Index futures timing
- Thread starter MoveTimer
- Start date
Wow, compared to all these typical "MACD-zero-line cross" and MA-crossover" related threads, this is really something different... 
Just out of curiosity - what's your background ? This is certainly not high school math on the Wolfram website...
Regards
Just out of curiosity - what's your background ? This is certainly not high school math on the Wolfram website...
Regards
if i figure it our correctly, you find a point of probable change
some people have called it regression to the mean,
others the nipple of the market profile
others point of agreement between byuers and sellers
the fact that you propose a forecasting timeframe of 1 day
reflects the ever changing cycles of the market, so the model
holds for a limited time and then cycles have to be recalculated?
maybe I have this all wrong but I think Jack is having a
conceptually different approach but he is also riding the
high-frequency data and avoids the low-frequency underlying
pattern enabling him to avoid general trend prediction, i.e.
fall prey to the 'wrong' type of prediction
do you use any wavelets?
excellent idea!
cheers
some people have called it regression to the mean,
others the nipple of the market profile
others point of agreement between byuers and sellers
the fact that you propose a forecasting timeframe of 1 day
reflects the ever changing cycles of the market, so the model
holds for a limited time and then cycles have to be recalculated?
maybe I have this all wrong but I think Jack is having a
conceptually different approach but he is also riding the
high-frequency data and avoids the low-frequency underlying
pattern enabling him to avoid general trend prediction, i.e.
fall prey to the 'wrong' type of prediction
do you use any wavelets?
excellent idea!
cheers