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  1. M

    The ACD Method

    There is a lengthy process one undergoes to determine variables to use for a model that I'm sure you have long forgot in your college stats class. I'm not going to bore you be going through all the steps but there is a step by step process for determining significance, omitted variables, and...
  2. M

    The ACD Method

    No, we never use the word causation. It can NEVER be known. The word we use is "association". For example: An individual who is overweight is associated with an increase risk in having heart disease. Being overweight may or may not cause heart disease but the data is showing an association...
  3. M

    The ACD Method

    Yes, this is all the types of stuff you learn in statistics. The idea of taking a sample from a population is that provided that the data is Gaussian (normally distributed), then a large enough sample should approximate the data from the entire population. This is always the assumption you...
  4. M

    The ACD Method

    You are correct. I shouldn't be posting at midnight. :)
  5. M

    The ACD Method

    Just to further explain...the idea of programming is to find edges. We use R to collect data and test data to prove statistical edges. Once an edge is found, it can be traded any number of ways..manually, automated, both, etc. So say you have a theory, that 30 NLs in currencies have the...
  6. M

    The ACD Method

    Which packages are those?
  7. M

    The ACD Method

    DTN is good too.
  8. M

    The ACD Method

    This is exactly what we do. I'm working on my R skills as well. But we have a massive database of NLs for every product in this world and the next and it's all data analysis. I don't even look at charts anymore. LOL.
  9. M

    The ACD Method

    He knows about the thread. I've told him. He is not terribly interested in ACD these days. If any of you guys live in the Miami area, he does have an office down there and has a small group of guys there. I can point you in the right direction.
  10. M

    HLF

    Zany. I like you. You seem like a smart kid. Be careful. I don't know what you really do for a living. I think you said you are married, maybe a kid, not sure. Just be careful. Math and statistics is what keeps us grounded in this game were emotions and biases can overtake us. Opinions...
  11. M

    HLF

    Huh? LOL.
  12. M

    HLF

    You still need to understand statistics. Long term fundamentals are function of the present value of the future cash flows. But to calculate the proper discount rate to derive that PV you need to understand probability to properly value the variation in the cash flows.
  13. M

    HLF

    You need to take a statistics class at DePaul bud. Anecdotal data doesn't work well.
  14. M

    HLF

    I trade mostly oil and gas. I do it for a living.
  15. M

    HLF

    We'll see 85 then 100. Stocks don't hang out at the highs that long to go lower. This will be another bear trap.
  16. M

    HLF

    And you're not even short....shame.
  17. M

    The S&P 500 has topped at 2430 on 6/1/17

    Come on Beck...we're cool man. No hard feelings. Seriously, just relax.
  18. M

    The S&P 500 has topped at 2430 on 6/1/17

    Atticus, why all the aliases? And why the hate bro?
  19. M

    CL Journal

    Every bottom you called made a new lower low. You are 0 for whatever....
  20. M

    CL Journal

    Sooner or later you will be right of course.
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