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http://www.youtube.com/watch?v=dzm8kTIj_0M

The introduction is good. "Just like a a drunk man leaving a bar follows a random walk. His dog also follows a random walk on its own. The paths will diverge ... Then they go into a park where dogs are not allowed to be untied. Therefore the drunk man puts a strap on his dog and both enter...

Is that time series property called stationary? Can Detrending & Differencing really make nonstationary become stationary? http://www.investopedia.com/articles/trading/07/stationary.asp

Are these considered arbitrage? A fun manager with 1Bil AUM front run leveraged ETF or index futures with his personal$ right before dumping-investing 1Bil of client's $ into stocks of the same area A fun manager buys, say any highly leveraged futures or fx pair with clients$ & short the...

Yeah, why even use charts & high tech software, just go with your emotions, the rest would take care of itself.:) http://www.youtube.com/watch?v=o2we_B6hDrY If that doesn't work, http://www.youtube.com/watch?v=au2mOdwGENk

Fractal confluence in smaller timeframe occurs sometimes due to stochastic streaks, not because of mass behaviour confluence, other than major intervention, of course. http://wizardofodds.com/image/ask-the-wizard/streaks.pdf

From a Mathematician view, if you flip 10 thousand times, you will get even longer stochastic type 'trend' of consecutive heads or tails... Maybe the difference between deterministic and stochastic trends is just a matter of perspective. Similarly, from a behaviourial science view, price has...

Daytrading. Also, probability of Streaks itself is Not a binomial distribution like coin toss probability. Consecutive heads or tails requires Markov chain analysis and is Not an independent event scenerio.

Short term market has no memory.

Could the Nature of short term Trends be simply a streak of consecutive heads or tails contained within the randomness cloud surrounding an "entropy increasing" true long term trend e.g, decreasing value of currency or inflation will cause dow index to increase on a up trend certainly over...

http://en.wikipedia.org/wiki/Infinite_Regress_(Star_Trek:_Voyager) Look at the picture on the right:) As described, it is a "multiple personality disorder", forumers are prone to this, could be contagious:p

The above first statement does not seem to tally with the rest of the comments. What does it mean by "win rate is only probable in an infinite regress fashion"? If win rate is infinitely random for trading, then statistics like expectancy is meaningless for traders since "You cannot know...

The 2 simulation pictures of different win rates you posted showed the final profits numbers of same colored profit lines(comparing the 2 pics) to be quite different, how did you conclude that win rate which affects streak of losses 'does not affect profit'?

This is interesting, how did you get the details below? :)

Good article...how do you find these more in-depth but easy to read pairstrading stuff?

Hi bones,When do you take profit for divergent approach?

Good question, why not just trade the single trend driver? How about trading for intraday mean reversion only in the direction of weekly pair divergence? Which is better for direction, weekly or monthly divergence trend?

Shave your whole body, your cat, dog

Financial companies tickers are like the good O' 90s days of Dot com/gone companies.:p

You can get a windows7 tablet on ebay for about $300.