Regreassion to the Meme

Quote from CT10Gov:

Why does a mathematical identity elicit such sarcasm?
the professor uses humor to overcome his challenging bouts with trying to overcome his inability to socialize with lesser mind,he jest's with his subjects whilst making lite of himself, he temporarily becomes their equal and gets a brief pleasure sensation , a relief from his overbearing geniousosity,you might take notes,some genius's just suck up the isolation pain they receive after showing their natural disdain for the lesser I.Q's around them
 
Um.... A is not a meaningful figure... it's equivalent to average volume divided by average price (A x (n/n))....

Think about that for a second... why must be a 1:1 ratio between the two....

Now think a little more... if you want to quantify the relationship between volume and price, might you perhaps want to run a regression between them, rather than just chart a ratio and assume the slope the two is 1?

I assume you aren't a stats professor in your community college? (I'm actually not being an ass here - there's no reason why you can't be a very good prof in, say, comp lit)

Quote from Joe Doaks:

I hacked it out quickly from my VWAP codelet, so I knew. What I did not consider is that your "A" is what I was looking for, a direct measure of Volume Inefficiency. What ET craves above all else is novel bullshit.
 
Quote from ammo:

the professor uses humor to overcome his challenging bouts with trying to overcome his inability to socialize with lesser mind,he jest's with his subjects whilst making lite of himself, he temporarily becomes their equal and gets a brief pleasure sensation , a relief from his overbearing geniousosity,you might take notes,some genius's just suck up the isolation pain they receive after showing their natural disdain for the lesser I.Q's around them

What else am I supposed to do with my time? I absolutely refuse to trade low volume, so nowadays I am done in the first 30 minutes. Inventing true but useless undicators and trying them out on ET is much more fun than sweating low probability trades.
 
maybe you and the gov can help out a dummy, make up an indicator that combines trans with spx,then incorporates uvol,over dvol ratio or reverse with adv/dec and then have an outlier that you can plug in like aapl or eur/usd or dx,this is what my little peanut watches all day so it can't be that hard to figure out, the transpaxuvoladvolatater ..gov..professor.. thought it was sort of complimentary
 
Quote from Joe Doaks:

What else am I supposed to do with my time? I absolutely refuse to trade low volume, so nowadays I am done in the first 30 minutes. Inventing true but useless undicators and trying them out on ET is much more fun than sweating low probability trades.
well said! wgtrader said the same

WGTrader

Registered: Nov 2006
Posts: 373



03-28-07 05:56 PM
.... Higher volume is easier for me to read/capture points. This would also leads me to wonder should I just trade in the mornings? Hmmmm.... afternoons free?

...

Attachment: 2007-03-28_es.pdf
This has been downloaded 238 time(s).
 
By chance do you mean the "mean" instead of meme?

Quote from Joe Doaks:

Aren't you supposed to be protecting ET from posters like me? Asleep at the switch!
 
Quote from CT10Gov:

Um.... A is not a meaningful figure... it's equivalent to average volume divided by average price (A x (n/n))....

Think about that for a second... why must be a 1:1 ratio between the two....

Now think a little more... if you want to quantify the relationship between volume and price, might you perhaps want to run a regression between them, rather than just chart a ratio and assume the slope the two is 1?

I assume you aren't a stats professor in your community college? (I'm actually not being an ass here - there's no reason why you can't be a very good prof in, say, comp lit)

Thank you for making me laugh! Back when I was so deep in the Mechanistic Fallacy that I couldn't see out, I used every engineeering math tool I knew looking for stuff like that. Now I just read the tape with various visualizations that don't require me to actually watch the tape whizzing by. Yup, shudda majored in comp lit.
 
Quote from ammo:

maybe you and the gov can help out a dummy, make up an indicator that combines trans with spx,then incorporates uvol,over dvol ratio or reverse with adv/dec and then have an outlier that you can plug in like aapl or eur/usd or dx,this is what my little peanut watches all day so it can't be that hard to figure out, the transpaxuvoladvolatater ..gov..professor.. thought it was sort of complimentary
are you two almost done with this, how long does it take
 
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