad market (total stock market) ETF. http://seekingalpha.com/article/30316-a-guide-to-u-s-total-market-and-broad-etfs

Agree with troubleshooting methods of prior posters (ex scat). It should have little to do with a supply change. Every power supply has regulated (i.e. close to perfectly constant) voltage sources. If for some reason, however, it was power starved (suppose you had 30w and your power wanted...

Along the lines of OP and Random.Capital ... here's a freebee. Just go long SPY Open for 0.1%/trade TP or Exit EOD, with 10% drawdown/trade max. 100% of SPY history backtestable. %win rate is superb 87% commission, slippage, net expectation.. not so superb. It is a very good...

Looking forward to reading thorp as well. Did anyone who read it, find any new stuff on what he's up to?

I wouldn't go so far as to call it a killer. I've used it as an alternate streaming source for a long time (its integrated into most sony streaming media boxes) with few issues. The movie selection is a very small set of older movies (from the 80s to 90s) that is rarely repopulated and paid...

It likely refers to simple moving average based strategies (i.e. if ma1 cross ma2 then buy, etc...). Incidentally, in my experience, SR increases at higher frequencies ... unfortunately, so do commissions and slippage.

I'd say it's a very good observation. Check your PM.:)

Before even choosing any model, I would start by looking at a simple scatter-plot and or correlogram to discern any relationship beyond noise. Once you've determined there is (or isn't) an existing relationship, you can move to the appropriate model. Here's a decent book on modelling...

Binning will filter original histogram somewhat, but if you want to actually smooth it, you can look into kernel density estimation or knn smoothing for non-parametric distributions. Several free implementations are listed at the bottom of this wiki entry...

I wouldn't really approach it by expressing it as a continuous function (or combination comprised of such). Using the guassian (or any known cont. function) PDF will not likely match your curve (particularly in tails and various moments). Finding a continuous function for these types of...

filled.

I've had to deal with the settings issue due to aging and eye strain. Unfortunately, it is an add-on (firefox) -- however, I'm very pleased with it: Nosquint.

@Hugin. Always good to hear your comments. BTW, I always meant to ask; did you get your handle from the bayesian software tool? @jcl. Seeing as you are a forex guy and looking at the types of inputs you used, here's a series of some slightly older, well-written articles you might find of...

http://intelligenttradingtech.blogspot.com/2010/02/prior-introduction-using-simple-model.html Would love to hear your results. As noted by others, but put forth another way, sometimes it's not so much the appliance, but finding and preparing the ingredients that is the hard part. Dealing...

Good insights (all of the prior posts you made here), IMO.:) The only issue I have as a retail trader, is that while I agree there are many good edges present in much lower time scales (superior to higher, such as autocorrelation, for example), the practical issues, like getting filled, size...

Wise words -- well Said.

Although I never observed that exact problem, I did have a similar one, whereby the backlight would constantly dim whenever I unplugged the laptop. I found there was a way to correct for this somewhere in the control panel (power mode?). So you might want to snoop around that area, at least to...

Bingo.

just wow... http://news.yahoo.com/blogs/lookout/texas-scientist-makes-strands-invisibility-cloak-172115865.html