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If you assume stationarity of data, then the simplest of trend decomposition works, and your forecasts can be whittled to where 'yt - y^ ≡ ε' ...("Yayyyy!") But as long as you have non-stationarity, you *must* examine errors for systematic content that can be discerned and then accounted for in...

As a regular weekly expiry, your ES option would've been fixed at 4pm, not 4:15. The ES fut at 16:00 EST opened and closed that minute at 2722.00 If you have a question, then 18:00hrs Sunday you'd want to be seated with TWS on the tube.

"Gamma Time!" (doooo-do-do-doot, de-doot de-doot) "Can't touch this!" :wtf: If you look at the degree of market movement impact on an option's value (the gamma), it is shaped like a gentle mound for longer-lived options. But that 'balloon' analogy earlier? As the time ticks away, and the air is...

I appreciate what you're trying to do, but if you price out the use of the SMA and EMA on the AAPL chart (video) as if it were, y'know, *important* in some way -- you'll find miserable, money-losing performance, and drawdowns worthy of NASA's "Vomit Comet". If you're going to post something...

And, bottom line: No. :( To borrow from B1S2, "position/risk management is the only edge." When (back in the day) I had great days calling the market, they tended to run together. And when I had nasty, gnarly, *grindy* days in the market, where every trade was a PITA...

That's nonsense. :wtf: :D I had to. I absolutely had to.:D

Let your 'pre-cognition' be a well-laid trailing stop-loss. Expectancy is $ence.

Dr. Copper! I follow the Copper futures too -- where so much gets made. So, variably, Copper goes up and suggests things getting made (or, orders being taken), but later, Trans yells out, "It's left the loading dock!" with more certainty (if less lead time).... But, re: "Bottom Fishing" --...

"Bingo!" Mystery solved. But aside from that, your handle on things (posted above) seems pretty solid.

This is him a few weeks back: “I'm not looking for the end of this secular (long-term) bull market. We’ve got a couple of years left, theoretically. But we will have cyclical corrections or cyclical bear markets. Now, if we're in the process of a top … I'd say it'd be a cyclical (shorter-term)...

And here come The Greeks! :D

No help here. A while back, it looked to me like this was a battle between VCR and BetaMax, and while the better technology lost that one, both of these guys continue to evolve and develop. (And Python certainly gets the popularity nod.) In 5-10 years, it might be obvious which way you should...

Expectancy! When you can fiddle and twist and convert and smooth and rework and check on other time frames and tweak for other markets ..... and work up a solid w*$W > l*$L. Using end-of-day candles/data, and taking the next day's opening price, it takes maybe 2-4 hours to work up a years worth...

The last time I did 5 bars was the last time I will do 5 bars. wait -- are we talking about the same thing?

I want to know why MSFT/AAPL haven't plummeted on this deal. This is nuts to me -- a backdoor into desktop/phones is swung wayyyyy open, and nobody responds? Linux gets its due. Android gets a desktop and server-level friend. There's even great chip synergies here. And Oh, let's not forget a...

I disagree. He took nearly 8 minutes to say, "There are no shortcuts. No magic bullet. You need to put in the time. Otherwise, give up now. The ease of access to trading markets does not mean that it is at all easy." That is a sound, solid message to rank newbs -- and is advice that needs to be...

You have a $30k account. The SPY is $275 per share, give or take. -- $27000 for one 100-lot. The ES runs $2750, but exacts a margin toll dependent on the broker, of oftentimes well above that. There are, however, many more vehicles besides the SPY which seek to mimic the S&P500 -- some of them...

It shouldn't. It's the trading pattern of someone without a plan. DO plan the trade, and then trade that lovely, sweet plan. Expectancy expectancy expectancy.

The options you're thinking of buying right now, have ZERO worth as their expiration draws nigh -- they will likely finish "out of the money." There is no option that you can buy, that will not *decline* in value, as its expiration gets closer. The ONLY way an option increases in value, from...

A trend-following T/A-algorithm does not have a time component, as there is no 'time' in the definition of a trend. If you wish a time component in the algo (or in your "rules-based trading"), you have to code it explicitly. What you decide to code can be based on market knowledge, prior...