Extraordinary Popular Delusions & the Madness of ET

I find myself wondering why someone who purports to possess such a high degree of intellect chose to intentionally use incorrect logic in their proofs. Clearly, someone with such coding prowess (matched only by their ability to manufacture sock puppets) could not have accidently used flawed logic in their presumptions. Such behavior begs the question, do you fein mental acuity in a failed attempt to impress, or do you intentionally mislead?

- Spydertrader
 
Nkhoi, you seemed to be so much smarter before you became a moderator. Don't give me that premium argument. Premium changes very slowly on the scale of minutes, and therefore variations in YM and ES premium cannot be the cause of the divergence which you believe you see between YM and ES. Ergo using DJX and SPX as surrogates should be perfectly legitimate. The top pane is SPX and DJX. The second pane is the minute-to-minute change in DJX. The third pane is the same for SPX. The bottom pane picks out two minute divergences, DJX down two minutes while SPX is up or unchanged, and vice versa. It flashes a red light warning of an SPX downturn if DJX is down and SPX is up, and vice versa, which is what I believe you claim happens. Wrong eight out of nine times.

(And I am not a sock puppet! The other guys are! I am ME. The real analytical brains behind the outfit.)
 
I plotted 1m cash next to index and anybody can see there is huge diff between them charts. I was going to post the chart then I had a revelation; the diff is so obvious that even a blind man can see it, I think you are just pulling my leg :D
 
Quote from Spydertrader:

I find myself wondering why someone who purports to possess such a high degree of intellect chose to intentionally use incorrect logic in their proofs. Clearly, someone with such coding prowess (matched only by their ability to manufacture sock puppets) could not have accidently used flawed logic in their presumptions. Such behavior begs the question, do you fein mental acuity in a failed attempt to impress, or do you intentionally mislead?

- Spydertrader
More...

Hey Spyder, I have a proposal for you. I developed real-time trading software for Bankers Trust, Fidelity, and UBS Zurich for many years. In your opinion, how much of the futures framework could be coded? What percentage of your trading decisions could be considered discretionary? As I recall, your stock methodology is 100% automated. I'm in the mood for some coding, so I'd appreciate some advice as to how I could approach this in the most efficient way possible.

Regards,

PTR
 
Quote from PoundTheRock:

Hey Spyder, I have a proposal for you. I developed real-time trading software for Bankers Trust, Fidelity, and UBS Zurich for many years. In your opinion, how much of the futures framework could be coded? What percentage of your trading decisions could be considered discretionary? As I recall, your stock methodology is 100% automated. I'm in the mood for some coding, so I'd appreciate some advice as to how I could approach this in the most efficient way possible.

Regards,

PTR
More...

100%

You start with 5 degrees of freedom.

Attached is a chart of the gating signals.

They are used to handle what is necessary to do with the five degrees of feredom after you get them juiced.

The juicing takes a little expertise, experience and it comes down to knowing what to look at and when to be looking at it.

Take the level of thinking going on in this thread by the applied math guy who is still inside the box.

Try for a minute to consider what it would look like if you always had what you needed to KNOW YOU KNOW.

There are about 70 degrees of freedom involved.

At any time the subset required for observation doen't change in size. But it does change in content.

During the six days war I was called Herr Doktor Hershey on the fourth floor of UBS on Bahnhoffstrausse.

To be at the 100% mechanical and at SCT expert level, you need to steer and focus (zoom) on just what is important at what time as the day goes by.

As you see at the top of the chart (drawn over 20 years ago), the words that are used to nail the market are sentiment and pace.

Notice on five levels there are coefficients that are found in a look up table??

Do you know how long it will be before Block Player (Worden spin off) will be able to handle look up tables? Well I do. And I have all the tables done one long time ago.

The chart below is one of 30. My bad scanner problem.

At some point, someone will post the electronic version that is being used.
 
Quote from jack hershey:

100% mechanical if you wish.

at some point (50+ to 250 contracts) you would narrow down the descretion simply because what you haven't seen yet (the pipeline part) is where optimization is important. Say if a person where running the 3 and four digit games on the ES and trading inside them with 2 and 3 and inside those with lower 2's.

You start with 5 degrees of freedom.

Attached is a chart of the gating signals.

They are used to handle what is necessary to do with the five degrees of feredom after you get them juiced.

The juicing takes a little expertise, experience and it comes down to knowing what to look at and when to be looking at it.

Take the level of thinking going on in this thread by the applied math guy who is still inside the box.

Try for a minute to consider what it would look like if you always had what you needed to KNOW YOU KNOW.

There are about 70 degrees of freedom involved.

At any time the subset required for observation doen't change in size. But it does change in content.

During the six days war I was called Herr Doktor Hershey on the fourth floor of UBS on Bahnhoffstrausse.

To be at the 100% mechanical and at SCT expert level, you need to steer and focus (zoom) on just what is important at what time as the day goes by.

As you see at the top of the chart (drawn over 20 years ago), the words that are used to nail the market are sentiment and pace.

Notice on five levels there are coefficients that are found in a look up table??

Do you know how long it will be before Block Player (Worden spin off) will be able to handle look up tables? Well I do. And I have all the tables done one long time ago.

The chart below is one of 30. My bad scanner problem.

At some point, someone will post the electronic version (retype of the hand drawn chart) that is being used.
More...

this is edited repost; I do not know why it is this way.
 
Quote from jack hershey:

During the six days war I was called Herr Doktor Hershey on the fourth floor of UBS on Bahnhoffstrausse.
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Yup, I was there and at Manessaplatz.
 
Quote from PoundTheRock:

Yup, I was there and at Manessaplatz.
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Lived on west side of Zurich Zee in Kilchburg and commuted to Audlisvil.. Near the IBM (Blue and White research Lab).

Chocolate smell came up from lake on east wind days as did sahara sand on those low pressure days when no decisions could be made (Flum).

Wintered North of Visp up cog rr to Montana massif.

LOL....

Grutsee.

I can't spell the words anymore...lol

We probably saw "Who's Afraid of Virginia Wolfe" with Sweitzedeutch sub titles.

The coding stuff is in the works for about 1 1/2 years now.

I may do some quick roughs on Block Player (using internal development web) and get a pascal ++ sort of output that then can be dumped somewhere.

The key thing is the platform do get a trader's display. I scoped and bounded that in NYC at the traders Expo.

2007 will be a great year to run on the expert levels, finally.

This thread isn't the place to continue for many reasons.

I just got up from my enforced nap..lol
 
Quote from PoundTheRock:

I'm in the mood for some coding, so I'd appreciate some advice as to how I could approach this in the most efficient way possible.
More...

I'll send you a PM, so we can keep hypo's thread on topic.

- Spydertrader
 
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