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That's just the point, rc. I don't want to get into the gory details if there's any possibility that a statistical cognoscenti can spare me the time and effort of doing so. Clearly that's not going to happen here. Impressing the members of this thread was not the purpose of the cut and paste...

This is from the paper by Sullivan, Timmermann and White which as you know provides the statistical framework for an important aspect of the paper cited by rc a few posts ago. Tell me, rc, do you think you could summarize the essence of this statistical nugget so that it will be possible to...

Anyone else have no price/no volume from 15:02-04 this PM or am I just lucky? lj

Last post for me. No one answered my question but what the fack. And BTW, fack Alec. lj

The soliloquy endeth [12:07 ET]. lj

IMO, gaps are important. IMO, gaps cannot be viewed in isolation. IMO, Friday's selloff stinks to high heaven. What's the BS cheese really up to and how can I make money on what I think? A touch and go on Monday would be telling as would a decisive close below the points on high volume...

Best of luck, Ironfist. The Japanese are no slouches when it comes to trading well. I have learned a lot from reading Nison's works. As a f/u on the "refresh" artifact what I did was to find a decent data feed ( I use DTNIQFeed - it's not perfect [it misses some trades and can be a little...

In the absence of the individual(s) who adjust volatility, based on their perceptions of what needs to be considered to permit an efficacious adjustment, would your model/system still be profitable? Is the adjustment provided by the vol fitter a stopgap measure, a temporary fix, an iteration...

FWIW, that nasty sell signal is still on. There's lower posts at 131.14 and 130.29. Take your pick. lj

Thank you for your answer. lj

Mr. Bright (or any other professional who trades the Open and frequents this thread), A simple question which, for whatever reasons, I can't get a straight answer for from those I've asked: For professionals, like yourself, who trade the Open, which Opening Price (OP) do you refer to when...

I'll bite. Can you be more specific? lj

DIA has been stuck in a nasty little inside since the day o' the dump and needs to do something about it. There is still, IMO, a very strong volume-related sell signal but I do not know when it will be acted upon. BTW that 135 resistance is perhaps not unrelated to the bottom of the lower "gap...

This was Jesse Livermore's lament - he didn't do it like he should have done it. lj

Based on the pattern of previous bubbles, yes one could make such a call and many did and were vindicated. Some even got close to the actual jour de la bubble-bust. Then there's that business cycle thingy and a lot of people try to make a living by figuring out where we are in that cycle...

So would you say then that your behaviour is quite random to you, or is it rather, your behaviour is random to someone who is trying to figure out what you are going to do? Probably the latter and so a possible question then might be: Is there a segment of the market which like you, knows what...

Cool. LoL (Lots of Luck) with your trading. lj

When you talk about "the underlying" in this particular context what exactly is it that you are referring to? The momentary movement of price? The lack of predictability of the direction of movement of price? Something else? When one assumes this "model" (the underlying is completely...

So then if I understand you correctly you are using Prophet charts but getting your raw data feed from eSignal, TS or Strategy Runner? That would make sense then because the problem with Prophet is not their charts which really are quite good, but rather their own data feed which is nasty...

When I was a real-time Prophet user (ProphetGold) I certainly did have the "streaming" option activated. The refresh artifact was present under "streaming" conditions. I can only comment on equities and hence my question re your experience with YM. lj