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Efficient market hypothesis. Well, theories were made to be disproved or we would not be here.

What do you mean by EMH athlon?

This bot has read and reacted correctly to the daytrading chart patterns during real money trades. Tick data backtesting helped tremendously. If it messes up, I'll report that. Curve fitting and optimization were not used. L is the average loss per trade. A summary of trades will be posted...

FAS is showing 10-12 to 1(or more) leveraging with high dow volume today. Very interesting...

I should not have assumed you were hedging. I should have said buying FAZ is roughly the same as shorting FAS. It's hard to short TNA sometimes too, so I buy TZA when needed.

Buy FAZ for your hedge.

Lots of interesting ideas so far. Since Peil pointed out the windows idea may already be in use, I'll change it to "Cash for Attics". The money would be used to make the attic insulation and roof of the house more green, as a lot of energy is lost in those two. Poyayan, I don't think tax...

CFC is the most successful stimulus program, so far. Instead of giving trillions to Wall St., and hoping that the money left after Wall St pays itself bonuses will trickle down ( which it hasn't), CFC cuts out the Wall St. middleman and gives cash directly to the consumer economy. So, I...

My bad. I stated I thought they were going to cancel this because it is the only visibly effective stimulus program so far. Looks like they are going continue it. Good going.

The purpose of my post was that cash for clunkers was working to stimulate the economy by finally giving normal consumers some direct money that is not a handout. But instead of expanding it, they cancel it. I have a feeling it was working TOO well, and would make the other efforts seem bogus...

The problem was this was putting money in the hands of regular consumers, and not the fat cats. It just amazes me that the last two administrations have done everything to stimulate the economy but put resources directly in to the pockets of those who will spend them and not hoard them. See...

If anything, we need 4x, 5x, or 6x funds. This will guarantee volatility for traders and reduce the need for options and leverage. I'll post my results with automated ETF trading probably next month.

Trader - the gold standard WAS our balanced budget amendment. Virtually every U.S. economic chart clearly shows the early 70's, when we went off the standard, as a point when economic fundamentals changed. You can't print gold out of thin air, although you can obviously manipulate it to keep...

One thing about HFT is why do they need to do it in the first place? Can't all of those super geniuses use TA or fundamental analysis to make sufficient profits? It would be interesting to see how their normal traders do compared to the HFT computers. We could be approaching a real John Henry...

I'm starting to hope that all the pundits are wrong and the FED knows what it is doing. Since not one penny of these trillions the FED has given away are paid for yet, if the FED is wrong...

They should honor the contracts. These are energy commodity traders, which is probably a pretty difficult job. This isn't loan officer work, which anybody off the street can do. An employee is expected to generate around twice or more of his/her salary for a company. If these guys are making...

Thanks for the replies. There is very little slippage in the trades, so the key for analyzing the strategy is knowing the exact entry and exit points. Eight, I'm not at the point yet where writing custom code is an option. The accurate equity curve using the tick data with the canned software...

Atrade only has 1 minute data for backtesting. So, I'm paying a fee every month to a vendor for access to a system with backtesting software that uses tick data. There is a definite improvement in the test results. Both the tick and 1 min backtest looked back several months using several...

10bn of the 26bn deficit was closed by one-time accounting gimmicks and raids on the local govt's treasuries (which they promised to repay to the local level in 10 years). Didn't Arnold say to make real cuts and not use smoke and mirrors? I have a feeling Cali will have another crisis by the...

Ive been working on an automated trading system for sometime now. The hard problem is to mitigate profit losses from the constant reversals from HFT while still trading within the day (all active trades closed overnight). Guess I'm not the only one experiencing this.