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I would add volatility to the list (which is indirectly related to 1).

"Meanwhile enrollment is rising, with alarmingly high numbers of students showing up on campus unprepared to do college-level work. “There is a sea of people we're trying to educate that we've never tried to educate before,” says Al Boggess, director of the Arizona State math department...

While I agree with that statement from only looking at a drawing... the concept is objective enough to be testable in an objective manner. I don't think they are looking at the concept in isolation, however (lots of other undisclosed thoughts are going into the decision making process); things...

Can't say I fully understand their thought process, but a candlestick definition is pretty objective. A candlestick represents o,h,l,c positions as well as range of price movement within the sample interval (distance h to l during t to t+1). You could interpret that a long wick has an unusually...

http://www.reuters.com/article/2013/06/24/us-hedgefund-performance-bridgewater-idUSBRE95N0YF20130624 Even some of the best Market Wizard's ideas are not infallible. :(

Thank you.:)

That's interesting. Did you label each of the prior inflection points by hand or is there an automatic tool in stockcharts that does that? I'm aware that zigzag can do something similar, but I'm just curious about this example.

Your applied maths and rules are both constructed around prediction. How do you think those rules-- 'IF this then do that'-- are devised? There must be some underlying reason that compels you to go long if price sits on support, then rises-- whether you know the reason or not, it's based upon...

nice! thanks for sharing that. I've always wanted to build one of those. I'd like to do it in R, but don't know of any halting IO commands that would halt , capture, and process loop data.

http://www.youtube.com/watch?v=JyeLF_a2iW0 I caught a pretty interesting show about brain perceptions, illusions, and limitations. Towards the end, there's a segment on overriding brain mechanisms (e.g. worry) that interfere with performance based subconscious activities like golf swings...

can jump to summary... "Our results also imply that there are no statistically significant capacity constraints momentum strategies, but this leaves a separate important question unanswered, namely, why CTA performance has been lacklustre during the recent period 2009-2011. In principle...

It's not that thick from my perspective; maybe you are thinking of a different text (mine's paperback, or maybe you mean evidence based TA). Considering all of the other qualitative trading books out there, and the fact you are asking for some statistical rigor; I'd say yes. What particular...

Can try these... http://www.amazon.com/Asset-Price-Dynamics-Volatility-Prediction/dp/0691134790/ref=sr_1_1?s=books&ie=UTF8&qid=1366085365&sr=1-1&keywords=Stephen+J.+Taylor ...various stylized asset facts and some common trading methodologies covered (along with excel spread-sheets to...

<iframe width="640" height="360" src="http://www.youtube.com/embed/I03UmJbK0lA?feature=player_detailpage" frameborder="0" allowfullscreen></iframe>

There are also a lot of good momentum studies to back up these numbers.

dynamic risk rebalancing. It's common to measure the effects using risk measures (e.g. volatility, drawdown, etc) of the portfolio against alternatives.

If want to do some type of reversion strategy, you want an ideal series to have stationary properties (hence co-integration/pairs, adf tests, etc). By taking the reversion from the moving average of a single series, the results can be very undesirable (think about what happens when a series is...

That's an interesting point. Is there a study, paper, or graphic to corroborate this statement?

Fascinating. Have you read about B Knutson's work on neurofinance? Reminds me a heck of a lot about AZT (limitless film). http://www-psych.stanford.edu/~span/Press/bk0206press.html http://www.cell.com/neuron/abstract/S0896-6273%2805%2900657-4 "The pleasure of orgasm, the high from...

That is very cool! Man you are lucky to have that access. I've read a bit about some FMRI studies, such as areas that light up for religious experiences . Not so much about trading. Would be almost interesting to compare the two. Even a visual book with the map images and studies would be...