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    Article in Forbes about TA

    I found it interesting from many angles. http://www.forbes.com/sites/johnnavin/2016/12/31/why-some-technical-analysis-may-no-longer-be-effective-an-interview-with-michael-harris/#74e995e75e79
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    Some thoughts on Nassim Taleb and risk

    He has you all talking about him. That is alone huge success.
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    SPY alternative with cheaper share price?

    Good points made here.
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    Machine Learning Algo for Trading

    Here is an interesting simple approach and basic R code. You can use your own attributes and the code to get you started after you download the R package. You do not need the DLPAL software attributes to play around. The code is well explained. Good point also about ML being GIGO. I think the...
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    99.5% fail because trading is too simple, easy, and too boring

    Main reason most traders fail because they stubbornly get involved in too efficient markets like the ES futures S and forex that were designed to benefit market makers. Michael Harris has detailed analysis in Chapter 4 (if I recall correctly) of his book <Fooled By Technical Analysis> that...
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    Could Metatrader steal data?

    and what does the book say? :) Make a good google search...
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    Market is unpredictable. Swing is predictable.

    Since when, last week? :)
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    Could Metatrader steal data?

    What these programs MAY be doing, platforms like quantopian do it openly by inviting people to develop their algos with the promise that they will be kept secret when in fact no one will ever find out in case they use them. No serious trader will put code on a program that calls home because...
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    ?Artificial Intelligence, Machine Learning, and Deep Learning?

    It is not known what role consciousness plays and that is not understood how it works.
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    Does SVM work? Pointers to SVM trading systems examples?

    I guess Grtz Danny is rich by now having retired on profits from fine tuning LIBSVM for stocks:) Maybe it is true. I am getting the new DLPAL product from price action lab with PRO option announced yesterday. It does feature construction from price history that are not so well-known to the...
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    When the risk in trading is justified...

    Probably you want to ask when trading risks are justified. Risks are not justified, they are managed. if you manage risk well, then it is justified.
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    ?Artificial Intelligence, Machine Learning, and Deep Learning?

    The problem with machine learning in trading is how to reduce it to practice without doing trivial classification of known indicators and patterns being used by many noise traders. A GP engine can be used to evolve systems based on these indicators but the results will always be questionable and...
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    The Skewness of Commodity Futures Returns

    Some destroyed traders in 1987, 2001 and 2008 would like to hire you to remove the outliers for them.
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    Why did trend following work well in commodities in 1970s but lost effectiveness later?

    "The world authority on trend following Mike Covel" 1000 x LOL
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    Does SVM work? Pointers to SVM trading systems examples?

    Grtz, if you are still around I would like to know how your ML research/trading is doing. I spent a month learning SVMs and doing all sorts of tests with LIBSVM and MATLAB for ETFS and stocks (SPY, QQQ, GLD, TLT, AAPL, AMZN and others) Features included ROC, RSI with various lookback periods...
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    Quantopian

    Steve Cohen = big hedge fund. Just invested $250M in Quantopian algos. They say they will use the best algos from the database and promise a cut to developers, Remember that most get only once or twice in lifetime to discover true edge. Why would you want to risk that? You can develop the...
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    Optimization and Walk-Forward

    + 1000
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    Is TA broken due to Fed?

    This is an article that discusses this possibility. I don't agree that it's not working, I think HFT has impacted TA but it still works, you just have to be smarter than in the past when applying it. Any comments about the head and shoulders in SP500 dismissed in the article?
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    defining "edge" with discretionary trading

    This is more like random discretionary trading with confirmation bias. You may want to consider quantitative discretionary trading. There is a blog with some articles on this style. I find it interesting but it involves some amount of work not everyone can or may be willing to put. These are...
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    Quantopian

    I see no advantage using quantopian as compared to Tradestation or NinjaTrader. I see a big disadvantage in fact because as they admit the reason they designed the platform was to put others discover profitable algos and profit after giving them a small cut. Only irrational traders or traders...
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