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Nevermind, I figured it out. Ended up using unitroot.py functions. Wasn't all that smooth, but getting there. Thanks again.

Hi Rosy, Thanks for sharing some generic links, although I already got that far. I was specifically looking for the CADF.py (or equivalent to matlab.cadf.m) function to be readily instantiated in the form mentioned. If you have a link to that; that would be great. Also, I don't want to...

Well, it's pretty easy to get the code, but I don't want to be in any copyright infringement. If you are really interested to port it, I'll give a simple example I'm working on right now. cadf(seq1,seq2,0,1); is the matlab code to generate augmented dickey-fuller test on two sequences order...

I don't think you quite understand the above post. The whole point is the bulk of the payout is NOT going to the employees, it is going to the John Macks. Whereas, if anything, it should be the other way around. Not that I'm making any complaints per se, just that it's annoying to see the...

In defense of the harder working lower tier worker-bees, I always wonder why they (journalists) make the assumption that the pie is divided evenly. For instance, they would say something like: It was a great quarter and X made 3bil, enough to payout each of 10,000 workers $300,000; giving the...

That sounds like a good idea. However, I've got too many languages under my plate at the moment. I prefer languages that have a pretty good set of examples and semi-mature package development somewhere. F# seems relatively new. dt98

The idea behind Chan scripts is that they are 1) of interest to board members and traders 2) Already implemented in formal syntax (what more could you want). 3) Easy for others to obtain copies as a common top level problem. Heck, we could try to work on a script to solve the Riemann...

I have found python to be faster at implementing concepts in my head, than java... It's that simple, I think. However, like any language, I have to familiarize myself with the syntax (like slicing quirks not using 1st element); and the best way to do so is practice on examples, just like back...

Hi Nitro, I know you are pretty familiar with programming from looking at some of your past posts (a lot more than me). My goal is to simply pick up python to the point where I can run pretty much about anything I can imagine for purposes of prototyping fast. I've mentioned elsewhere that...

http://elitetrader.com/vb/showthread.php?threadid=170797 Here's your chance to polish up those skills.:D

Hey All, I've been trying to familiarize myself with Python and found one of the things I miss is working as a team for inspiration. I figure that we can take some of Chan's (Quant trading) models and re-write write them in Python; this way no one is giving up any secret sauce. I am aware...

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Reminds me a lot like the old message from the 'coke bottle' story. http://www.traderclub.com/index.php?option=com_content&view=article&id=50:trading-messages-from-mars&catid=35:chuckarticles&Itemid=58 Stick around the ET campfire long enough, and you start to hear the old allegories being...

A little research will reveal his background for you. http://www.evidencebasedta.com/aboutAronson.html

If you have a lot of observations and a fairly normal distribution, one method is to try generating a random run of returns with avg win of zero and equal std dev, then run a t-test (freely available in excel). Good trading type book on the subject is Aroonson, Evidence Based TA.

I see the cardboard shill generator hasn't been updated yet.:D http://elitetrader.com/vb/showthread.php?s=&threadid=170253&perpage=6&pagenumber=2 Is trade martingale equal not improvement or quantum discrete position entanglement? Elaborate? Turing would be proud.

Try not to focus to much on the 'general' formulas; it is better to understand the principles behind the kelly criterion. Even the simple binary model is not perfect, since it uses probabilities to model the win/loss frequencies. Hence, the optimal pt will shift depending on the real outcome...

Well, I sat on the plane reading "Wall Street Nerds," by David J . Leinweber. A pretty good collection of articles on history of AI applied to markets, written for the layman. A few good discussions on perils of curve fitting and mining for new traders as well. About the only technology he...

What is the source you used to gather this (tickersense)? How long has the data source been running and do they have historical data archives available on their polling? Also, have you done any type of statistical tests to see if there is any significant relationship between actual direction...

I know all about comic collecting/reselling, so I understand your point. However, the closest analogy is arbitrage, where you recognize and buy something undervalued on one market and flip it immediately to someone else for a (practically risk-free) profit on another. Trading relies far less...