ES Journal - 2019/2020

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Guys - I've just annotated and commented on both articles. I converted the first one to PDF format from the web page.
The second one was "wow"... a complex research article that was sadly out-of-date.
Since that article much has happened : lower commissions, automated trading, algo trading.
Draw your own conclusions.
Note: to see my comments, you must download the articles to your hard-drives and use the Acrobat Reader.
https://tinyurl.com/syswizard-daynight-1
https://tinyurl.com/syswizard-daynight-2
 
syswizard said:
Guys - I've just annotated and commented on both articles. I converted the first one to PDF format from the web page.
The second one was "wow"... a complex research article that was sadly out-of-date.
Since that article much has happened : lower commissions, automated trading, algo trading.
Draw your own conclusions.
Note: to see my comments, you must download the articles to your hard-drives and use the Acrobat Reader.
https://tinyurl.com/syswizard-daynight-1
https://tinyurl.com/syswizard-daynight-2
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"...Our primary data source for stocks and ETFs is the TAQ database from 1993 to 2006..."

The study is invalid. Bad dates. They do not take into account the 2008 crash, which wiped out most longs.

Thanks, but no thanks.
 
Overnight said:
"...Our primary data source for stocks and ETFs is the TAQ database from 1993 to 2006..."
They do not take into account the 2008 crash, which wiped out most longs.
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As I had commented, the second study was old....and in need of update. However, the first article handled the 2008 time period and it showed a significant drawdown. Check out the chart in the first article.
 
for the love of god who care?

the Q is when this opens today will it run first??

this is what i am looking at right now..where is the edge

better yet...where is MY edge
 
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