Search results

Yes there is. A market that has no traders watching it and is just flowing along on order flow coming in that isn't price influenced is unpredictable. Predictability is relative to human emotion levels in the market. However, a unpredictable market can still be consistently traded profitably...

Wow that was a retarded question! I am talking about real volatility... The kind of volatility that is correlated with higher cortisol levels in traders globally. (Stress hormone levels.) The more fear and stress asset managers, fund managers, etc are feeling... The more predictable the...

I did manage to find this... This look correct? As for volatility... Not sure what to do. Will synthetic Vix work? I don't need perfect accuracy... Just something that follows close to theoretical. //S= Stock price //X=Strike price //T=Years to maturity //r= Risk-free rate //v=Volatility...

Hi, I am looking for source code for a theoretical options value calculator/script in any platform language. I need a options theoretical value script for SierraChart to plot theoretical value, and can't find one... So, going to try to find one to convert! Anyone know of one?

I do trade Forex, but there is a few reasons it's inferior to equities. 1. No proper tick charts. Currency futures are not liquid enough. 2. Forex has huge spike candles for some reason. 3. Volatility across all currencies is kinda dead right now, and volatility doesn't increase during...

The market is kind of odd in that it maintains a varying predictability horizon. Sometimes the market is highly predictable and you can accurately predict months out, and sometimes the market is literally a coin flip looking at a couple days or a couple weeks off. That is a fact! The market...

Ok, since you all are so interested in probability... I will give you a nibble. Right now I estimate we have around a 75% probability of closing this week below 1899, but we also have around a 60% probability of touching prices above 1899. Not Shown: Also, we have a 50% probability of...

Just average the rate of movement over a number of days. If a market has risen for an average of five points per day over five days, that's the velocity. Divide it into the volatility (ATR over those days, that is recorded trend strength). That's how I do it. Well, I have my own proprietary...

Ill give you tip on one of the biggest differences between monthly and lower timeframes... Sustainable trend strength on monthly is half of what lower timeframes like the 15m can sustain. Trend strength defined as velocity divided into volatility (ATR). I'm talking about the DOW/S&P...

Weather and financial markets are both non-linear systems that form similar cycles and patterns. If you look at daily average temperature and highs and lows for a location over a year... It's very similar to stock patterns. Even statistically. High mean return bias when temperatures extend too...

Seasonality effects are valid. The boost of sunshine in spring increases peoples vitamin D levels resulting in a improved mood... Heightened optimism! Warmer temperatures also help relax people and reduce tension. This pushes demand up in spring, then it declines from there... Many different...

Different timeframes have different statistical behaviors. The most highly consistent timeframe for predictability on the S&P is the weekly, and also the daily if combined with the weekly. Monthly timeframes and quarterly have much different behavior. Also, long term forecasting kind of got...

Yea, that is the big problem with the OP's post... What does he mean by "top?" Top for the week, top for a month, top for a year, or top for a decade? Top can mean a near infinite number of different things. Heck, when some people say "top" they are not even talking about a top. They are...

LoL... That is a pretty good technique for solving if something is a bubble or not! However, it is kinda lacking in the precise timing area.

Yes, it is possible... And, no... It's not easy. There is no simple formula. You have to take into account momentum vs overbought/oversold and analyze the statistics of similar combinations through history. Other people have different ways of doing it including using sentiment extremes...