Random Chart Contest: RESULTS!

I didn't participe: I have absotly no intuition at all :).

Quote from harrytrader:

I propose that you repeat the experience 30 times with Quiet1 to see if it was random guess :)
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But were the ascii datas ? I'm interested to get them to make tests when I will have time to do so.

Quote from harrytrader:

I didn't participe: I have absotly no intuition at all :).

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jmcgraw,

That was a really fun challenge!:)

And using the amazing power of hindsight I can see how I missed the two answers that I did. Now if I only had a way to get hindsight before I trade.....:D

Couple of suggestions for making the next contest even more realistic (even harder):

1. Create positively autocorrelated volatility by letting the magnitude of the random increments be an auto-correlated random variable itself. This would be enough to fool the simple approach that I used in the first contest. Also chart 6 had strongly anti-correlated volatility, so that may be why it was so easy to pick as a fake.

2. Double-check the OHLC data: a number of numerical data sets had anomalous records where the close of the day was higher than the high of the day (or lower than the low of the day).


Thank you for such an excellent challenge and for the interesting analysis of everyone's votes. I look forward to the next contest (where I will perform even more poorly if you implement the preceding suggestions.)

Trade well,
Traden4Alpha
 
Quote from harrytrader:

I propose that you repeat the experience 30 times with Quiet1 to see if it was random guess :)
More...

At least then I could add "lab rat" to my CV.

Just don't make me run round one of those treadmill things or go looking for cheese...anything but that...

:)
Q1
 
Chart #11 will be random. How do I know? Just look at the pattern. Random charts always occur in groups of 2.

Chart 1 and 2...random

than all real charts

Chart 6 and 7 random

so after 1 random chart #10 a second random chart #11 must follow.
 
Quote from Traden4Alpha:

....be an auto-correlated random variable itself....
Trade well,
Traden4Alpha
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Some nit-picking: an auto-correlated "random" variable is no true random variable, just a function.

Regards

Bernd Kuerbs
 
I am amazed I got 2. I just guessed at random.
I could not see anything amiss in those charts, they all looked real to me:eek:
 
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