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LOL, maybe he's thinking about the Camarilla equation .

When is the next installment of the series? Did anyone see last night show? Honestly, it was too simplistic.

What are you basing this on? TA or fundamental analysis?

Jets -3, straight up, + 3.5 You heard it here first. :)

Fair enough. Yes, Cointegration measure long term stabiilty but you forgetting that you can measure the speed of mean reversion! Which is the heart of stats arb. In addition with vector autoregression (VAR), you can measure the speed of mean reversion for Any set of variable, while at...

:) I didnt notice how long my respond was. Here's a Cliffnote. 1. Pairs Trading is different from statistical arbitrage. Would you consider longing ES and shorting NQ as statistical arbitrage? I wouldnt. I wouldnt consider long-short strategy based on technical analyais as stats arb...

What is the justification for this venting/venom? Your Comment: "You keep mentioning that you ran a desk arb as if it means something. I routinely crush the returns these guys yearly returns in two months of trading." Please refresh me... how many time did I bring this up? Once, perhaps...

Yeah... definitely Note that the Title of the trend is " These Guys are good" Yet.... Subsequent commnet: "Has anyone used this service? I hear they are really making a lot of people money?" Can you say, Oxymoronic.

The difficulty of math level depends on education and experience. If you have a PHD or even a Master, clearly the mathematics is rather simple. Take the simple topic of GARCH. There are at least six prominent forms I know of... which out do you choose? Tough question. The selection...

Kinda tough to explain statistical arbitrage .... the math is somewhat rigorous. The "stats arb" that traders used on this forum is not really stats arb. Technical analysis on pairs is not statiscal arb. Moreover, correlation is a horrible, horrible measurement... You hit the hammer...

Statistical arbitrage is very, very quantitative ... we're talking about cointegration, integrated I(2) into I(0), nonlinear combination, ARIMA, EGARCH, etc.. It's a tough tough arena. Using simple technical analysis will put you behind the eight ball.

Steady income with occasional large drawdown ... not really daytrading IMO.

Caution! Caution! I just look up the book that your method is based on it. The Compleat Book is written by.... Jake Bernstein. Run do not walk... run from that system

28 divided by 5 * 252 = 2.22% That's minuscule

I have to agree wtih ElectricSavant on this one... If he's really here to help traders, a better description of his methodology should be in order. I cant imagine a trader who simply take calls without some thorough understanding of the system. But that just me and my two cents

Read Jay's Shitty book and you get the answer.

I would like to add to the above remarks. Most hedge fund opening position are usually quantitatively based. Thus look carefully at the fund.

Believe it or not: there's a simple answer to your question, Use T-test for proportion.

You mean NOPaid Intern :D

Discounting. Clearly the author doesnt really grasp market dynamics. For example, for the last couple of weeks during the midst of earnings seasons, the market has been pretty tepid despite more than favorable numbers. Leading indicator came out as expected; this would have push the Dow at...