let us talk about the moon ...

Quote from CalTrader:



... Started in this business 20 years ago and some traders on the floor brought this idea up: The proponents who talked this idea up soon disappeared from the floor and I dont recall that the word on the floor was that they voluntarily retired .....

Many other crazy ideas were heard during the course of my time working on the floor: Things that work can be stated simply and quantified... If your are invoking the moon, stars, macroscopic quantum correlations, or time paradoxes as tenants of your trading methodology then you need to take a break from trading .....


cal,

apparently, dr. al larson has quantified and systemized that of which you speak. i am starting some research into these concepts.

surfer
 
if you think that market action is a form of crowd behavior, then its not much of a stretch to think that natural phenomena can effect the market action. You have to be kind of closed minded to dismiss this off hand without even looking into it.
 
Quote from dotslashfuture:

if you think that market action is a form of crowd behavior, then its not much of a stretch to think that natural phenomena can effect the market action. You have to be kind of closed minded to dismiss this off hand without even looking into it.

I have never seen any data anlysis that supports a predictive element influence of the lunar cycle on the markets. If somebody has conclusive proof of this and wants to freely distribute their reproducible study showing a reliable trading signal then I would surely be willing to consider the result. If the study was published in a respected peer reviewed international journal I might take the time to consider it: if all I see are web page links then I probably wont bother with it ... Anybody can post a web page link hoping to get hits on their site. That game has gotten pretty old. Nowadays I need a reason to even bother reading anonymous web site information ... unless its a really slow trading day and the bulk of my days trades have already run .....
 
CalTrader
I am a natural sceptic on everything sounding strange, since most things that sound strange a r e exactly that: strange.

nevertheless I thought it would be rather easy to get an excelspreadsheet or a text file with the position of the moon in form of a number between 0 and 1 and correlate that with the market. I doubt it could be that easy and predict the trend, but I thought it could correlate positively with daily range and volatility.

I bought a tree recently and was told it is necessary to consider the position of the moon to time planting. The guy who said that was way too much hands on everyday life to care for esoteric concepts - in fact I think he would regard esoterics as such a rather strange thing. To him the correlation between good growth of a tree and the lunar position at the time of planting is a simple fact. Nothing more.

I for myself never got into this so far and it will require positive testing results to get me digging deeper. Nevertheless, I am curious ...

Hannula got my interest at first with his rather rational explanation. When he explained several trading days using all planets I got a little worried that he might be slightly offtrack. Even if I believed heavily in astrology I would still think that their influences are rather subtle and therefore impractical for explaining everything ...

Thanks everybody for posting. I haven't got that data so far, but as soon as I have it, I will post the results ...


peace
 
Yeah and the weather also ! What difference do you make between the weather and the moon apart from mysticism ?

Quote from dotslashfuture:

if you think that market action is a form of crowd behavior, then its not much of a stretch to think that natural phenomena can effect the market action. You have to be kind of closed minded to dismiss this off hand without even looking into it.
 
I know this site for many years. In fact it was one of the first time I realised that it was in the population of futures traders that there was an anormal level of mystics :D

His qualification doesn't have to make him any economy of proof. In fact he has never written any statistical study about his moon effect. I read all his articles I found them interesting. In fact what he is sayng about the impact of electromagnetic field on human brain doesn't surprise me since I already heard of that kind of use for psycho arms by army using Tesla theory. But when I asked him about the astrology of the market itself which is not a physical entity he answered me that the impact of astrology is also true for non physical entity. Well in the mystical framework I don't have anything against such a claim but within actual scientific framework this is just a pure mystical claim :).

And examining his trading technique he made a major use of classical indicators Like moving average and of course money management so that you can't conclude whereas his results really come from his knowledge of the moon or if it just an illusion.
Following his charts the problem is that they arent fixed by advance but that he has the right to make translation and symetry of them so that he could just make them correlate to the market: this is a kind of curve-fitting.

Perhaps he has discovered something interesting but it is far from evident to check it :D.

Quote from nkhoi:



obviously he know there will be many skeptic about his moon/tide system so he overwhelm them with his qualification first, smart man.
 
Good, someone is going to do something. It is not the use of the ttest by itself that interests me but how you will prepare and use the datas and elaborate the protocol of the tests.

Quote from man:

I never thought I would do that but I want to do some analysis on the impact of "strange" external variables on the market and test them out.

In the first place I want to check whether there is statistically significant relationship between the moon phase and the sp500's trend, vola and intraday gain. I want to use a standard ttest as provided by excel to determine significance.

What I need now is data on moonphases in electronic form. Does anyone no where to get data of that kind?


peace
 
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