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It has been enhanced dramatically over the past 6 months or so. Our prop groups are using it now privately. There is always a way to participate in our success though. We are a public company and the shares are available in the open market! :cool: Cheers, MAESTRO

Read above :cool:

One of the ways we can spot sync is by the relative price moves in multiple time frames. :cool: By measuring the square of price differentials multiplied by their accompanied volumes gives you a pretty good idea. Remember kinetic energy formula? m*square(v)/2? m = volume; v = price...

The answer is extremely simple: Trailing stop on your equity. Put a stop on a trade if your equity curve dips below 20% of the high water mark on your equity curve. That is it! Works like a charm!

Thank you for the link. There are a lot of experiments these days similar to the one presented in this video that illustrate the principle of "Small World" http://en.wikipedia.org/wiki/Watts_and_Strogatz_model networks used to create many known types of behavior. Spontaneous sync and...

Yes, it assumes the normal distribution. Please do not forget, this example was given just for the illustration purpose only. It, of course, has huge assumptions built in. However, if one takes this general approach a very useful method could be constructed. Please do not forget that I have to...

You are too kind! It is my pleasure to be here and share my fascination with the subject! Cheers, MAESTRO

Man, you are good! So, if we only have 53% of reaching the high if you are that close to it can't you not think of the algo that exploits it and makes a bet with others that believe in fact that it is close to 90% chance? I am sure you can! So, here is a very simple proof of Bayes's usefulness...

PERFECT!!!! Can you also see the similarity of this example with the one I posted earlier? And, in general, with the situations that we experience in the markets every day? Thank you for your help! You participation is very important! The conclusion that we draw from this example is that...

Reading some of the replies here I realized that there are a few conclusions that I can easily draw: 1. A vast majority of population has incredible troubles with the notion of Randomness. Most of people have very strong preconceived notions with regards this phenomenon and have...

Can you relate to an example below and then extrapolate it to my example? It may help. 1% of women at age forty who participate in routine screening have breast cancer. 80% of women with breast cancer will get positive mammographies. 9.6% of women without breast cancer will also get...

Do not quit! It will come to you!

Sorry to hear that! The problem as I see it is that you worked virtually alone without anybody to participate in your level of theoretical discussions. Yes, I agree, the hard core traders are the wrong crowd, I do not enjoy them either. However, I have gone the other route: over the past 12...

Not necessarily. The good example is the Monty Hall paradox or a cancer screening phenomenon. Also, there is a solution for the example provided without any additional data.

Sure: A very simple (and a very abstract) example. The actual decision making tree is a lot more complex, nevertheless: Portfolio A has 100 securities in it. All the securities in this portfolio have an average daily range of X%. If any security in this portfolio is at 80% from its daily...

Most regularly!

I have been thinking a lot lately about Thomas Bayes and his remarkable discovery. It is hard to believe that someone in 1700s could have such a vision! It has been forgotten for over 200 years and now there is even a brand new branch of Artificial Intelligence that is based entirely on Bayes's...

Yes, that is what I do. cheers, MAESTRO P.S. I LOVE ASIMOV!!! I have read all of his works. I have his entire collection on my Kindle!

3 alphabetically and their permissible activities catalogued accordingly. Thus, by the plan, a person whose name began with "G," "N," or "U," for example, could attend the theatre only on Tuesdays, and he could go to baseball games only on Thursdays, whereas his visits to a haberdashery...

2 The incident was unusual enough to make all the front pages next morning, and because of this, many similar events, which might otherwise have gone unnoticed, received attention. The proprietor of the Aramis Theatre, on Eighth Avenue, reported that on several nights in the recent past...