Search results

Yes, Now you are thinking!!!! Also, try to use % steps normalization function. It will help. It will compress and decompress the time component.

Good luck to you and best wishes!! Send me PM if you need help with something in particular. If it is not too sensitive, I might be able to help. I am glad that you are intrigued!

it's not just me. it's the whole crew of very talented scientists, programmers, mathematicians that work in our company. I am just an "idea guy". They make it work. You should see what our robots look like! They are incredible. I would have never be able to do it on my own!

Scale-ability is an issue, of course! Not all the models allow us to go pass a few M. However, some of them (with much lower return ratio, like 2- 4% a month) can go to a B.

You might not like my answer and I might come across as a prick, however, if you are asking about my honest opinion and you promise not ask for the actual results I can tell you that 8 - 10 % a month is more than achievable. I can also tell you that the Sharpe ration of above 2.86 is also very...

I share the same "annoyance" towards many economists myself :) There are a lot more of pseudo scientists around than the real ones. I do not pretend to be a "hard-core" scientist; I am just doing my best to create new behavioral models and test them thoroughly. Cheers, MAESTRO

Very close, yes

If the two stochastic processes are positively correlated and we use a superimposed subtraction of those processes the resulting process will have its variance that is less than the variances of either of the two original processes. That is exactly what arbitrage is based on.

Here we come to our main disagreement. All other discussions, of course, are derivatives of this corner stone notion. statement #1 NOTHING in this world is random statement #2 There is not a phenomenon in this universe that is not based on a RANDOM PROCESS Now, I shall use...

Not at all! I was just trying to illustrate that one of the measures that I consider somewhat objective is the results of actual trading; trading that is based on the models that have psychological origin. Although I cannot provide any details of our trading results I can only tell that we have...

We shall continue tomorrow. Tonight I still have to go through lots of reading and watch my favorite show - "The Big Bang Theory" :)

Yes, I fundamentally believe that at the heart of quantum mechanics, psychology, medicine, biology and thousands of other natural phenomena rests the "Galton Box" type of a process. I also would like to mention that the subject of this discussion does not directly relate to any "profit". In this...

If you are prepared to listen and keep your mind open I will be prepared to explain and even illustrate. However, if your mind has been hard coded with this notion there is no way for me to convince you. I can only upgrade the "software" not the "firmware". Please understand that I have spent...

Yes, you are right of course. I am sorry. It's a touchy subject for me. My real motivations are not Just "money" and "glory" and I do not envy any other "hard-core" scientists. To me this type of human activities is the most fascinating laboratory that has more readily available data than any...

No, not really. Look at the extension of the spline to the next data point.

Of course you do! No-nonsense, hard core practitioner who is irritated by this mambo-jumbo talk produced by the egg-head pretend scientists! I get it. As a psychologist I hear it all the time! Now tell me, how does it make you feel? Do you feel relieved now? Oh, good! :D

Now that is priceless!!!!! I should print this and frame it! Next time I do the lecture I should put this statement right in front! Unbelievable! Thank you for that! it made my day! I will be laughing during my 40 min drive home! Genius! :D :D :D

Precisely!

I think the striking similarity of quantum mechanics with the information propagation phenomena naturally suggests the usage of similar models. Spontaneous Synchronization is a behavioral phenomenon that is awfully similar to the Quantum Walk models lately used in many areas of physics. We now...

Yes, that is a very old and incredibly inaccurate concept. As the matter of fact any particle physics concept cannot be explained using deterministic approach. That is why the quantum Random Walk theory is gaining momentum these days. Our minds are not capable to comprehend the existence of a...