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Actually, what's sad is when trolls come to threads and begin lambasting studies, with a tone of authority, while offering absolutely zero evidence towards rebuttal. Suppose someone inquisitively asks, what's the sum of two plus two? You take the time to demonstrate that 2+2 =4, proofs and...

Indeed it was a down day. The statistics show, that 2 out of 3 Wednesday's are up days (67%). Better odds than any other day of the week for the current year. Possibly, the holiday shift had some influence -- who knows? Either way, the last two Wednesdays were up. By virtue of the odds, it...

In the spirit of the liquidity cycle thread. Recession periods highlighted. Sure does look like a recession is possible here. Remember, rate cuts don't necessarily stop a waterfall (although 90 market wasn't badly affected). <img...

Although a long term housing index is not available, it is useful to look at how well the S&P500 and construction employment numbers seem to track. A comparison is shown with S&P 500 on a log scale for resolution. Notice the S&P500 didn't crash along with employment during the recession in the...

That was a nice call pabst. Those numbers were horrific indeed. Alan Abelson's going to have an editorial field day, this Sunday. Just to add to the jovial sentiment, has anyone played with gummy's latest crash simulator? Add to that, the 911 put options conspiracies and the sunspot...

Hey scriabinop23, If you know of a housing index with a longer lifespan, I can rerun the data. Only problem was the index i used didn't run that far back. Anyways, looking at the oscillations on the employment data and the inverse relationship with the housing index, notice how in late...

Added one more thought on this on my main thread. And that is the housing sector should reduce the construction employment portion. http://elitetrader.com/vb/showthread.php?s=&postid=1595720#post1595720

One more post regarding employment. Seems like there is almost an inverse relationship between the employment in construction numbers and the housing sector index. From the cyclical employment envelope, we would expect the next employment streak to be down, while the housing sector turns up...

Another way to look at the difficulty in short term correlation. Notice the downtrend in data to march 07 preceded the bottom of the correction, as well as a 3 month rally. Likewise, although the last Friday report's initial reaction was down, it preceded a strong 3 day rally. However...

Haven't looked at the initial reactions. But, since about mid 06 the relationship between the two has completely diverged. I.e. non farm payroll down -> stock market up. <img src="http://elitetrader.com/vb/attachment.php?s=&postid=1595234" border="0" alt=""><br...

------------------------------------- Hey kuran, going back to your comment on chaos theory. Have you ever tried to apply Lorentz mapping to stock data? Or tried constructing phase state space diagrams of the markets? Or how about using AI? If you get a chance, read the predictors, there's...

Agree with this 100%. You can't go wrong getting a college education. Don't let anyone bs you otherwise. The market will always be there for you when you get out (barring a nuclear planetary implosion, in which case, it wouldn't matter much anyways). The time to finish college is while...

100% likelihood cut to 4.5% priced in 95.05 ZQ 07 Sep contract However, only about 8% likelihood priced by Res Bnk Cleveland of 4.5% Their model predicts close run between 4.75 to 5% by sep 18 (38%:30%) http://elitetrader.com/vb/showthread.php?s=&threadid=96555&perpage=6&pagenumber=5...

Here's how I'm interpreting it (graphic attached). If only the yellow line is prediction vs. actual, that's only 3 days (8/3 to 8/6?). Whereby, actual data is green bars and prediction is light blue (cyan) line. Am I interpreting that as you intend? Also, signal definition of a cycle is pk...

' "The other fractal approach is used to determine trending or trading periods using hurst exponents (but has little use in predictability of future IMO)." Reading his FAQ, it looks like he's using this approach, FDI. I haven't seen much use in it as a forecasting tool. Although, the...

"I pretty much see a lot of truth in your whether/prediction analogy. " I meant to say weather, honestly (doh).

Oh yeah, I did see some of those overlays. Only, I"m not certain which part was predicted and which is post data overlay. Is it only the period where the light blue continuous line is the prediction? Because that's only about a quarter of a cycle. How about like a whole month or longer overly...

I don't have your raw data, but here's a quick overlay example of wide divergence in your july 24th predictions. Do you ever see overlays that align close to the predictions? It would be nice for your blog to follow up with correlations or overlays, of predicted vs. actual results. Also, I...

Interesting ideas. I don't think fourier analysis has much to do with fractals. However, your site has an interesting approach regarding fft based prognostication, nevertheless. Do you ever overlay the actual data over your fourier predictions? Can you post some here? Would like to see...

"Also what about floor traders, have we seen any studies showing that the performance of market makers or locals is just as mediocre as mutual fund managers? What about arb shops? DE Shaw, Citadel etc?" I've come across several academic studies showing market makers tend to be on the right...