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I started off using TA but don't any more, minus acouple of indicators i have in my systems. I don't believe in the patterns that prices form though I am talking about change in direction of price. Politics is a qualtitative story that does lead the market in my opinion but for someone who...

Regime Changing... How's it done? Theres a reason why 90% of traders fail and 10% succeed. The 10% can correctly identify the turn of regimes. So I wanted to open up this conversation to regime changing. How do you do it? Technical indicators? Quant methods?

lol explain your logic

with the recent rally in the bond market, sure, thats acceptable

appreciate it!

I'm interested in both. I trade the Es/Nq so i'm trying to structure something that interacts with the bonds... I have a system that trades once every 2 weeks when the signals align but i'm trying to make something that will help me trading day in day out. Any suggestions?

Anyone use a Relative Value Trading Strategy? I personally use one between Bonds and Stocks. I'm curious to hear from other RV traders.

I'm a systems trader by nature but I execute solely based on discretion. I'll be honest, my discretion needs some work because my strong point is my models. My contract of choice is the NQ. I was wondering what one should be looking at and analyzing intraday if they trade the NQ or ES even...

Find it hard to hear you say that considering China buys up all of Americas debt, making there a direct relation Regardless if you were to make a predictive model of the S&P500, what variables would you include/test?

It is. Infact the hang seng moves in relation to copper The question is, can the movement of the hangseng help a speculator make a trade on American Indices?

i've ran a few regressions with copper and have gotten some extremely interesting numbers. I want to make a model with copper being the lead. My biggest question though is can copper actually be useful in day to day or week to week trades?

Sup ya'll I'm extremely interested in global macro trading. I'm trying to develop a model both quantitiavely (i.e. my system) and qualitiatively (my research) to take positions on a day to day or week to week basis. I started trading with etf indexing and index arb which has provided me...

How could you test mean reversion of a price series without getting all wild with something like cointegration? I was thinking about making a moving average, then determining the spread of the ma and the price series, then find the STdevs and figure out parameters for when it gets to...

Thats pretty on point. But VN trades way larger lots than 50s or 100s lol Interesting break down to be honest. I've been wondering this for a while. From education of a speculator VN makes it clear how the speculator needs to trade from the top and never in the bottom. I'd be curious as...

are you using daily or intraday data? how are you coding/backtesting market profile to determine these key levels? Gann and fibb is a waste of time, don't test that crap (in my opinion, but if it works for you more power) I do spread trade etfs. Been focusing my attention on index...

I see this was posted a week ago now. I'm not 100% sure but I think you can figure something out by using the OHLC prices

Hey ya'll I want to make a database of the S&P500 tickers with excel that will automatically update everyday. Does anyone have any advice or resources on how to do this? I go through boatloads of data right now manuelly with excel so I am trying to make my life easier instead of manuelly...

So everyone on here keeps talking about how this market is rigged blah blah blah. Look at where the VIX dropped to today and what has happened in each of the cases it's dropped to that level. What's tomorrow setting up for fellas?

I actually had that one open too but was disappointed that there wasn't an open class. I'm going to do some digging, if I find anything thats decent i'll report back Thanks for all the R links btw. Just went threw them all right now and I really appreciate that I'll let you know how this...

Caveman, I took a look at coursera for their class on R and couldn;t find anything in programming with it. is it "Data Analysis" with Jeff Leeks?