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Someone I respect a lot, Howard Simons, writes for Futures magazine about various kinds of spread trading. I'm not interested in that area especially. But if you are you can get Futures subscriptions just for asking sometimes.

Thanks, I can understand that. I once plotted out the logistic equation using Excel. My math skills are not very deep. As far as the butterfly effect, yeah. But in DT-waw's posted paper the researchers were recalibrating their neural net and predicting 4 hours ahead. Hopefully, that is a...

Neural Nets, Fuzzy Systems, and advanced methods of reasoning about markets, I humbly offer: http://sipi.usc.edu/~kosko/ http://bioeng.binghamton.edu/faculty/klir.html I spent a good bit of money on a fuzzy logic system a long time ago after first reading about ANN's and fuzzy logic...

You were a math major and don't understand it? Man, what chance does an average joe like me have to understand it? I was just using it because it was a quick representation of what I really was trying to get across...the point about Victor counting and how counting leads to probabilities...

That is a bifurcation diagram, but it resembles a probability tree. Probability trees are kind of like family trees...sometimes they get all weird depending upon what events occur. http://www.emporia.edu/math-cs/yanikjoe/Chaos/Bifurcation.htm

The top picture is representativie of the dual nature of market activity, some days Bullish other days Bearish. The bottom picture shows what happens when a single path diverges into two paths and what happens when they diverge. This is not unlike the branching of a tree of probabilities...

http://www.fractalwisdom.com/FractalWisdom/strange.html If, like Vic, you have thought in terms of positive and negative runs of a market then the first picture in the link provided will show you the bi-polar nature of markets, in general. The second picture, is a rough approximation of what...

Interesting paper DT-waw, I skimmed it and will re-read later. For your trouble and the discussion: http://econometrics.wiwi.uni-konstanz.de/CoFE/Papers/dp99_18.pdf I haven't read this yet but it addresses the difficulty expressed on page 7 of the paper you posted, dealing with...

Okay, Walther, how did you intend it? If it is no secret to you,then surely, clueing me in won't affect the lives of all the people who are successfully using this technique. Of course, it might change my life for the better. :p

Could you define what you are asking? Volatility is an antipersitent time series, if it has been declining it is likely to increase and vice versa. If prices have been rising then volatility is likely to decrease at the new price level; however, bad news tends to increase volatility. So...

Oh, sure, and I'd never lose at Blackjack with deep pockets. What I read here is that you can time the market cycles as long as you have enough cash when you are wrong. This, to me, isn't "timing" and is no better than any other technique of analysis.

DT-waw. Thanks for the link, I'll read it later. The problem I have with all these methods is they involve trying to discern the cyclic behavior of markets. I stopped believing in market cycles a long time ago. I don't doubt market cycles exist, I doubt that you can predict them in advance...

Norman Fosback wrote a book back in 1976 that was interesting. He didn't divulge much, prefering that you buy the results of his econometric models via newsletters. I read the book through several times. He has since moved on...http://www.fosback.com/. Alternatively, you might do a search...

Clever Cathy! MY last shot...STOKCHPR, lol.

STOKDUDE

I hadn't thought of that. That might be interesting. Basically, it would require making a few more columns for the spreadsheet. I was just thinking that shifts in volatility are difficult to detect using conventional means. You have to compare the volatility around a changing mean which...

The data was collected from Yahoo each night into an Excel spreadsheet and then the graph was created. The part that is a bit unusual is the percentage info. I don't have that computer running right now, but will post the spreadsheet in my journal later this weekend for anyone who wants to...

of the $Compx containing data since 02/01/01 on gaps that closed the same day. Gaps down are on the left, gaps up on the right. Percentage of same day closures is listed beneath the groups of bars.

Guys, I don't know anything about options. I found this a few minutes ago, thought you might take a look at it. http://www.economymodels.com/downloads.asp See ya.

You may not have time to read all this, there are some good points made. If you are in hurry just scroll down to the 6th Move. http://www.terracehillscofc.org/id475.htm