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JS You may be confused by my saying "Tick Data". That was the vendor source of my daily closing prices. JJ

JS When I performed these tests about 5 years ago, I used DAILY Tick Data. The data went as far back as 1969 on 37 futures markets. I used a time frame of one day up thru 6 months. If you are a very short term trader then I assume this would not be too helpful for you. JJ

JS, In my studies I found that the Hurst factor will generally rbe in the .4 to .6 range. A .6 would be very high and a .4 very low. JJ

True. The Hurst Factor is only good for looking at the past performance and will not predict the future. However, if I wanted to trend follow I would pick a market with a high Hurst. If I wanted to counter trend I would look for a low Hurst. JJ

The Hurst Factor is calculated by taking the Std Dev of the price changes over different time periods and then doing a data regression using these std devs along with the time element. A .5 is random. Anything higher or lower would suggest that the past price changes have an influience on...

I did a study several years ago on Hurst factors for different types of markets. For most future markets the factor ranged from .52 to .56, great for trend followers. The SP500 had a Hurst fator of .47, not so good for trend following. jj

What markets, besides the indexs, have enough activity to trade online? Thanks JJ

VictorS. What have you learned about volume? I've had a difficult time finding anything about volume in my research. JJ

I assume there are two types of wireless internet. One being offered by cell phone companies and the other a new one by direct line of site companies. The first has a baud rate of arround 15 and the latter a baud rate of 500-1000. jj

Has anyone tried wireless internet? How doe's it compare to other sources? Thanks. JJ

I live in the Paso Robles "California" wine region and love all the zinfindels made here. I have a small viineyard and make some good zin myself. My wife works at Peachy Canyon winery and my daughter works at Eberle winery in the tasting rooms. It's great living in a wine area. JJ

Tony; I am a mechanical system trader and feel very confortable trading this way. I have developed a system that is similar to your Skyscraper and Bottom Feeder scans and was hoping to incorporate parts of those into my mechanical system. I assume, from your posts, that you would not recomend...

I'm sure that the scans have a positive bias, or why would one use them "rather than a blind date". Backtesting would show what this bias is. JJ

Has anyone tried to backtest any of the Oz Scans? If so what were the results? Thanks JJ

Does anyone use a mechanical system to trade the SPY or QQQ's? JJ

The site you gave me "www.ivolatility.com...They" can't be found. Is this the correct address? Thanks JJ

I posted this in the trading section, but did not get a good responce. Does anyone know of a good site to get historical volitilty from. I want to find the Vo. for the stocks that make up the SP500. Hopefully, going back 25 years of daily price changes. Thanks JJ

I am still looking for help in finding an on line source for historical Volitility. JJ

Yea, I used to get that this type of info out of Value Line at the Library. I was hoping I could get it in an Excel format and save alot of time tranfering it. JJ

Does anyone know of a source where I can find the Daily Historical Volitility for the stocks in the SP500. I would like to find The Vo from Jan 1977, or earliest date, to present. Thanks JJ