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I like university lectures. There are loads of video courses on line, here's an example: http://ocw.mit.edu/courses/audio-video-courses/ Going to school and the formality of a class is good. But I have been amazed how cool lectures are when deadlines and exams don't get in the way of enjoying...

I hope I can earn some nerd points here: You can use the "Link to External Data" command to link to the HTML table on a yahoo - finance page. I've got OpenOffice, but it should pretty much be the same steps. 1. Go to finance.yahoo, look up quotes for something, then click "Historical Prices"...

It was the same thing with Windows when Vista came out, they try to do some kind of anti-aliasing or acceleration to improve the gradient edges of the fonts. What happens is the edges lose their contrast and look dusty or blurry like stupid Mac fonts on crummy Safari, totally unreadable. I...

Here's my guess, I think it's true but not sure how to formally prove it: To Prove Statement 1 - the system's equity balance will go up and down, eventually crossing all points an infinite number of times, from the starting point to positive infinity to negative infinity. Let Total Ruin be...

Hi Lucias, thanks, that's it -- chi-square, I think that test will fit this kind of data. I think a chi-square test will detect if there is a relationship in these types of dichotomous values. I'll match up the event-not event scores of the 2 instruments, so each data point is a pair of 0 and...

There might be something with Donchian Channels. They find the lowest and highest points in the lookback period, always struck me there had to be some way to connect the changes to draw diagonal S/R lines. Perhaps from a given point, go forward and connect to the other points that push the...

This has to be too simplistic, I've changed my mind. No overlap would not necessarily suggest a negative correlation, because the null hypothesis probability should be kind of high. I'm not sure of the math, but it might be something like: 22 days 9 events 13 non-event days So probability of...

Hi Lucias, thanks for the response, I suppose if they are plotted as series of 0,1 , I can do "correl()" in Excel to get a measure. As for a scatter plot, I'm not quite sure it would work. Perhaps another way to describe it, the data would be like a time series, with 1's and 0's. So for 2 (or...

Is there a test or process to tell if an occasional, once a day event is related or independent between 2 instruments? To clarify, suppose there is an "event" that may or may not happen in a day, seems to happen on random days. If it happens, it's counted as "event happened"; if not, "event...

I'd like something like a Wii control or DanceRevolution pad, so you have to physically move to interact with your computer. Like in Minority Report, where Keanu Reeves had the virtual files floating in the air and he had to do overacting kung fu hand gestures to navigate through them. The...

Usually a system's results will be in the top 5% of the random entries, but never past it. I'm not sure how to interpret it -- does that mean it's not a viable system, because it's less than 3 sigmas out? Or would a system exceeding the highest random one be a sign of curvefitting?

I made a tool to do something similar. Usually I do 10,000 runs, then it gives a nice rounded distribution curve. One day I hope to get the curve values out and check what kind of distribution it is, I'm not sure they come out as normal curves or not. Usually, it looks wider and flatter than a...

http://www.economagic.com might have something. They are good at charting lots of econ info like this.

I have a question on how these numbers got inserted: If I write out Bayes formula in words, I get (~ means not, obs = observation, hypo = hypothesis): 1) P(hypo | obs) = P(obs | hypo)*P(hypo) / [P(obs | hypo)*P(hypo) + P(obs | ~hypo)*P(~hypo)] 2) P(will hit high | at 90%) = P(at 90% |...

Reading the question above, I get: The particular security is at: 80% <= security price < 100% so: security has 90% chance of reaching high, and 10% chance not reaching high; Of the 10% that don't reach the high, 70% will retrace to open: 10% * 70% = 7% So, given the security is within...

Did you paint that? That's really good, good to have a hobby outside the computer. I read about Bayes theorem in my probability book (http://www.dartmouth.edu/~chance/teaching_aids/books_articles/probability_book/book.html, they put on GNU license so anyone can download and study). The examples...

Thanks for the links, I think now I understand more. According to the first link, a raster is a snapshot of the environment at a certain point in time, then arrange several of those along the time dimension. How could step movements of ticks be an environment at a certain point in time, how...

Does anyone use Octave? It's supposed to be like Matlab but open sourced, and it has some GUI apps for it. I've used it some, wondering if anyone else has opinions on it compared to R or Matlab. Only complaint I have is sometimes it will throw errors which are in the function script, but the...

Thanks for the example. I did a mockup in Excel, based on EURUSD tick data, steps of 1 pip, 1 = 1 step positive, -1 = 1 step negative, ticks that made 0 steps are excluded. Out of 5200 ticks, 255 actually made steps (shown in attached picture). Row width of 26 was arbitrarily chosen (that number...

Thanks for the picture, I wonder if I'll be able to make sense of it. For steps, I noticed I can code them as 1's and 0's, then I can teach my machine some pattern recognition, much easier to code than "open higher than previous low", just type in arrays of 1's and 0's and search through the...