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In 2005, Citigroup eliminated their inhouse TA dept that was led by Louise Yamada, a high-profile technical analyst. Citigroup publicly stated this was the result of a general cost reduction action, but the backstory is that Yamada's team was making recommendations to go neutral (to cash) or...

Please consider posting your application of the particle swarm method to determine trade entries. Thanks in advance.

Puzzling that Palladium is in a bull market. Pure electric cars like Tesla (supposedly the "future") don't use cat converters.

If you're estimating beta (using Regression, Kalman, or techique of choice) to weight one leg of the pair, how can it be dollar neutral? You would have a smaller dollar position in the higher volatility leg and be volatility neutral, not dollar neutral.

I usually have very good experiences when buying on eBay. But when I have an issue, it's often related to a seller who does not hold the physical inventory and uses a drop-shipper. The seller creates listings for hundreds or thousands of products and then relies on the drop-shipper for...

Fundamental question on ACD for anyone with insights: Since time confirmation is a key part of the entry, why isn't time confirmation used on the exit/stop?

I never heard of the pike press until you mentioned it and I looked it up. Thanks!

Did you add anything to protect against the next lightning strike?

Your speeds are faster than most commercial setups!

Since most weighlifting injuries are to the shoulders and back, I've decided to remove exercises that target these two major muscle groups. They get some limited involvement from other exercises, so they're not completely ignored. I had a minor shoulder injury years ago from lifting, and I...

I see, it's from Seasonalgo. I don't think they deseasonalize the way you describe, they probably use PCA or some other (complex) method. I was thinking about how one could use a deasonalized curve as part of a trade setup. If you can determine the seasonal component of the current price...

Can you expand on how you deseasonalize the curve, or post a chart?

I met him about 8 years ago at an investors conference where he was giving a presentation. He seemed like a very straight guy. He tracks the performance of investor advisory newsletters, similar to what Morningstar does for mutual funds and Barclay's does for hedge funds and CTA's. He takes...

If you had to pick one commodity to trade based solely on fundamental analysis (no technical or purely quantitative analysis), which commodity lends itself most to this approach?

Most brokers offer a free demo account so you can try out their software. Note that modern broker software is a lot more than just execution software to enter buy/sell transactions. Modern platforms offer complex order types based on conditional logic. And brokers also try to distinguish...

Whichever general commodity ETF you choose, be sure to check the weightings of the various commodity categories it holds. Some of them are heavily weighted in one category (e.g., energy) and you're really not getting the diversification you're seeking if you wanted to diversify across energies...

As you can see by my post count, I'm more of a lurker than active poster on ET and won't be recognized by most or all of you. But I've been an ET member long enough to know that only a handful of ET'ers actually have professional experience in the trading industry, usually in Chicago or NY, and...

I finally got around to this (I copy the audio track to my MP3 player and listen while I run). The most entertaining thing he said was describing how women engage with male traders upon first meeting, and the difference between women in Chicago vs Australia. Fast forward to 1:08:30.

Oh, you meant shorting Gold & Platinum, not Gold/Platinum. In any case, good luck with your trade. If USD moves up this week, you'll probably have a nice profit.

I'm not sure if you're being sarcastic about how awesome that chart is? But assuming you're serious and just express yourself with joyful enthusiasm ... there is a slider below the chart you can move left or right to change the days of history used for comparing relative performance. Note...