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These calculations are just indicators that filter potential candidates for trading. They just reveal if a market was suitable for a trading style.

Dynamic Hedging page 101 - 107.

Taleb mentions one more way similar to the variance method for detecting trends. What you are doing is taking the high and the low of each time frame and calculating the Parkinson number. This must be equal to 1.67 * volatility. Less means mean reversion, more means trend.

It will detect trends. Essentially what you are doing is this… Take samples in a short time frame. If you have a positive return classify the sample as + If you have a negative return classify the sample as – Your time series is now something like this...

Yes there are other ways to test for non randomness but they are not necessarily better. One of them is to classify your time series as positive and negative returns and to apply the Runs Test.

I am no expert but may also be a heating problem. Check cpu and video cards temperatures.

I have bought stocks in the past that made me 400% in a few months but to claim that someone can make 10% a month on his whole portfolio consistently is like claiming you are the son of god. Unless of course my poor English prevented me from understanding the poll. :)

The statement should be altered in something like this ... after 100 tosses, you would expect to be within 10 steps from the starting point in 68 (or xx) out of 100 scenarios. The standard deviation of the random walk is sqr(n) * stepsize. P.S. Unfortunately I don¢t have Feller¢s...

quote.... .... The exchange's systems were overloaded and if you placed an order to buy or sell a share on that day there could be a delay of up to two hours before your order was executed.... .... at one point the futures price for the December contract was 18% less than the S&P500 Index.

You can find definitions of system's metrics here... http://www.iasg.com/PerTrac2000Stataistics.htm Regards

Speed .... http://www.howtocreate.co.uk/browserSpeed.html

Opera is my favorite one http://www.opera.com/ It has all of firefox features and I think it is a lot faster. The last versions are freeware also. (3.7 MB download)

There is nothing wrong with a little heated debate. It unleashes the extra energy and helps keeping a cool mind while trading. Both Steve and Samson are from now on among my favorite ET members. :p

I am no programmer and the following is just an opinion about the easiest way … Since you already are using excel for your automation, why don¢t you try to put your computational intensive algorithms inside a dll accessible from excel? This way you can overcome some of the serious...

I don¢t know what regulations apply to the US derivatives markets as I don¢t trade there but this rule of not been allowed to close your position is not making sense.

High order equations of motion in quantum mechanics and Galilean relativity

The article has many valid points.

Do you suggest we should hang him or the guillotine is more appropriate?

In general yes. The trick is that there are strategies with offsetting positions so the absolute risk is 60% but the real risk is much smaller. Anyway Larry Williams equity curve seems toï aggressive for my taste :). Regards

Buffett methodology is a mixture of Graham¢s and Phil Fishers ideas so both ¡The Intelligent Investor¢ and “Common Stocks and Uncommon Profits¢ are good readings. http://www.amazon.com/gp/product/0060555661/ref=pd_bbs_null_1/103-7302130-1872643?v=glance&n=283155...