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  1. dtrader98

    Question for R gurus

    I know there's a few R experts lurking around, and hopefully you have an answer to a seemingly easy question. If you output a table in excel, it is very easy to conditionally output the text colors based on the value of the text. I.e. >0=green, <0 = red, for example. Is there any way to do...
  2. dtrader98

    How do you retain a "screen shot" of something that happened at last night's close?

    when you say you don't want to print it, I assume you mean on paper. Otherwise, just use print screen button on your keyboard, and it is stored in your clipboard. You can paste to any photo editor (like msft paint).
  3. dtrader98

    Long/Short mirror image

    The problem with this reasoning is that markets are asymmetrical due to positive drift. An example might be to have a long entry signal based on some type of breakout; if you mirrored the strategy on the short side, over time the long signal entry would likely have a better expectation of being...
  4. dtrader98

    Signal processing / fundamental frequencies in R

    There are many approaches. Look into time series package and holt winters decomposition for starters. An even faster approach to do what you want is diff(x), where x is the time series of interest. That will give you only a high frequency stationary signal.
  5. dtrader98

    As If Bear Has Not Been Screwed Enough - Now They Want To Castrate Him!

    why do i suspect some double top visionaries are going to get blinded by the sun above? If you're going to post a chart, you might want to take a look at 'the big picture,' before proclaiming the next black swan is imminent.
  6. dtrader98

    MDVN - Options Insider Makes $40 Million in One Minute.

    If it looks like a duck and quacks like a duck... "Abstract We find evidence of significant increases in short sales immediately prior to large insider sales, consistent with information leakage and front-running. We examine a number of alternative explanations that the increase in short...
  7. dtrader98

    Is Buy and Hold Dead?

    +1 You need to look at the proper perspective before making such assertions. There are certain long periods that B&H did not do well, it is, however a wise adage over the very long run. When enough people are convinced it is dead, that's when a new bull will likely emerge. 1963-1981...
  8. dtrader98

    1/2 Blind man called the entire real estate bubble !

    Fascinating article, thanks for sharing.
  9. dtrader98

    Any EE engineers here tried spectrum based trading systems?

    It's not so much the bin resolution, but translating the bin wavelengths back to daily cycles is not uniform due to sampling. It's not easy to explain in a few sentences, but you won't get 1 day, 2day, 3day... etc. granularity in the transformed spectrum. Those are problems with FFT...
  10. dtrader98

    Risk reward ratio and winning odds

    probably used a runs test.:)
  11. dtrader98

    Correlation Analysis

    Among other applications, it is one of the core concepts behind pairs trading and statistical arbitrage. Look into some of the pair trading threads. It is also a measure of diversification (portfolio, trading strategies, etc). Often you want to minimize correlation between the elements in...
  12. dtrader98

    Any EE engineers here tried spectrum based trading systems?

    Hi bdd, There is a limited resolution in the spectral bin width. You will only get harmonic bin resolution in 2^n tones. I.e. 512 days, 256days, etc... I just recently did a writeup on the FFT topic (with other problems noted)... http://intelligenttradingtech.blogspot.com/
  13. dtrader98

    Colossal EarthQuake

    http://www.uhh.hawaii.edu/~nat_haz/tsunamis/surfing.php
  14. dtrader98

    Search Engine Issues

    That's a classic sign of redirect virus. I've often promoted this site, because they are free and the moderators are very helpful. http://forum.bullguard.com/forum/10/
  15. dtrader98

    Search Engine Issues

    Most without any problems will likely not be able to repeat your problem (I for instance, didn't get that outcome, it went directly to wikipedia). I've seen something like this before, and it was very hard to eliminate. Do a search on 'redirect virus.' or trojan. I had to eliminate an...
  16. dtrader98

    How do you avoid overfitting or over-optimization in your backtest?

    There's all kinds of weird behavior at the quantum level. It works at macro levels, because aggregate ensemble behavior... well, behaves semi-predictably well. In real life, we have to evaluate products across 'corners' and design towards typical operation levels, because every product works...
  17. dtrader98

    How do you avoid overfitting or over-optimization in your backtest?

    Disagree. Funny you should use ohm's law, because it 'is' implicit that the noise is zero. In a 'real' physical system there is always noise present, it is just small enough that there is minimal bias. You don't see this is in basic textbook theory, but I assure you it is there. And comparing...
  18. dtrader98

    best antivirus

    Avira, the free version works great.
  19. dtrader98

    How do you avoid overfitting or over-optimization in your backtest?

    intradaybill, I've followed some of your arguments regarding curve fitting with rules. Although I follow your reasoning, I think if you view it from a classification perspective, you should see that you are always curve fitting. For instance, not only is C>O a curve fit: C-O>0, but there...
  20. dtrader98

    Bonds, Yields curves and what they say about the economy

    Negative yield curve differential is generally good for the stock market looking forward. Often you look at the slope. If it is steeply rising, this is generally followed by positive return. If it is steeply falling (inverted), this is not good. Currently it is very steeply positively...
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