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    Trend Following Research

    I am very interested to see how this will unwind, I have yet to see proof of anybody using Gann's methods to forecast or play the market successfully. All I have seen thus far are empty promises and snake oil salesman. Swing chart,Gann angles,Squaring Price and time, astrology to time his...
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    Trend Following Research

    Portfolio selection really interests me. Mr. Covel , Portfolio example you posted from one of the fund managers, is encompassing almost all the commodities you can think of. Maybe uranium is missing, (it has had a good run lately, perhaps a start of a new trend.) Anyways, you mentioned earlier...
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    Trend Following Research

    Could you elaborate on the definition of markets?? Another question I have is how many of them are trading on international exchanges for instance BOVESPA, or LSE etc?? Some commodities that are not present in USA trade on overseas exchanges and have sufficient volume.. (of course this would...
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    Trend Following Research

    Do most of the fund managers you interview use static or non-static portfolios?? And if its the latter how do they select the portfolio at the time?? Thanks
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    Trend Following Research

    Static. I am not experienced enough in order to shuffle things in and out of the portfolio. Haven't figured out the metric based on which to change the portfolio contents. (volatility??)Some advice would be great! In addition I am looking into spread trading using short term(2-3 day holding...
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    Trend Following Research

    It certainly drives it but does it lead it??I can see that trends cannot be sustained without sustained buying and selling coming in. So yes volume is a vital component of TA, I agree.One thing is deciphering volume isn't an easy task. when price is fair participants exchange ownership of...
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    Trend Following Research

    From my understanding long term trends are driven fundamentally. Look at commodities for the past decade, and the emerging markets like China and India. The growing global demand and the growing middle class has had an obvious impact on the demand for natural resources. I am in Canada, this...
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    Trend Following Research

    Mr. Covel, How many of these trend following fund managers are long term trend followers only?? ( average position held 6months or more-this is long term in my view, for others I am sure it will vary) How many are long only trend followers?? How many have multiple time frame trend...
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    MGB Trading in Canada

    Could you elaborate a bit more?? What do they consider high frequency?? ( hundreds of trades/day )??Do you have to put a deposit down?? Also, whats their pay structure like?? Do they require previous experince?If not how much buying power do they give you initially and whats the daily stop loss...
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    Backtesting Metrics

    I agree and definitely like the book. Pardo definitely knows what he is doing.i was just unsure about the degrees of freedom explanation and accuracy...
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    Backtesting Metrics

    Thanks for the reply Tom. Excellent sim link ! Ok let me perhaps be more specific. In Pardos book he speaks of degrees of freedom and trade sample size being large enough in order to take the back-tests as statistically reliable. his definition of degree of freedom was a "each data point in...
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    Backtesting Metrics

    Thanks for the reply intradaybill, Could you please provide an example or two of "redundant control parameters?" thanks
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    Backtesting Metrics

    I am new to system design, and have read Pardo's book. Have a question for more knowledgable system designers about the degrees of freedom in your strategy. Does the inclusion of more indicators/parameters decrease the degrees of freedom and can this be overcome by increasing your test window...
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    Astrological Theory of Markets Cycles.

    One has to be open minded to forward his intellect. Statistically many have looked into this thread, and not surprisingly these types of threads seem to flourish with activity. As we have seen many have stated their objections to astrology, and have made up their mind about their belief(bias)...
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    pitchforks

    http://www.2shared.com/document/Xyshyicg/Fisher-testing_the_pitchfork_s.html missing file
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    pitchforks

    konviction How do you select your pivots for the pitchfork?? The pivots are the most important part. Also wanted to get your opinion on the file attached.
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    Traders in Vancouver, Canada

    saw this ad on craigslist http://vancouver.en.craigslist.ca/van/acc/1724482565.html . I replied to it but I did it 6 days after since I did not see it on the 4th. Does anybody know what firm is that?? I am very interested.
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    pitchforks

    Yah, soo many tools soo many methods, the combinations are endless,I find it very annoying and a long process to filter out the noise. I don't use indicators, just primarly am trying to focus on price action. Dologas book is very dfficult to read, i dont know if its a doctors thing to confuse...
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    pitchforks

    thanks ammo.... gotta roll up my sleeves and get to work... I am following along as well... good thread..
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    pitchforks

    i wonder if anybody has done a statistical test on the effectiveness of the pitchfork... T-pitchfork,schiff pitchfork, warning lines,running parallel lines etc..I have the book integrated pitchfork analysis.Within its first pages Dr Dologa states the effectiveness of the pitchfork is hugely...
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