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http://www.bloomberg.com/apps/news?pid=20601087&sid=aTS7Mz0crKx8&refer=worldwide "There's some talk around that there could be a coordinated global interest-rate cut tonight and that the Reserve Bank of Australia is preempting that"

deserves repeat post from 12/07/07: <i>"..oscillator NEVER lets him down.."</i> <i>"..that's when people HAVE to buy.."</i> <i>"..minus seven you HAVE to cover your shorts and get long because there will be some reason for a rally.."</i> Guess the reason never materialized. Now we...

http://elitetrader.com/vb/showthread.php?s=&threadid=132481&perpage=6&highlight=vwap&pagenumber=4 search function.

wishful thinking.

mind, I haven't fully proved it to myself yet. Ran into some snags on setting up the simulation earlier. But, it's looking like everything he has been saying is true. I'm one of the biggest skeptics here, so for whatever that is worth, you might want to continue looking at it (at least...

Maestro!!!! I was playing with some truth tables and by golly, unless I overlooked something, I believe you are correct about looking at the conditional probability in a non-conventional monte hall type approach. I can even see a very possible relevance to parrondo. About the only...

It's getting a bit late, so hopefully this comes out coherent and somewhat intelligible. However, I was a bit intrigued by the Catalan number idea, so I looked over it a little bit. 1) Not sure where you obtained the formula's application, but I think you have misinterpreted this particular...

while it dosn't specifically refer to Catalan numbers per se., there is an older book that talks quite a bit about these types of scenarios (stirling approximation, etc..) and risk of ruin in binary games with random walk. The theory of gambling and statistical logic...

Many reasons: Historical reversion to mean after large deviations. Lognormal price distributions. Long term postive drift. From a pragmatic point of view, shorts have experience in getting ripped on squeezes. Like putting fingers in a flame, you can develop a pavlovian based fear...

The simple question you should ask yourself is this -- is a fraction of infinity less than infinity? --------------------------------------- <i> That is whole, this is whole From the whole, the whole is subtracted When the whole is taken from the whole The whole still will remain —...

Perfect! thank you.

I would like to know where is this GS MVP list? Is this in the public domain?

Anyone know a list/site that has a list of top performing hedge funds and monthly returns over a period of a few years? I think makloda posted something like this before. TIA

------------------------------------------ My formula posted (which is equivalent to MTE's later post btw) shows how many trades to get to the remaining balance as a percentage of original capital. i.e. 30% of original capital, where CL=30% ntrades = ln(CL)/[ln(1-lt)] ntrades = number...

_________________________________ No, I'm pretty sure the formula I derived is correct. If you are compounding as in the prior examples on the thread, 37 losses in a row will not give you 30% of your initial value; 119 losses will.

expectancy and profit factor are simply two different methods of expressing an edge (both can be expressed with the same set of variables). One is a difference equation, the other a ratio. As a previous poster mentioned, pf > 1 implies positive expectation. Likewise, for pf > 1, then...

try: ntrades = ln(CL)/[ln(1-lt)] ntrades = number of trades to get to CL CL = Cumulative loss lt = loss/trade

Seeing as they eliminated the 80A collar rule, and short uptick rule right before all of this occured (since their thorough research demonstrated it would have absolutely no effect on volatility), I'm surprised to see if they still even have circuit breakers in place. Welcome to the second...

Just happened to be doing my weekly bookstore reading and noticed this comment (and Don's replies) published in this month's Tech analysis of Stocks and Commodities. That was a surprise. Would like to have seen my full title there (it was truncated to dt).:D Looks like dark pools are...

ditto. Hang in there. But make sure to get well and come back and keep us all on our toes!