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Maybe you're talking about cross-validation? If you want to enter a "later price", leave a price out of the data set, and then use this price for validation. Correlation does not always equal likelihood, correct, however in certain cases it does, or comes very very close. In other words...

Will have to look into particle swarm optimization! How would the GA be implemented? Split each variable into pieces? In this case, only 4 variables, a brute force approach might be fine. It would take more time than a genetic algorithm, however it would still run in seconds, unless there is...

Do you really only have 4 variables, or are there more? For 4, least squares regression might work. I believe you can even do this with Excel Solver. This does not include the interaction terms. And, if the variables/interactions are not linear, this won't be accurate. However it would get you...

The "usual" way to do this is use X to figure out the strategy and use Y to implement the execution of trades. Since I know Java I'd use the JOONE to determine what ranges trigger each of the 4 signals. You could use MatLab or any implementation of the NN algorithm (C++, C#, Python, etc). Then...

The no-lag solution is to use a filter. You could either try low-pass, band-pass, high-pass filters and see what works best. Or do a spectral analysis and see what frequency/frequencies the peaks occur at... watch those frequencies for any value above a certain threshold.

I know someone who knows someone who works at an HFT firm. They are located right next to the exchange. Speed is a must. You might be able to co-locate, but the server making the trades needs the fastest access (shortest distance to the exchange servers) possible, no question about it.

What do you mean by probability? Correlation? Portfolio optimization? Maximum likelihood? What programming language(s) do you already know? R is not a bad choice. As mentioned already, Excel is not that slow. For the non-programmer, I would recommend either Excel or MiniTab. If you have...

It is self-explanatory but I wonder which 3-4 funds he means. SGMS is a big loser (-53%) and is 7% owned by FMR LLC (Fidelity). Some institutions (FMR LLC) maybe just own alot of sh*t, both good and bad.

Check with your school library. If not your library, a neighboring college/university library may subscribe to the services that offer historical data.

Tor is slow. Are others any better? http://www.google.com/search?q=anonymous+tor+i2p+freenet

Curve is smoother, risk is lower, but return is lower. Also, although most of the time diversification (modern portfolio theory) works, during times of crisis formerly uncorrelated instruments suddenly become correlated, and you aren't diversified anymore, and precisely at the time when...

The article states that $60,000 programmers go on to make $150,000. How does the graph demonstrate this? http://tctechcrunch.files.wordpress.com/2010/08/brown-and-linden-1.png http://online.wsj.com/article/SB10001424052748703846604575447600001479266.html?ru=yahoo&mod=yahoo_hs Your...

What path to take? Depends on what you like to do and what you are good at. If you enjoy and are good at school, go to a top 10 school and get at PhD. If you enjoy and are good at work, find a foot-in-the-door job. If you enjoy and are good at networking/schmoozing, move to Chicago or New York...

Look at the graphs not the words. This is inaccurate: "Why would any company hire a computer programmer with the wrong skills for a salary of $150,000, when it can hire a fresh graduate—with no skills—for around $60,000?" The graphs contradict these numbers. Additionally there was recently a...

Agree on both points. Need forward testing. Saying something is true in hindsight is curve fitting. Another 282 trades might be prudent. Need to take time into account. What were the 3 winning trades followed by 1 losing trade? Mon - Weds followed by Thurs? 9am - Noon followed by 1pm? Time...

What is your definition of "breakout"? Take a look at turtle trading. A similar breakout system works best in strongly trending non-volatile non-choppy markets. As far as risk minimization, also look at risk vs reward. If you have a 50% win ratio, it can be a very profitable system if you...

What conclusions can be drawn? From a quick skim, the memory of the market is ~5 days, and support/resistance lines are most frequently at numbers ending in 0 and 5. Even though the article is 10 years old, this is probably still valid. If not entirely true, it is definitely true that there are...

Ninja Trader works with many different brokers. For stocks IB is fine. If you ever decide to switch to futures or forex, there are a few more options to consider. (Futures is becoming increasingly popular for daytrading for a variety of reasons, it is definitely something to look at.)...

I don't know specifics. If I did I wouldn't post them on ET. However this looks like a reasonable example: http://www.bradyplc.com/Solutions.htm Supply chain analysis, hedge/risk management, options/derivatives pricing, risk/volatility forecasting, stuff like this. In other words, more...

They trade more than equities. And they use indicators most of us don't have access to.