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In zee name of all that is sacre and SG, she is sacre, I challenge you to a duel using zee lies, deceit, calumny and obfuscatiion as les armes du bateille. Too Right Fred

And my question to Spyder was whether the decrease was monotonic or non-montonic, since the word "dropoff" was ambiguous to me. lj

http://en.wikipedia.org/wiki/Monotonic_function

In the particular instance I'm thinking of he was not right, but then one wouldn't want to condemn him for being wrong because, after all, that's not what is important. lj

Clearly, we had a non-monotonic dropoff. Clearly we did not have a montonic dropoff. Let's see what happens (vide supra) and I promise not to craft a heiroglyphical "M". Truth be, as I've said already, I don't care what happens. I'm content simply to record it. lj

Thereby illustrating the utility of completing and repeating one's prescribed observation. Some of you may remember me asking Spyder in Futures III if on M/W days, there was a monotonicity constraint on the V decrease of bars 1-3 of the 5 min ES. He informed me that observation would reveal...

When I was post-doctoral fellow at Rice back in the '80's my mentor remarked one time that he couldn't understand why I insisted on/persisted in doing the same experiment over and over again. What he failed to appreciate was that I was looking at a variable which he considered to be...

A quote which will hopefully settle the differences of opinion about what is sufficiently annotative: I do my thing, and you do your thing. I am not in this world to live up to your expectations, and you are not in this world to live up to mine. You are you, and I am me. If by chance we meet...

ES Formation = Pennants and Lateral Formation ES Lateral = Lateral Movement or as rechristened by Spyder = Lateral Channel Correct? How does one interpret a Formation within a Lateral Channel? How does one interpret an outside bar within a Lateral Channel? Answer to both questions, for me...

You all (or you some) may find this snippet to be of interest. It is from a Spyder post in the fabled "Trend Following Delusion Shattered" thread:http://www.elitetrader.com/vb/showthread.php?s=&postid=709526&highlight=continuation#post709526 Using the following two assumptions: If Volume...

background reading on Connors Hayward volatility compression Try: "Investment Secrets of a Hedgefund Manager" L. A. Connors and B. E. Hayward. Also Natenburg's book. HTH lj

LittleMac: A cheap one is DTNIQFeed ($50/mo for ES/YM futures + [$25/mo for equities + exchange fees]). Before you go with them check out a recent thread http://www.elitetrader.com/vb/showthread.php?s=&threadid=117012 and see what you think then. FWIW, for the moment, I use DTNIQFeed as do a...

Partial quote from pointone: One thing that bugs me is the small problem of superposing cycles of different dimension (P, V, A/D). Moi, aussi. Me gonna be quiet for a while and think. Catch you later. lj

Thank you Spyder for a superb, lucid and simple synopsis. The great Einstein said something to the effect that a good explanation should be simple, but not too simple. 'Nuff said. Bon matin, lj

There's a nice working definition of volatility here: http://www.cbot.com/cbot/pub/page/0,3181,1059,00.html#V and then for cruel and unusual punishment (but maybe not) see: Option Volatility & Pricing: Advanced Trading Strategies and Techniques by Sheldon Natenberg. Fast and dirty, if you...

PointOne, As I said in Futures III, for me, the general purpose of a question in forums such as these is to attempt to stimulate discussion. That's all. The extent to which we can feel truly comfortable with what we think we know is, IMO, measured in how we deal with questions concerning our...

Deming was an interesting man who had a habit of repeating notable quotes, often his own. He also said: "Knowledge is theory." and "Experience by itself teaches nothing." So, gasp!!, he and I probably wouldn't have seen eye to eye on some things. Wikpedia describes him as being, by...

Thanks P1. Disjunctions - the bane of the traditional quant. Experiment always leads theory and one forces the latter on the former at one's peril. If you're in the mood could you possibly comment on a pair of questions I asked previously and to which there was no response? I think these...

From the early 80's to about June 2006 there was another mathematical effort that had the consequences we see today (rendering many created instruments illiquid). Hi Jack and welcome back. A couple of questions: (1) What was that mathematical effort? (2) Your seven fractals are: Quarterly...

A neutral, to use a candlestick term, is a doji. lj