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  1. Z

    Statistics class today : Am I correct or is my teacher?

    I don't know, I'm still working my way through my Probability book. But I'd guess, Sample Size bias, or something named like that. I'd imagine it as, take it to an extreme case: suppose one person got a sample size of 46 of the 50 crystals, then the remaining 4 people got 1 crystal each. Then...
  2. Z

    Do you see patterns in Random Walks?

    Thank you for the response, it offers data to suggest that I may be learning something from all my self-study, I'm happy. Ok, so n-time series space, flocking behavior with splines, % steps normalization, random walk with a dispersion rate of something, volatility clustering, kurtosis and...
  3. Z

    Do you see patterns in Random Walks?

    Thank you for the answer, I'm learning a lot in this study. How about this: I may have had the wrong intuitive model up to now, I've envisioned the "flock" as all the participants on a particular instrument, and their action results in the prices on the chart curving around centers of gravity...
  4. Z

    Do you see patterns in Random Walks?

    Sorry for the super-basic question, and thanks for your patience: is the flock's "center of gravity" the data points to which the spline is fit, or floating in space in the middle of of the curve as it moves from one data point (to which the spline is fit) to the next, as a type of "strange...
  5. Z

    Do you see patterns in Random Walks?

    I don't know, the only apparently non-random process I can think of is my simple function in my program. I know the 2 or 3 inputs, I can check they are inputs I like, I know all 5 steps in the process, and the output is 100% predictable over many instances. Extrapolate this to the real world...
  6. Z

    Use Prison labor to replace offshored chinese production.

    I recall an article from a couple years back, I think some prisons do this. But they are call centers, not factories or production. So it's kind of the same idea, but probably replacing India or the Philippines. http://www.npr.org/templates/story/story.php?storyId=4505278 from article...
  7. Z

    An Interactive Backtesting Development Example

    Sorry Argent (or anyone to answer), don't mean to catch you off guard with a serious response, it's just my sense of humor is not very good; people usually don't laugh at my comments, just respond with dirty looks I'll describe-code this instead of real code, because my app is in C#, not...
  8. Z

    Do you see patterns in Random Walks?

    If price distributions are not normal, with fatter tails, wouldn't that suggest "the mean" as in some sort of average is undefined and meaningless? I ask because I've learned, and currently trying to intuitively understand, "Cauchy distributions (with fat tails) averages and varinaces are...
  9. Z

    A Commodimetric Approach to Trading Silver

    That's it, of course -- using a deadband combination of the highs and lows. I recently posted a study proving to myself that the summarization of price action over a period of time into a single bar resulted in widely varying opens and closes, depending on offsetting the sampling period. The bar...
  10. Z

    ET as a Special Case of the Turing Test

    I've always felt the urge to, but change my mind at the last minute. Ok, I've changed my mind, in response to the question of "how to hedge ... so if I call 911 someone comes?": this is some kind of think-out-of-the-box quiz, deadbroke used to ask these all the time too. They're good fun. I...
  11. Z

    ET as a Special Case of the Turing Test

    I .... edit On second thought, I would like to remove my comment, it does not contribute much to the thread, it just sounded cynical. Sorry.
  12. Z

    what test for 3-4 variables predicting an outcome of 0 or 1

    Wow check this out -- no need for octave, use this page instead: http://statpages.org/logistic.html just copy and paste your data into a box, and it generates a bunch of stats for you. Much easier than figuring out how to do it, but drawback is extra effort required in choosing what data...
  13. Z

    what test for 3-4 variables predicting an outcome of 0 or 1

    Hi black_diamond, thanks for logit regression, that sounds like the best one to use, based on summary from: http://en.wikipedia.org/wiki/Logit_regression I didn't mean to disregard your post -- just that I spent yesterday starting from the beginning, studying multiple regression. The logit...
  14. Z

    what test for 3-4 variables predicting an outcome of 0 or 1

    If anyone's interested, here's what I've found so far: In QTOctave, it's got "regress" function, which does a multiple regression. But, I'll have to study some more to make sense of the values it returns. Looks like it gives an F score, to help determine if the multiple regression is...
  15. Z

    what test for 3-4 variables predicting an outcome of 0 or 1

    thanks for the leads -- these sound like models or tests close to my case.
  16. Z

    what test for 3-4 variables predicting an outcome of 0 or 1

    I think the target math is some form of multiple regression, like a linear regression but fitting a line to n-dimensions instead of only 2 dimensions. Hoping there may be a name for it, or a name for a better process. case: - time series, in days - an event occurs or not for a given day...
  17. Z

    Question for Traders Who's Main Income Comes From Trading

    I've found in paper trades, my stops hold. In live trades, it's like they take on magnetic properties and attract the price. So, it's necessary to place them farther out and exit manually. Then there is extra slippage between the intended stop, when I actually click, and the price it actually...
  18. Z

    Annoying Commercials

    iPhone - iPad - Apple anything.
  19. Z

    Request: Ban bearice for trolling

    Could moderators do a warning or workaround for his threads, like change the font to pink, or put squirrel and bunny icons next to them? Then ETers will know if it's a regular thread before clicking on it, or they can choose a bearice thread on the weekends when looking for a good laugh.
  20. Z

    non-linear optimization payout matrix for pitcher vs batter

    Thanks MGJ, that picture looks like what I was looking for !! So I suppose the payout ratio could be the batting average, ranging from .4 to .25. (These figures would probably change by batter). Those figures are the probability for the outcomes of strike out vs hit. In that case, I think...
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