link?
The ACD Method
- Thread starter sbrowne126
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link?
"prospect theory" one of the previous posts Mav was explaining this to me , i tried adding the link to the video but failed miserably lol 
. the video touches upon the subject of prospect theory but from the eyes of a hedge-fund and how it can be used to exploit structural alpha (thought it might be interesting)
. the video touches upon the subject of prospect theory but from the eyes of a hedge-fund and how it can be used to exploit structural alpha (thought it might be interesting)The old Maver did it again. Created another ACD indicator. Can't believe I never came up with this one before. Shit. 
"prospect theory" one of the previous posts Mav was explaining this to me , i tried adding the link to the video but failed miserably lol
This is a solid interview. A lot of great fundamental information here about the work that is required to be successful. I've been building vol spreadsheets for close to 8 years now. Most of this data is NOT available. I was smart enough at the time to recognize how hard it was to capture this data and I recorded it and saved it. I'm still doing that now. Very few people understand this. This guy is very bright and very on top of it. His interview pays dividends on so many different levels. Be sure to watch it guys.
Is it numberline related? Is it numberline rate of change related?The old Maver did it again. Created another ACD indicator. Can't believe I never came up with this one before. Shit.
you can get the vol from the price of the option like I said a few pages ago, still the amount of data from OPRA per day is quite large for a retail punter. The think back option of TOS is great if you know what you're doing. I thought it was interesting that he (Simons) said that the model made all trading decisions, no human intervention. That right there has surely saved them billions over the years. You know, this is a good place to buy, damn moved right to my stop, will wait a little more, oops negative position now, uh oh margin call, double down to get even, stock halted, fuck....beads of sweat, nausea....being taken out on a stretcher..you get the picture....
RB/HO bounced 7 cents off the failed weekly A down.
you can get the vol from the price of the option like I said a few pages ago, still the amount of data from OPRA per day is quite large for a retail punter. The think back option of TOS is great if you know what you're doing. I thought it was interesting that he (Simons) said that the model made all trading decisions, no human intervention. That right there has surely saved them billions over the years. You know, this is a good place to buy, damn moved right to my stop, will wait a little more, oops negative position now, uh oh margin call, double down to get even, stock halted, fuck....beads of sweat, nausea....being taken out on a stretcher..you get the picture....
I agree with you kinggy "jim" has probably saved heck of a lot of cash implementing machines to trade but I do believe that his cash saving primarily come from the machines ability to learn and adapt to changing circumstances in which human counterpart's fail to recognise and leaves me to what Mav said previously if you know when you wrong your ahead of the competition. some other conclusion I've come to is (probably wrong) systematic trading methods usually have short life cycles intraday to week and if lucky couple months and need to be constantly changed, another thing I found interesting is when he discusses that he can't model human traders
.Mav quick question when traders suggest that the market has priced a news event or a event how do you truly know if its been priced in ?