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My basic arguement is that market prices do not change as if it were a random walk (this can be proven mathematically - via Hurst Coefficient, Kurtosis, Skewness, etc.). Just because something is unpredictable does not mean it is random. Since I'm not very articulate on this point, I'm going...

Not my arguement. Fama's: Fama, Eugene (1970). "Efficient Capital Markets: A Review of Theory and Empirical Work". Journal of Finance 25: 383-417. That's what I'm disputing. You can fit any kind of distribution on market movement, including Normal / Gaussian, but what I'm saying is that...

fatrat wrote: "You have some fundamental misunderstanding of what it is mathematics are doing in the world of trading. Trading and market outcomes are random variables. All individuals are doing is modeling randomless and assessing likelihood of a certain outcome." I think YOU have...

MB wrote: "Can it be done? " I think it is possible. Depending on the degree of accuracy , I think it can be done. After all, we are predicting the weather, aren't we? Though we use satellites in weather prediction to get an instantaneous picture(we use charts about the same way...

Yeah, I do. Among other systems. Multiple systems on multiple markets on multiple time frames for diversification purposes. But I'm just a small time trader... Sometimes I can't allow a system to trade on a particular market as the other systems on other markets have used up [my margin...

Gyles wrote: "Instead the trading portfolio’s of commodities and stocks is what matters to me ..." If you're into that, you might want to look into Trading Recipes. It's quite similar to TS, but with portfolio testing and management built into its system development and testing. Its...

dtrader98 wrote: "Also, signal definition of a cycle is pk to pk, or trough to trough (like one sine wave). But looking back at your definition (pk to trough), that is about a half cycle in basic signal terminology. Although, as you mentioned the data and predictions are aperiodic, the...

dtrader 98 wrote: "Oh yeah, I did see some of those overlays. Only, I"m not certain which part was predicted and which is post data overlay. Is it only the period where the light blue continuous line is the prediction? Because that's only about a quarter of a cycle. How about like a whole month...

here's 1 GIF files taken off the blogsite with the raw data overlaid on top of the projections. It seems as if I can only attach 1 GIF file at a time. In it, the red vertical lines denotes a high while the green vertical lines denotes a low. The red "horizontal" lines denotes a losing...

"Interesting ideas. I don't think fourier analysis has much to do with fractals." : Yup. FFT has nothing to do with Fractals or chaos theory (I prefer to call it nonlinear dynamical systems rather than chaos theory.). But what it does is gives me a good look at short term aperiodic cycles...

"Can anybody explain what this is and how traders use it in the markets? Is it the same thing as chaos theory and what is that? Sorry about all the newbie questions but I would like to know more about these stratagies." : Market price distribution conforms to a Stable Pareto Levy...

Re: Pictures of your trading stations :

First New York trades futures as well as stocks and options. -- I am looking for a futures prop firm in NYC area. Is ANYONE on this site currently at a futures prop firm in NYC? Or anywhere near NYC, like CT?

First New York trades futures as well as the vanilla stuff.

"Truth is that it's so hard to get in there that you almost have to know someone pretty well to get a position... Or be super duper Ivy league." Well, with the partners putting their own money at risk, shouldn't they be diligent in making sure that they don't turn their money over to some...

How about some more details? What position(s) are you interviewing for? What's your background? Any trading experience(s)?

The corollary to that is : Just because something is unpredictable doesn't mean that it is random. One of the implications of a Stable Pareto Levy Distribution is that the short term is "predictable" while the long term is not. I put "predictable" in quotes because the "prediction" has to be...

"lol please run a histogram of daily S&P returns. It's very close to a standard normal." --- In what world or fantasy land do you live in? All you have to do is look at the previous history. How do you explain Oct of 1987? Or August of 1998? Are those price distributions normal? How do...

"You're all blind, and going to eyell at me because I told you, your returns are mostly random." ---- The Efficient Market Hypothesis is built on the premise that the market's return / price movement is random. This allows the practitioner to use the Normal Distribution - where the math is...