Fisher has published his calculations...there are no secrets. The calculations don't matter. It's all relative. The real hard work in this is building a database of NL values and doing good old fashioned statistical analysis. The actual OR values and A values are just anchors. Move them as you like.
The ACD Method
- Thread starter sbrowne126
- Start date
Fisher has published his calculations...there are no secrets. The calculations don't matter. It's all relative. The real hard work in this is building a database of NL values and doing good old fashioned statistical analysis. The actual OR values and A values are just anchors. Move them as you like.
Once considered the titans of Wall Street, hedge fund managers are in trouble
https://www.washingtonpost.com/busi...18f6849a004_story.html?utm_term=.041c6676b65b
https://www.washingtonpost.com/busi...18f6849a004_story.html?utm_term=.041c6676b65b
My wife and I watch British detective series during dinner (we stopped talking years ago 
). You name it, and we’ve seen it or it’s in our queue.
So the other night we’re watching one of the never ending “Midsomer Murders” episodes and the new Barnaby tells the new underling Nelson, who took over for Jones, something like “Don’t forget your ABC's: Assume nothing; Believe no one; Check everything and never take your eye of the bigger picture.”
Well ….. apparently this is from British crime scene manager John Cockram.
http://www.theforensicgroup.co.nz/forensic-news/abc-assume-nothing-believe-nobody-check-everything/
My first thought was “Remember your ABC’s when analyzing your ACD’s.
). You name it, and we’ve seen it or it’s in our queue. So the other night we’re watching one of the never ending “Midsomer Murders” episodes and the new Barnaby tells the new underling Nelson, who took over for Jones, something like “Don’t forget your ABC's: Assume nothing; Believe no one; Check everything and never take your eye of the bigger picture.”
Well ….. apparently this is from British crime scene manager John Cockram.
http://www.theforensicgroup.co.nz/forensic-news/abc-assume-nothing-believe-nobody-check-everything/
My first thought was “Remember your ABC’s when analyzing your ACD’s.
I value Number Lines and Correlation first and foremost, with that said I thought I'd share this insight with my ACD brothers here. Swiss Francs go up in June 22 out of the last 25 years. I still keep an eye on seasonality and what that COT reports say. The left most field is the year. Enjoy....
https://www.deribit.com/ options/futures on bitcoin, trade at your own risk, interesting site though.
The other day I was rewatching a seminar that Mark Fisher recently gave with CQG, and thought it was chock full of great trading insights - even when Fisher doesn't say much he is still sharing a lot value...which got me thinking....would it be possible for us as a group to maybe come up with 5 or 10 questions and email them to him? He seems to keep a pretty profile, but perhaps he'd be interested in responding if he knew there was a 1300-page thread here dedicated to his work?
Sorry guys not been around for a while but just caught back up again on the thread!!
As I have mentioned quite a few times I really gravitated to R not really sure how or why, but it has done me just fine. From starting out as an absolute beginner I have now written functions for NL scoring and backtesting along with a handful of other system tests from ideas I picked up in Acrarys threads.
Although most of you guys use ACD as a kind of tool box, I was able to go beyond that slightly whereby I am using ACD from a more strict quantitive setup. Beating the same drum as Mav, the edge in ACD is being able to view market information, in away that is not necessarily the same as others would see it. There are literally thousands of way you can apply ACD data and I never become tired of testing them.
With regard to learning to code the Datacamp courses look excellent. I haven't used them myself but they look great at getting you started. The best thing I can suggest is to start coding something that will be useful to you from the start, then work your way upon from there. For example write yourself a code that grabs a load of stock data and then computes monthly A levels, then make it run though your dataset so you have some history then automate it and store the results etc. The more you struggle the more you will learn but its very satisfying creating hypotheses writing the code and testing. The more your curiosity increases the more your programming will improve.
As I have mentioned quite a few times I really gravitated to R not really sure how or why, but it has done me just fine. From starting out as an absolute beginner I have now written functions for NL scoring and backtesting along with a handful of other system tests from ideas I picked up in Acrarys threads.
Although most of you guys use ACD as a kind of tool box, I was able to go beyond that slightly whereby I am using ACD from a more strict quantitive setup. Beating the same drum as Mav, the edge in ACD is being able to view market information, in away that is not necessarily the same as others would see it. There are literally thousands of way you can apply ACD data and I never become tired of testing them.
With regard to learning to code the Datacamp courses look excellent. I haven't used them myself but they look great at getting you started. The best thing I can suggest is to start coding something that will be useful to you from the start, then work your way upon from there. For example write yourself a code that grabs a load of stock data and then computes monthly A levels, then make it run though your dataset so you have some history then automate it and store the results etc. The more you struggle the more you will learn but its very satisfying creating hypotheses writing the code and testing. The more your curiosity increases the more your programming will improve.
Is there a particular data provider that you prefer? Thanks.