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  1. J

    Article/Paper - "Filtering in Finance"

    Mathematically, I AM a professional, thank you. And I make the odd dollar here and there trading. Enough to be able to distinguish traders from non-traders here.
  2. J

    Article/Paper - "Filtering in Finance"

    Don't get me started on Ehlers. He uses the double-sided Fourier transform when for a causal time process he should be using the single-sided LaPlace. These geniuses all fail the first step: conformance to assumptions and existence conditions. The only thing that I have found that is worth a...
  3. J

    Article/Paper - "Filtering in Finance"

    Sorry. I'm from Texas. The wind can come from anywhere.
  4. J

    Article/Paper - "Filtering in Finance"

    EQ. I don't teach any more. It hurts my teeth too much.
  5. J

    Article/Paper - "Filtering in Finance"

    NN. Not sure it is legend. My correspondent heard Kalman speak and say it himself. Scientism? Numerology! Am now sober so will say no more. P.S.: Yes! Thank God for Jack!
  6. J

    Chop vs. Trend

    NN. Anything numerical is numerological. Or is that numerillogical? Mike.
  7. J

    Dao of Trading

    I am only hanging around because I have been in a fucking underwater NQ short for over an hour. I figure if I keep drinking and ignoring reality price is eventually bound to go my way.
  8. J

    Dao of Trading

    "Those who know do not speak. Those who speak do not know."
  9. J

    Old Possum's Book of Practical Charts

    It is midnight in whatever time zone I am in, I can't sleep, and this cheap shit Oregonian (sounds very Reichian, doesn't it?) champagne I'm drinking just isn't doing the trick, any more than than the fat girl who was just in my room did. So I am sitting here testing new code in slooooooow mo...
  10. J

    Article/Paper - "Filtering in Finance"

    "Never mud wrestle with a pig. The pig likes it too much." Did you read the lame-assed conclusion of the paper? A call for further research, haha! "Il faut continuer de depenser de l'argent sur cette idee foule."
  11. J

    Obsessed with account equity

    Permit me to offer a helpful sexual analogy, as is my wont. Does a guy with a big dick worry about how big it is? No. A big account is like a big dick. Make it bigger with your outside earnings and your account envy will disappear.
  12. J

    Article/Paper - "Filtering in Finance"

    Which, the gutter French or the devastating analysis of the fundamentally bad assumptions in the paper?
  13. J

    Interesting "caribbean pirates"

    Ya gotta have faith in America. If we go in the shitter, everybody else will be flushed. When the world gets in trouble, it always sucks up to us, because in the final analysis we are the meanest and most durable fuckers on God's green Earth.
  14. J

    my current setup

    I thought some of the questions were meant to be helpful. I am sorry that you did not find them so. So let me try again. Consider the word "up". You have applied three simple moving averages. (BTW, there is a reason they call them "simple".) You require them to be "up". Now in children's books...
  15. J

    Article/Paper - "Filtering in Finance"

    Mais non! Je t'aime les francais! Surtout les femmes, et les champagnes, especialement les deux ensemble! Mais les hommes sont pines. Et cet auteur ci ne comprend pas les marches. Il encule des mouches.
  16. J

    Article/Paper - "Filtering in Finance"

    To put a definitive end to this thread, let me say this. I just read the paper, and on page one he blows it. He describes both the "signal" and the measurement as noisy. The price is the price is the price. Nothing is "hidden". Just the kind of bullshit one might expect from an...
  17. J

    my current setup

    Knife. For something this complex, there's got to be a lot of guesswork. Mike.
  18. J

    my current setup

    JG. Why does he need two ticks of slippage? Theoretically if he's trading off of the last price it should only be one tick. Or off of the B/A, no ticks. For NQ I rarely experience any slippage from the B/A when I punched T.
  19. J

    Gold Bugs and Conspiracy Theorists v. Momentum Traders

    You only call us gold bugs when price is declining. Otherwise we're geniuses.
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