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  1. dtrader98

    Sortino calculation

    http://www.wilmottmagazine.com/messageview.cfm?catid=4&threadid=22820
  2. dtrader98

    Bernanke Says `Will Act as Needed' to Limit Credit-Rout Impact

    ``It is not the responsibility of the Federal Reserve -- nor would it be appropriate -- to protect lenders and investors from the consequences of their financial decisions,'' Bernanke said. http://www.bloomberg.com/apps/news?pid=20601087&sid=alr7BrANy1ZE&refer=home
  3. dtrader98

    Traders, let's have a discussion.

    Additional arguments. http://bigpicture.typepad.com/comments/2004/11/the_mostlykinda.html http://blogcritics.org/archives/2004/04/30/122855.php
  4. dtrader98

    Traders, let's have a discussion.

    "I'd be a bum on the street with a tin cup if the markets were always efficient" --Warren Buffet How many well meaning academics argued that markets follow a normal random distribution for years, while quietly sweeping 10 sigma events under the rug? It wasn't until mandelbot pointed out...
  5. dtrader98

    classic batman pattern

    Yeah, He's gonna be a good joker. Speaking of which... Looks, like commissioner B and co picked up on the distress signal.
  6. dtrader98

    classic batman pattern

    Just having some fun, while watching the batman pattern unfold. Does the right wing look bullish to you?
  7. dtrader98

    classic batman pattern

    today on spy. Anyone have the end result from bulkowski's encyclopedia?:D <img src="http://elitetrader.com/vb/attachment.php?s=&postid=1587105" border="0" alt=""><br /></font></p></font></p></font></p></font></p></font></p></font></p>
  8. dtrader98

    The Day Of Week effect, does it still work

    One more sample gets added to the population. At this pt. I'm confident enough to favor an up wednesday for today:p <img src="http://elitetrader.com/vb/attachment.php?s=&postid=1585866" border="0" alt=""><br /></font></p></font></p></font></p></font></p></font></p></font></p></font></p>
  9. dtrader98

    The Day Of Week effect, does it still work

    That sounds like a great idea. I'll let you do the thread, since 1) I don't want to hog all the work. 2) I think if you really have doubts about the validity of this test, then, you should convince yourself first. Once you have some kind of hard evidence, not just intuition, then share that...
  10. dtrader98

    Trading with the MOON

    non market day data pts. added to next market day. <img src="http://elitetrader.com/vb/attachment.php?s=&postid=1584908" border="0" alt=""><br /></font></p></font></p></font></p></font></p></font></p></font></p></font></p></font></p>
  11. dtrader98

    Trading with the MOON

    by the way, there were a few other full/new moons that occurred on weekends or non market days. You can add them back in on the next market day, but it doesn't do much IMO.
  12. dtrader98

    Trading with the MOON

    Here's a moon chart I put together. Supposedly, maximum energies affect animals on new and full moons. If anyone sees any correlations on the chart let me know, because I sure don't. If you like this stuff, there's a fiction novel titled paradigm. The author was nominated for a noble...
  13. dtrader98

    The Day Of Week effect, does it still work

    I think you are still misunderstanding the point of statistics (and this example in particular). You are showing one sequence of data and expecting the earlier study to predict the specific data point that follows your sequence. The example shown was an example of averages not conditional...
  14. dtrader98

    The Day Of Week effect, does it still work

    So today was a horrific Tuesday. Pretty much matches what we would expect from the worst day of the week stats for the year. Now, tomorrow is a Wednesday. How does that day fare statistically? This is a good time to think about of statistics as a filter. Does that mean that it is guaranteed...
  15. dtrader98

    The Day Of Week effect, does it still work

    Hopefully, I'm not overloading on image size here, but it was about the best i could fit on one page. Here's one year's running view of data for S&P 500 to present, 2007-- the way I approach it. Have at it. Double check it. All refunds available on proof of error :) <img...
  16. dtrader98

    Financial sector insider buying at 12 year highs

    Muzea charges as much as $500,000 a year for his service and wrote a book on insider buying and selling called ``The Vital Few Vs. the Trivial Many: Invest With the Insiders, Not the Masses.'' Here's 500,000 worth of savings. If the insiders are selling don't follow them, doesn't seem to...
  17. dtrader98

    Trading System Development Issues

    http://www.tradingblox.com/forum/
  18. dtrader98

    Book recommendation needed: re: Markets in general, etc.

    Pretty cool list there. For folks looking for a viewpoint outside of the traditional literature, may I recommend one which is pretty much an overall intro into the way the economy and markets really operate? Like, why does a day of the week trading system seem to be successful for only a brief...
  19. dtrader98

    The Day Of Week effect, does it still work

    Aaahh .. yes. I did misunderstand your original premise. For some reason, I was under the assumption that the thread was about trading on a specific "day of the week" (o-cl) only (from earlier posts), and whether monday would be the best compounded trading day of the week. I should have read...
  20. dtrader98

    The Day Of Week effect, does it still work

    Tried to PM you on this, but I have no idea if it went through since ET has problems updating my PM outbox. Make a long story short, I reran your numbers and I think you somehow erroneously counted some non mondays (did you count every seven days?). For instance, 6/1/1982 was not a monday...
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