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  1. MAESTRO

    Money Markets

    A lot of people have asked me what market analysis service do we use. I was hesitant to answer to this question as I do not want my answer to be perceived as a recommendation or an endorsement. We use this service http://www.moneyandmarkets.com/ Since it is a free service I thought it...
  2. MAESTRO

    Gnome... 10,001 Posts... and I'm outa here

    I am thinking the same thing. I am thinking of hanging my ET hat for good as well. I don't really enjoy it anymore as overwhelming majority of posts here do not add any value and are typically aggressive. There are 5 - 6 people here that I enjoy but I can always reach them via PM. Good luck...
  3. MAESTRO

    Pictures of your trading stations

    Check this out! http://bumptop.com/
  4. MAESTRO

    Reversion To the Mean (RTM) Intraday Strategies

    Jurik's indicator is a version of FIR filters. They have advantages in smoothing data, however they are not as efficient as splines for RTM methods.
  5. MAESTRO

    Reversion To the Mean (RTM) Intraday Strategies

    Financial Labs who were bought by Bank Of America a few years ago used to trade a very similar noise catching strategy on currencies. Although it somewhat resembles your typical RTM method it is not quite the same.
  6. MAESTRO

    Reversion To the Mean (RTM) Intraday Strategies

    This article makes one wrong assumption. It considers constant mean to determine the deviation as an input for their predictor. Flexibility of the mean impacts prediction significantly. Any practical RTM method should be based on a stable relationship between the mean deviation and the price...
  7. MAESTRO

    Reversion To the Mean (RTM) Intraday Strategies

    What, I think, you are all missing is the Galton's principle of derivative reversions demonstrated in his QUINCUNX device. It is the most important principle in constricting a usable RTM method. http://www.bun.kyoto-u.ac.jp/~suchii/quinc.html
  8. MAESTRO

    Why can't americans admit they messed up the economy?

    I think Americans are not responsible more than anyone else for what happened! It is just more visible, that is all. USA is a very strong country and I believe in my heart it will lead the recovery! I am a Canadian citizen and our economy and people are responsible for this mess the same way as...
  9. MAESTRO

    Psychology is BS for most of you, it's about skills

    What I find interesting is that majority of people freely use word "psychology" without really understanding what psychology actually is! Over the years it always amazed me how little people know about this science yet everybody considers them selves an expert in psychology. I have yet read a...
  10. MAESTRO

    Reversion To the Mean (RTM) Intraday Strategies

    Actually, you are correct. One of the best mean levels is the yesterday's close. However, there are better ones.
  11. MAESTRO

    Everything Is Roses, Jobs Report Will Be Great Tomorrow

    It is telling me that no one believes in this rally! normally VIX would be at a lot lower level after that kind of a rally. Suckers, and some schmuck fund managers who do not want to be left behind blindly piling in and buying shit load of questionable assets.
  12. MAESTRO

    Everything Is Roses, Jobs Report Will Be Great Tomorrow

    I like it a lot! I am shorting it. Look at VIX!
  13. MAESTRO

    Everything Is Roses, Jobs Report Will Be Great Tomorrow

    Oh, GOD! Not another Nostradamus!
  14. MAESTRO

    I am your god Apophis

    That comment was addressed to the OP, not you, sorry for misunderstanding. :)
  15. MAESTRO

    I am your god Apophis

    As a professional psychologist I am amused by statements like that.
  16. MAESTRO

    Reversion To the Mean (RTM) Intraday Strategies

    Indeed! That is what it makes so perfect for the RTM methods! More so, for different markets one can use different spline rigidness resulting in different parameters of the price distribution around any predicted point. In fact, there is an optimization procedure (could be reduced to a linear...
  17. MAESTRO

    Reversion To the Mean (RTM) Intraday Strategies

    No, that's not it!
  18. MAESTRO

    Reversion To the Mean (RTM) Intraday Strategies

    Very warm, almost there!
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