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    Trading as a Science Blog

    Whether you believe trading systems is Science or not is irrelevant, mathematically the risk of ruin is always there...
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    Buy some AAPL $450?

    http://www.youtube.com/watch?v=av-wy7iF9Fk&autoplay=1 Next iPad should include this on itself like a camera, not sold as a separate device...to regain market interest in apple again.
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    Do you see patterns in Random Walks?

    Is it better to chase randomly or aim at a fixed point to hit a moving target? For which, can you strike the target more frequently in a same timeframe?
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    Do you see patterns in Random Walks?

    How does an algorithm crack a 6 no. combination lock that keeps changing no.s...use a fixed set of 6no.s or also test randomly until they match, Or perhaps there is a quicker quasi-fixed/sorting method to test match?
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    Would you switch?

    An even stranger thing is if a new player (who has not observe anything) joins in when there are only 2 doors left, all he needs to do is to bet that the first player is a loser and he gets an edge...(turns probability from 1/2 to 2/3) :p
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    Wall Street Warriors

    Hard time indeed :) http://www.youtube.com/watch?v=lQzDTPJWdH0&autoplay=1
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    Would you switch?

    Given a fixed time period,say 1 week, the stock market can go up,down or stay sideways. A hedge fund can long, short or use rangebound(options strategy) for that week. Hedge fund manager A opened long position the market on monday. On tuesday, there is a major news/economic data that can be...
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    Trading Like A Hedge Fund

    What's cooking? You arse on fire?:p
  9. V

    Trading Like A Hedge Fund

    Given a Stock(or Collective of instruments)that follows an index say Dow with a beta<1(very short term) & beta~1(a week or more) so that it is hedged slowly in an uptrend, but also falls much slower than the index when the market drops suddenly...to form a profitable spread, what are the...
  10. V

    Interview Story-To be Right or Correct?

    It's thanksgiving, time to chit chat and tell story:)
  11. V

    Pair Trading Strategy Journal

    Once upon a time...and they lived happily ever after...whew:)
  12. V

    Interview Story-To be Right or Correct?

    Ten years ago, I went for an interview for a manager post at a world class bank(almost gone in 09). The question was "what would you do if you had 10million dollars?" I replied " Invest in property" which was the right choice at that time in 02. Ten years later, I realized that they were not...
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    Pair Trading Strategy Journal

    Came across an idea involving pairs in the book Hedge fund market wizard. For e.g, consumer discretionary ETF eventually converges to follow Dow uptrend even it takes a few days. But when the market falls, Dow decreases much faster causing a widening of profitable spread if you held long ETF...
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    Wall Street closed

    Nothing puzzling, technology has advanced. http://www.youtube.com/watch?v=xo-T_KvLNdQ
  15. V

    What is TA?

    Trends on roulette table...any literature on that? :)
  16. V

    What is TA?

    Is neural network forecasting considered as TA? A time series projection depends on its initial condition location(chaotic is deterministic) .i.e. However, different time frames study may give different predictions. There are also both deterministic and stochastic trends in time series. In...
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    How to trade a stock with almost perfect trend?

    I jest not, every penny counts nowadays.
  18. V

    How to trade a stock with almost perfect trend?

    http://finance.yahoo.com/q/ta?s=XRMB+Basic+Tech.+Analysis&t=6m Where's the support and resistance? How do you set an entry point, a target or stoploss?
  19. V

    Money Management

    Combining your math above and this article's math, is 33% drawdown an optimal trailing stop on account balance? http://www.exstrom.com/blog/butcher-blog//posts/howlongstayahead.html
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    Do you see patterns in Random Walks?

    Given any time series (could be stock/indices/fx price, sales volume, etc), what are the existing mathematical tests to quantify its level of randomness in a fixed time frame? http://www.wessa.net/tsa.wasp gives graphical representation of cyclical, trend, seasonal components but no...
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