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Hey lolatency and others, I haven't used Mathematica for years. Is there any type of visualization/tool that it can do that R, matlab, or most other math based tools can not? I was looking over the demos and didn't see too many useful tools (that couldn't be run on any other math program)...

It's not so much bravado, rather it's based upon looking at accuracy of prior calls and evaluating their worth. Just because GS makes a call (or any other analyst for that matter), does that mean they are initiating a position in the direction of that call? Or for that matter, are they...

+1 Just need GS to agree for confirmation. They were quite timely in the 200 dollar buy oil call.

If you want to see some really interesting heated debates about regression/inference in time series modeling, do a search on some scientist blogs for global warming and climate change. Their approaches generally put TA kindergarten math to shame, and they still are not in agreement about...

Both example residual sets pass tests for normality under S-W test. Generally speaking, I agree it is a good idea to test for residual normality, serial correlation (durbin-watson), etc... in fits. One could use a tighter moving average than the example I gave, however, there are...

I think you've dropped enough clues in other areas (albeit, unintentionally) to figure out what you are inferring.:D Always look forward to finding a thread with some of your sage insights.

The equation above is not a higher degree polynomial. The MA is a low pass filter, not a high pass filter. Simple differencing of consecutive series elements (detrending) is one way to generate a crude high pass filter. I can't speak for Maestro, but (regarding model fitting) if I want...

You can do quite a lot, surprisingly with both vb and vba, however, I've found sometimes, nested functions can be very tedious to actually write (SVMs, anything having to do with matrix computations and or parameter solving), so you can also combine tools. I.e. maybe let another tool handle...

One of the points that stood out to me, during a reading of Lowenstein's 'When Genius Failed: the Rise and Fall of Long Term Capital Management," was that when LTCM's leveraged positions started to turn south, they asked for some help from GS. GS insisted on seeing their trade position...

Look up GARCH and its variants. It is well known that volatility tends to cluster. The only issue is direction is much less predictable then the squared component of gain. That being said, I'm wondering if jacksmith is being paid to ask all these contentious questions, since he doesn't seem too...

Your original request does not require FA or PCA; if you understood correlation, as you say you do, you would know that. Those tools have nothing to do with your request. Once again, go back and try to understand the meaning of correlation and regression, and you will have the answer to the...

start by learning the concept of correlation, for starters. I see you never picked up the book on prediction I rec'd to you earlier...

Yeah, the idea as I explained it was not to award seniority solely on duration and prolific postings, but a combination of components that comprise the ingredients of seniority. Similar to the working world; number of years in occupation does not equate to senior title. Anyways, I think I...

Thanks, MandelbrotSet. Nice to hear some cogent feedback.

If I happen to get a lobotomy and overdose on a bad sheet of LSD, I might be in a better position to share your unique perspective on what qualifies as talented prose.:D Until then, could someone with an I.Q. greater than a microbe and a modicum of tact, please enlighten me as to why this is...

Is someone missing their meds today?:confused: Unless you have something constructive to say, I suggest you keep your commentary where it belongs-- in your diapers. Take a course in writing while you're at it, hack. dtrader98 out

I figure it's a democracy; decisions should be administered by peers, with some discretion added by moderators, as aforementioned.:)

So I was reading some commentary on Thunderdog's Poll: http://elitetrader.com/vb/showthread.php?threadid=157683 And I got to thinking about the idea of awarding titles (ranking, such as SR.) based on a combination of seniority, as well as feedback from peers, and some discretion of board...

That's actually not too bad of an idea. While I voted for lower on the discourse scale, I notice a lot of mature forums tend to give titles, such as Sr. Member. It should not be awarded solely on length of membership, nor post count, but have some weighting based on peer feedback. I've...

comparison of your 1st method vs. the 2nd I showed: require(graphics) ts.plot(ts(b),ts(a),col=c("red","blue")) P.S. next time attach or print the file with the sample vectors as complete columns. Easier to process.