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It does prove that it's not too difficult to find a perspective for observation that gives evidence to support a conclusion. I'm sure observational evidence in the Middle Ages bolstered the theory that the Earth is flat. In fact when I look at the window it appears to be very flat. I can...

An idea.... however that requires a lot of work...posting on a set schedule. One may be out to lunch, on the phone or in the restroom at that specific time. If you fail to post the stats get all messed up. You are only likely to find 4 or 5 people here willing to commit to that kind of on-going...

Ok, but if the group is serious in discovering something, lets actually do something concrete in contrast to intellectual posturing and tossing theories around. This is entertaining and sometimes educational but you can't deposit a theory in the bank. Profits on the other hand can be converted...

Jack, Many thanks for an intelligent and though provoking post. At times this forum can be a bit like observing celibate clerics giving marriage consoling advice. It may seem to make some sense but in the end you know they haven’t any domain experience. Jerry030

What you have to understand is that the markets aren't random in the classical sense of the term or to be more precise they are non-linear systems that exhibit both apparent random and probabilistic behavior. If they were random in the classical sense of the term, consistent long term...

Surf, Glad to see you could make a reasonable, logical post. We have a difference in philosophical style on the nature of the universe: You) It appears you rely on what others tell you to formulate your perspective. Some would call this indirect information since you have now way of...

Do you have the skill to post something conclusive or offer a useful concrete suggestion or are you limited in skill to dismissive remarks only. If you don't like the thread I vote that you be permitted to leave it. All in favor? Jerry030

I agree 100% all you need is OHLC as input and then trasnsform that into predictive elements.

Try this one on for size... http://citeseer.ist.psu.edu/cache/papers/cs/4959/http:zSzzSzwww.ge.infm.itzSzeconophysicszSzbibliographyzSzlo_mck_88.pdf/lo88stock.pdf Stock Market Prices Do Not Follow Random Walks: Evidence from a Simple S p e c i f i c a t i o n T e s t Andrew W. Lo A...

ProfitLogic....check your ET account for a private message.

No, Chicago a bit west of the CBOT and CME. The story is from Wired Magazine.

I would agree that there is randomness. It's a chaotic system which oscillates between totally random and probabilistic behavior. The trick is to distinguish between these prior to making a trade. One method I use is to calculate the correlation coefficient of the predicted behavior of market in...

I don't have time to actually run this for you but I'll guess that somewhere between 200 and 2000 observations would give you some good confidence levels, depending on how you structure what you want to prove and the level of confidence required. Similar work in pharmaceutical and consumer...

It depends. Is your edge and hence a rate of return several standard deviations from the mean due to luck in a random market or berceuse the market is not random and you have found something that turns what appears to many observers to be random into something where periods of causative...

In science it's called experimental verification. You may or may not know about it. A simple example: 1) Count the number of dog heads visible when it rains and doesn't rain. 2) Count the number of dark clouds visible when it rains and doesn't rain. 3) Count the number of times it...

Thanks, glad I'm not just talking to myself on here. I think the powers behind ET must have a secret deal that after you have posted here for X months or made Y posts your are given a special mantra that turns you into a very profitable trader as well as a world famous expert in multiple...

Emilio_Lizardo >Do they? In actual trading? Or in backtesting? Somehow I >suspect its the latter." Actually in both. "I have my doubts about your modeling and trading expertise." On what basis? What is your exact expertise in this field? Mine includes consulting with IBM and...

After the theology debate is done, does anyone have an opinion on the rate of return over the long term that would indicate a trading system has exploited non random patterns in the market. I don't mean to distract from the importance of Catholic theology to all our lives but the title of the...

Try the site below site if you are interested in ancient Catholic theology, however my use of the story, true on not was to point out that we could spend many years debating what random means, is the market random and the philosophy of observation vs. empirical testing. Talk is cheap and...

I I assume you are a discretionary trader? If you trade a mechanical system there are is no looking or feeling involved, only outcomes. My system trades without any human intervention at all. I could spend a month camping in the wilderness without any communication and as long as my PCs had...