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    Do you agree or disagree it is the NO.1 rule in finance investment ?

    LoL "Big fish eat little fish" This is the number one rule in finance.
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    Who else feels like this rally has legs?

    To start with, 35.8 + 41 = 76.8 Are they telling us that 23.2% of professionals are in the sidelines? Then, the bull-bear spread is not that big. I don't see where you got that most people as bearish and this is a short covering rally. Third, are you watching the corporate earnings...
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    Open Source Automated Trading Strategy Design Software

    I answered indirectly but you are one of those that think others should answer the way they think it is proper to answer. I will answer the way I want to answer. If you don't like that, put me on ignore. I already put you smart as*.
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    Open Source Automated Trading Strategy Design Software

    Well, the hard part is not reading data or integrating with different trading platforms. The hard part is finding an edge that worths the time spent to learn the software.
  5. I

    Expectancy blunder

    + All good points. I think this "university" has some explaining to do...
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    Hidden Markov Model

    Why can't you subscribe? You don't have an RSS reader? That blog is a naive application of probability and Queuing theory to trading. The author appears as an expert but he makes assumptions he shouldn't be making. Especially in his last post where he tries to estimate toxicity. You never...
  7. I

    Hidden Markov Model

    The market is the game of misdirecting the other side to either sell you cheap or buy from you expensive. Nothing related to this naive example of Alice and Bob, two apparently honest average IQ persons.
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    Stock Screener

    Scalping at the 1min and 2min charts? Oh boy, these timeframes feel like months to a true scalper. It is more like trend following than scalping.:)
  9. I

    Do you see patterns in Random Walks?

    No, this is not Euler's identity. It is the equation that the golden ratio satisfies phi^2 = phi+1 written as phi = phi^2 - 1 coupled with the Euler identity e^(ipi)+1 = 0 --> e^(ipi) = -1 you get phi = phi^2 +e^(ipi) so we all know who is the true mathematician here :D
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    Do you see patterns in Random Walks?

    IMO let us refrain from ad hominen attacks, direct or indirect, and agree to the fact that randomness and determinism are metaphysical issues and as far as logical thinking goes red herrings. The practicle issue is whether simplicity can predict/model complexity and to what extend.
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    Intraday mean reversion

    Pattern win rate reversion to the mean This is the most dynamic mean reversion I have found. I am still working on this method. More information in this thread http://www.elitetrader.com/vb/showthread.php?s=&threadid=215283&perpage=6&pagenumber=3 You can extend this to strategies as...
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    Do you see patterns in Random Walks?

    I do not agree with this conjecture. I find a very loose connection between complexity and randomness. An airplane of today would be an extremely complex, even incomprehensible system for people 500 years ago. Today it is established technology. I am still waiting for you to present a process...
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    Do you see patterns in Random Walks?

    MAESTRO, the motion of each particle in the jar is deterministic and completely governed by Newton's second law. There is nothing random about the phenomenon you described. However, due to the particle collisions, the process appears chaotic. You are using the term random to describe chaotic...
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    Do you see patterns in Random Walks?

    In epistemology nobody cares about what we believe but how we justify our own beliefs. As such, I have not seen any convincing justification of such belief about randomness and it sounds to me more like religion or dogma than anything else. If as you say dear MAESTRO "RANDOMNESS is an...
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    AAPL Earnings - Oct 18

    Good call... AAPL down $24 at 4:31 PM I don't know if you will make money with the puts though...
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    AAPL Earnings - Oct 18

    You paid a lot for this muffler....
  17. I

    Expectancy blunder

    This doesn't make any sense to me. I can't see any connection to the other table. There they average the R multiples, something that I think is not correct. In your table, you divide the net P/L by the sum of the fixed dollar risk you arbitrarily defined.
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    Excel Expectancy (tharp) issue

    I don't think you can add the R's because they are different numbers R1, R2,...etc. Am I the only one who can see this? I also pointed that out here: http://www.elitetrader.com/vb/showthread.php?s=&postid=3330917#post3330917
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    Expectancy blunder

    I think one cannot average different Rs. This is the error IMO, very basic algebra. These are basically R1, R2, R3 and R4. They have different values. Does anyone else see it? I think it is the kind of error that would get you an F in a high school test.
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    Do you see patterns in Random Walks?

    To me this is a load of crap MAESTRO. Someone can activate 100 robots in twitter posting all sorts of crap and the result is useless. There is no way to derive the validity of conclusions from premises in logic unless you know the validity of premises.
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