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I don't know that I'd draw that conclusion. You need to get into specifics of what your definition of random is. A truly random (white noise) time domain stationary signal would have a close to flat spectral density with no peaks. A pure signal (1 large pk) with no noise, as you mentioned...

Not sure what you are trying to do with it, but... 1) It is an alternative to dft. 2) the peaks represent higher concentration of frequency energy at those components. Your data has been normalized to 1 (out to 1/2 nyquist rate). So unless, there is a way to de-normalize back to trading...

Maybe it's just me, but considering that a large population of prescription patrons are elderly, and suffer from many ailments: ranging from reduced cognitive abilities to reduced visual impairment; I don't think the burden should be put on them. They are partially paying for service. One...

I gave this solution on the 1st page.:D I think he already solved it and just isn't reporting back. No need to repeat the same thing for 10 posts. I think everyone agrees Malwarebytes is an excellent solution. And this exact same virus description has been solved by booting in safe mode as...

AND, to make it worse... some brokers are being more conservative than the rule (tighter). For instance schwab is moving to 60% 2X LONG.

Anyone have any thoughts on the impact. With the brokers and institutions having knowledge of this event, I would be kind of surprised to see them push the markets up, knowing many traders are going to get forced liquidations (unless maybe the majority of liquidations are going to be on the...

:D Watch the Sopranos. My vote would go to John Von Neumann. as a purely quantitative strategist, he would be quite formidable.

Ok. I was more specifically asking, why is it worth learning if you are already adept at say, R, Python, Ruby, and others using your prototyping argument? Is it because it compiles faster? What is it about it that is so great? I assume the libraries are nowhere near as evolved as Python or R.

Shadowstats has a good compilation of alternate numbers, subtracting out some bls fudging. They show about 22%. http://www.shadowstats.com/alternate_data

I agree with earlier posters. Your new 2nd set of data has 1st log return posted twice--5.67% (should not be on 2nd set). Should be about 2% difference annulaized in this series. What appears odd to me, is not so much the difference in the ann HV of the two lagged sets of data, but the...

Hi, I looked into F# a little bit. Could you tell me why it is specifically useful? Compared to the others you mention? I know it caters to scientists and engineers, etc., but what about it do you find appealing, that makes it any different than the others? Thanks.

I don't don't think you'll find a link regarding the more recent information I was referring to. You'll just have to take my word on that. That being said, here's a few related links if you are interested...

Without going into personal experience, there seem to be some major frauds going on lately regarding ATM scams. Not minor, mind you, but in the tens of millions of dollars kind of scams. And I've noticed several news sites seem to be corroborating increasing frequency of such schemes going on...

I have seen viruses in the past, where you could not open task manager,add remove, or any AV scan without them closing instantly. The blasted trojan would keep popping up and asking to download its AV crap, but block any attempt to halt it. I suggest to reboot in safe mode (F8 or whatever...

Did he close out his bearish run to the hills short proclamation from bottom of 03 yet? Oh wait, he said he amazingly called the crash of 08 in that book, so he re-released it right at the bottom of the last major dip, just in case you didn't get the message to get out the 1st time. So I...

Google "breaking vegas" Ron Harris. Now don't get any ideas.:cool: Simply an exercise in comprehending the pitfalls of pseudo-random generation via digital algorithms.

re: unofficial language to share. VBA, as that ensures the maximum number of participants can 1) follow the language 2) have access to the programming environment. That being said, I've heard there were some changes on the most recent vba? someone can chime in as I am still on 97 or...

Left axis is the avg length of the absolute distance traveled by each type of walk. It is plotted vs. number of steps on x axis. You can look up the random walk theoretical equation for this as sqrt(2n/pi); there is plenty of information on the web and statistics books. Green Line -- is...

Corey, I have attached over 20 yrs of S&P500 walks that confirm the empirical data match theoretical avg dev model quite well... until... about 100 steps or so, at which point the avg begins to drift much more positive then the model would suggest. Your notion of drift does not get incorporated...

Not certain if I am interpreting your rules identically, BUT-- if I use a constant scaling factor of about 14 for raw S&P 500 daily data (SP/14), then yes, the expected abs dev vs. n-- vs. theoretical shape match almost perfectly and only slightly start to diverge after about 50 steps or so; but...