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I must admit that when I first started learning about the markets, I thought technical analysis was the way to go. I reasoned that even 99% of the population couldn't handle the basic math behind technical analysis. What I didn't count on was the fact that the markets are being traded by...

It's basically when you have to integrate or differentiate over top of a stochastic process like brownian motion. (They call them ito/wiener processes.) You can't integrate a function over brownian motion because it's not really[1] continuous, and it's random. [1] Sort of.

In a half hour, I have another midterm in stochastic calculus. Sure, I understand everything in the book, but the exams come out of nowhere. Last time, I got a B+ (missed A by one point). I still feel like I am going to fail completely. EPIC FAIL AHEAD. Wish me luck.

I'm not a pro options trader, but I work for a pro options trading group. Most of what you say sounds right, except we end up starting work 2 hours before the open. Trading happens mostly automatic, but there's always one or two traders keeping an eye on the system. Discussions are had with...

I know you're asking for better people to answer, but let me answer how I intend to attack the question you're asking. I want to be in a position where: - Not in danger of losing home in a bad month - Requirements to live are very, very minimal - Not living in a major city, but outside...

To be mathematically precise, you only know the mean for the distribution of residuals from your start time to your end time, say t. What exactly is your "mean" in the future, at time t+1? If you argue that for t+1 , we can use the mean we calculated at t, that's one thing; however, the idea...

roflmao. You owe me a new monitor -- I laughed so hard, I spit my drink.

I'm just fantasizing about escaping my current situation. I'd like to live in the middle of nowhere, tinker with trading systems, and be able to live on $10,000/yr or less out of an RV. Has anyone applied for Canadian residency? Do I need to get a real job? If I break an arm while...

You should get a blog. Readers don't have to come every day, they can just pick up updates via RSS.

I got knocked out by random drift and had to re-enter. But now I'm holding again.

Arbitrary MAs like the ones people use from TA packages, you mean? What happens when you go back and fit using an MA(q) model fit using the innovations algorithm or Hannan-Rissanen? Does the residual profile look comparable to that of the spline? My initial guess as to why you're saying...

Comfortable with the short-term entry; now I enter swing-trade mode and let this one ride. Leaving stop in the book at 797.25 and going to sleep [for real, this time.] Only 1 contract, looking to cover at 676.

Sliding this down to 797.00, so I don' t wake up with a loss. Entry is short 800.00, loss gets triggered if time and sales ticks 797.25 or higher.

Sliding the stop to 80175 and going to sleep. My friends, continue the selling.

I just shorted that last pre-market 800 tick on the pullback. Let's see how this works.

Do you have a blog?

is stock_trad3r your brother?

NASDAQ has flakier data feeds. ARCA and BATS are my favorite ECNs now. NYSE seems to have picked up some slickness from ARCA.

No, I wasn't implying anything about you. :-) I was just being a lol-bot idiot for the sake of fun.

True, but Walmart gets their low-low prices from bloodied, beaten up slaves in Chinese prisons and re-education camps. Tickle-me elmo was probably made by a guy beaten so badly he can't be tickled anymore. I'm a free-trader, but I've always believed we should tax out any evil from Chinese...