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I guess its best to do 1 thing at a time rather then try to learn everything at once. CDcaveman, thank again man, I really appreciate this!

ofthomas, Interesting you brought that up because thats why i posted here in the first place. I understand that the nasdaq universe is a total of 3000 issues. I have not been able to find the total weight of the index in comparison to its weightings hence why I am going to go with assumptions...

Caveman, You are a lifesaver! Defiantly have my hands full for a project this weekend thanks to this link! This is going to sound kind of naive but when it comes to programming and coding i often see Excel/VBA, R/Matlab, and C/Python I was wondering if you could bridge the gap between...

Thanks for the link bob, all the best with your trading!

Thanks for the slap in the face CDcaveman, i've been procrastinating on R/Matlab for a while but i think it's time to step it up

Another thing I should add... I'm not looking to trade it based on imbalances, I'm looking for other things that I can't really disclose on the thread. What I can say why I am targeting the nasdaq is because what moves it (i.e. tech) really move it and theres 2 other sectors that also...

Lol your going to have to give some support for your argument to really not research this further. The last 2 times the Nasdaqs had a decent drop in the past month the major weightings all gave me sell signals on my system but I havn't backtested this idea yet so I would never place a trade...

I;m not looking to do HFT arb. I'm simply looking to make a basket from the 10-15 largest weightings in the nasdaq to help me decide when I should go long or short the index. I swing trade so i use EOD data to backtest. I read an article that basically says you need to figure out what...

I'm trying to set up a basket with the Nasdaq and all of its major weightings to get a better idea of the flow of it all. Does anyone have any suggestions or material in regards to setting up the weightings for something like this...?

Define your version of real analysis

Surf, I clicked through 44 pages of this BS and this thread was nothing but bicker... I'm still waiting for the other 3 reasons you were going to provide from your original post...

Jack, Your postings are extremely intriguing and interesting. I have two things that need to be addressed... First... do you have an old handle on ET by GROB? If so you wrote an amazing thread in regards to sector rotation theory and I would really appreciate it if you could provide your...

GMST, This is the article that really got me thinking http://www.elitetrader.com/vb/showthread.php?s=&threadid=31701&perpage=6&pagenumber=1 Whatcha think?

I really don't think your odds are better than 50/50 today unless you have a proven and tested system in these markets. For any one that current "micro scalps" any top nyse stocks (i.e. things like Citi) ill attest to this. HFT brings a tremendous amount of noise to the market On a more...

gmst, Here are some of the links I have been looking at http://www.traderslaboratory.com/forums/day-trading-scalping/1829-sector-anaylsis-fair-value-intermarket-analysis.html http://www.traderslaboratory.com/forums/trading/10557-list-etfs-sector-rotation.html Theres one more that I...

Stardust thanks for the response and teh food for thought. I'm curious to hear what your time frame was for those trades... Have you experimented with regime shifting? I think the only way to succeed now in the short term is for one to do their homework in regards to HFT and quants...

Would love to know which fund this was. Interesting to hear that this fund had a hard time with this strategy as well as stardust after 2000.... HFT has really changed the landscape for many short term traders but viable strategies still exist, just takes a lot more work to dig them up

I've been researching some articles based on sector rotation trading and find it pretty damn amazing. If a holy grail in trading existed, I would argue that its based on some form of Sector Rotation Trading. I'm in the beginning stages of my research in regards to this concept but I wanted...

Jack thanks for the advice! Pleasure to see you reply to my thread. I've tried to send you a private message but I see you have the option disabled... This is a bit off topic but I wanted to ask you a question about relative strength and sector rotation... Do you feel that this sort of...

You said that Black Swans occur on a 1 second time frame in SI... Not sure how one could capitalize one that in the realm of trading with a statistical edge. Why i asked if were talking about trading or gambling here but hell if you can make it work all the power to you