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Good observation. Unfortunately it is not designed to directly track the CBOE VIX, and correlation to that index is pretty horrible. I calculate .67 to date, which is close to their .7 value. They track S&P 500 VIX Short-Term Futures™ Index TR with a corr =1. Kind of silly when they...

+4 Agree on it being a great book, but definitely not very heavy on math. More of a layman's approach. You can also check out portfolio optimization, by ralph vince for an easy to digest book.

I'm not a big fan of common TA, so I'm sure someone will chime in shortly. That being said, you could run various scenarios using monte carlo simulations on stock data (using vol parameters) and look back around points of support and resistance to see if that might have helped you any.

You could use it and people do. The major problem with stocks is it does not tell you direction, only an estimate of range.

Two things worth seriously thinking about. 1) Markets have positive drift over time and if you slice up periods, you will more than likely find a long bias in your samples. Therefore, even though a broken clock might be right once in a moon, from a statistical point of view, it just pays to...

Another potential option. http://www.drivershq.com/ I haven't used it personally, but it shows up in similar forum related problems to yours. GL

have you tried to look under ControlPanel/system info/hardware/device_manager/display adaptors at what it finds as video card hardware? Double click on the device driver and update it and or make any changes you want. edit: bios is good idea also. I assume if you can see the video on your...

This thread kind of reminds me of the threads discussing the best custom ps jitter chip-sets for HFT. None of that will do you any good, sitting at your home set-up, miles from the data feed and out of the loop.

Back of my mind, sounds suspiciously like a bad hard drive. Better back everything up important ASAP. Have a look here on corrupt reg: http://forums.techguy.org/windows-xp/540528-stop-c0000218-registry-file-failure.html

Principal was 100k? And what does 411k mean? 411k was made on aggregate gain of all listed instruments with 100k principal divided equally between them? If not equal, does the program find optimal allocation (prior to out of sample reported result set) to arrive at that figure? It's long...

I have reservations about proxies hiding IPs. Someone please explain how if you go to two completely different proxies and download something from a site that has limits per time, the site states that you have already exceeded the download limit. I've seen that, and somehow something doesn't...

I should have said, 'part of the post tended to corroborate...' I can find the direct excerpt from the book I cited if you want. Please don't get me wrong, there are some great and talented players out there, but there are also a lot of shady elements, IMO-- and the great thing about...

Very interesting post, Swan Noir. Reminds me of a book I read stating that there is no way that the same group of players could statistically end up at the winning tables in many tournaments as they frequently do (considering the luck element). Your post corroborates much of that sentiment.

Nice to hear you still post around here, Max. I would argue that in most cases, the effort is not so much to increase the sample size to overcome this problem, but to find methods to minimize the input attributes (PCA, dimensionality reduction, AIC, etc). It also improves computational...

If there is anything we should expect from volatility is that it generally travels in regimes for a long while. I.e. just because it is low, don't expect it to spike anytime soon. A lot of shorts got killed waiting for the spike in early 2004 to late 2007. It came when everyone on the board...

For anyone to mock Berkeley as a learning institution, demonstrates sheer stupidity in more ways than one. Before you graduate high school (assuming you get that far), you might want to study up on institutions of higher learning. And Chelsea went to Stanford, a school you could only dream...

I gave a perfectly replicable example ( a rarity here) in an earlier thread on randomness if you care to do the digging.

Have to disagree about inefficiencies. Take a look at S&P500 addition/deletion thread run by talon; a well known inefficiency arb situation known for years, and apparently still works well. So there is more than one way to skin a cat. That happens to be one. On the other hand, people don't...

I read it as well. It was a great post. This is absolutely bizarre. They left the pin up photo, but removed that post? Why is there a such an effort to derail a gem of a thread? I just don't get it. Is the goal here to promote only raw losing TA strategies?

http://finance.yahoo.com/retirement/article/108534/contrarian-investor-sees-economic-crash-in-china?mod=retire-planning