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I was told that we cannot predict the market movement, but we can still predict the volatility of the market, if so, can we profit from the prediction of volatility ? Thanks.

One common story I had heard about trading system is that, Successfully backtest for 3 year's data, yet the system blows up in 3 days, what causes this ? Thanks.

Hi, All: Just curious about the typical profiles of EilteTrader's users ? Are you: A: An amateur individual investor B: A professional investor working for a firm C: Not an active investor D: Non Of Above If answer is D, then what do you do ? Thanks.

which are some predictive indicators ? Thanks.

Does this mean TA is for short term / high freq trading ?

then how to find dependence of Nat gas and weather ?

I know basic statistics very well, correlation, covariance, joint distribution, etc I do not know Factor Analysis, Principle Component Analysis, etc.

I assume that oil price partially depend on weather information. Since future weather is predictable to a large degree, I figure that if we can find the “dependence” of oil price against “weather”, we shall have some edge. Then, these are two sequences of data. One sequence is the...

Are oscillators & indicators part of TA ?

Hi, All: In your trading strategies, do you think if it is good to mix TA (Technical Analysis) with FA (Fundamental Analysis) ? or these two shall not be mixed ? I think one assumption of TA is that all fundamental information has been included in price. Thanks,

Do you mean that one even cannot predict the price of the next data point with probability ? For example, 60% of chances, price will go up ?

PhDs are no more correct in predicting stock price than average Joe.

I do not get your points. 1st: If price reflects people's thinking, what do you mean "there is no reason to believe that you can predict the price without assessing what EVERYBODY thinks. " 2nd: a partial solution is good enough. As long as we have a little edge to beat market, we can use...

Linear or Nonlinear prediction model ? If people believe that price and volume contain all public information, that means we shall be able to forecast future market movement based on price and volume. Then, the question comes to which prediction models to use. Do you think if linear...

What is it ?

then how to profit from the bubble ? and when is the sign this bubble will burst ?

Hi, All: Often we regret we missed last bubble. We missed the Tech-Dotcom bubble, we missed the real estate bubble, or we missed the commodity bubble. Often we did not realize that, at any moment, there is a bubble. We just need to catch it. So, what is the bubble at this moment ?

Hi, All: In your experience or in theory: For a trend following system, which will be more difficult ? 1. To identify a trend 2. To identify the reflection point where trend stops or reverses ? Thanks

Hi, In your opinion, does sentiment move the market or other way around ? or sentiment is not correlated with market movement. Thanks.