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I have a suggestion for you. Prior to making any more mis-informed comments, you ought to realize what a context for discussion is. You are out of context, and unfortunately, beyond a required knowledge level. Using a "careful reference" from a selected price move is a stupid example. No one...

Gotchya, thanks. EDIT: Have you looked at the 10am PST (1pm EST) timeframe as entry? I'll PM you some interesting stuff that may spark some ideas.

Can you clarify this for me? I'm not sure I understand, what do you mean by entire day?

Let's try a few simple tests. Categorize the trades by entry in one hour increments. So the stats would look like 630am-730am : PnL, Avg. P, Avg. L, #Trades 730am-830am : PnL, Avg. P, Avg. L, #Trades Etc... If its daily then find the VIX closing on entry and the day: 10 >= VIX...

I think time of day has potential. Statistically, volatility can be profitable on it own. If one had to flip a coin, what time of day would be the best time to do it?

:) I won't spoil the fun here, but, I would highly recommend everyone new to trading attempt to design a "random" trading system before they go off and try to design a conceptually sound system. Learning how to work with random distributions is invaluable to proper quantitative analysis...

Two issues come to mind immediately. (1) Where did you buy the data and how was IV calc'd? (2) Are you trading the penny spreads?

Thanks bs2167, Upon re-reading my responses to these(this?) guy(s), i.e. intradaybill and/or dave, I do think I come across as a bit harsh... in fairness, I need to work on communicating, specifically in writing in a more neutral tone. That said, this "does an edge exist" argument always...

Dave, you're starting to really bore me... I was expecting more. Maybe my expectations are just too high? Ok, last time: I gave you references. Talon only has 379 posts as I write this... that's not a lot to go through, is it? If you had actually read those threads you would have found...

If it comes across as hostility, then be it. That's your read however my goal is to be direct and not mix words. Your attitude speaks volumes, and your attitude is clear given the questions you are asking. What I'm reading from your questions is the following: (1) You do not believe...

EE for a period of time. I worked in digital design, primarily video algo's. Mostly video algo RnD in hardware (i.e. MatLab + FPGA's). I transitioned to finance in grad. school after taking some computational finance courses. The EE paycheck was OK but its certainly not a "high paying field"...

Yikes... I guess I hit a nerve. Seems to be a recurring theme with you, bill. Fortunately, I have nothing to prove here. Good luck with your path in life Bill. Hopefully, things work out for you.

Bill, in reading your posts over the years I'm convinced you've developed some serious misconceptions (strong beliefs) that you need to reconsider. I also believe that many of your beliefs are based off of ignorance, unfortunately. I'm not sure how old you are, but, unless you start to let go...

It appears like you've spent a lot of time and effort in pursuing this endeavour, that said, you've mentioned some of your background and it may be causing you to not see the forest through the trees. Lets step back a bit and take a 10,000 foot view of things. (1) One good strategy does...

Best thread on ET... keep em' coming!

At one point you referred to special relativity. If you actually know the mathematical details of special relativity (other than what wikipedia or pop-culture has taught you), then you would not be arguing the points you are arguing now. Traveling a great distance is not equivalent to the...

Yes, they are a very good airline, one of the best in terms of service, just don't go coach if you're > 6'.

If you're over 6 foot tall (like me), then you've likely had some fairly uncomfortable flights. It gets to be even worse for long trips (10++ hours). Singapore airlines, for example, and this may come across as racist, is deisgned for passengers 5'8" and under IMO. My femurs (i.e. my hip...

Would you mind pointing me to the sources for that? PM me if you'd like. Thanks, Mike

Optimal Stopping + Monty Hall is a good way of talking about it. The motivation is primarily the application of non-intuitive stats. If one were to try to convince someone of the theory behind monty hall they might have a difficult time... understanding random variables is not an easy task right...