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Hello, I am wondering if there is demand out there for an extremely simple to use automated equities day trading system -- I have developed a system for my own use and have attached a simple GUI to be able to set the parameters of the algorithm so that I can optimize it without changing the...

I am experimenting with a new quick way to view the status of one's portfolio stocks by tiling the information instead of listing it like a spreadsheet: http://www.myquant.net/portfolio.html -- I find it convenient for myself but was just wondering what you guys think. BTW this page is still...

I guess the debt story with the recent republicans has been well known but it is quite striking to see again just how much debt Reagan and the two Bushes racked up. I would also venture to guess that this debt graph may not include the billions and billions of "emergency" off-budget funding for...

I think it's clear to everyone from the maturity of your posts who is the fool.

So we haven't had a large meteor collision -- therefore our astrophysicists must be geniuses. We haven't had a major earthquake in the East Coast -- go seismologists! We haven't had a major foreign terrorist attack before Bush so all presidents before were counter terrorist gurus. We haven't...

I did a variation on Jeremy Siegel's analysis on which presidents were best for the US economy. I often hear from people that this type of analysis is flawed because it takes some time for a president's policies to take effect and be felt by the economy. So I built in some delays in the analysis...

Could be. Can you explain what market profile is? I basically just did a histogram to see what prices are the most "attractive" to investors. That's it. By the way, for those of you who hate adding the volume concept, you can always look at the raw histogram (uniform weighting) which only...

Yes, and conversely the maxima should give you the most stable.

I'm happy for you. Obviously you don't need volume then. You see this is why I like traders: always a compassionate bunch who cares incessantly about other people's well-beings...

ahh, so you are a price purist. I was always curious to know what the motivation is behind trading with the least amount of information. I suppose it's a macho thing i.e., I can do this with my own sheer will and prowess, I won't depend on anything else! by the way "school of thought" is a...

You know there is a whole school on volume analysis. Are they all deluded? Or should I join you in the fight to change the world?

You are entitled to your opinion. By the way this is not intraday but done over closing price on a longer timescale (months to years). I was just curious to see at what prices are the stocks trading hands the most -- shouldn't that mean something?

I thought of another way to define support / resistances just by calculating a histogram on the price. You can weight the counts by the trade volume, so the histogram would reflect the true number of shares that traded hands at each price point. Then you can draw support resistances at the peaks...

so looking at the annual earnings poll, there were 26 people who said they made more than 50K last year so far. I suppose that could be considered successful (i.e., not losing money, enough to pay the bills). There were 195 people who responded to this poll so far, and 21 of them are not...

for those willing, please tell me your annual earnings (derived from trading) last year.

oh one more thing. are you saying that all patterns in the stock market are not real? if you admit that there are good (human) traders out there, then that must mean there are some real trends that they are picking out. Otherwise we must conclude that all good traders are merely lucky.

thanks. I'll give it a try anyway. My goal isn't to forecast the timeseries. Rather, I am just looking for a small but real statistical advantage within a short time window. anyway, I have used numerical recipes quite a lot before. I'm still trying to get used to developing in this...

I'm new to algorithmic trading and am testing out several ideas at the moment using my homebrew c++ client to IB's api. I haven't tried any of these signal processing / time series analysis methods yet but will get to them soon. I always hear about this "past is no indication of future"...

how about this. use your favorite spectral analysis tool to find the dominant wavelengths of your timeseries. ifyou do find long wavelength components that have much larger coefficients compared to your high-frequency components (i.e., you must screen for stocks with this property), then you...

also, the stationarity constraint is precisely the caveat I mentioned in my prev post (the need for your estimated spectrum from the immediate past to be close to that for the duration of time in the future during which you will trade)...