trend following delusion shattered

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Quote from Lefty62151:

Once again, the question has been answered. The last honest inquiry was by Fred Blogs. Other than the incoherent ramblings of Mr. Rollins (and we can safely ignore them), no real acknowledgement that the question has been answered.



incoherent ramblings ? you are the one that introduced one potential cause of price movement ( index arb ) erroneously extrapolating about trend thus confusing the issue.

you are unable to answer nickel's querry. you are the one who has lost.
 
Quote from hank rollins:

man, what a disapointing answer. i am not asking for proof of anything, merely your definition.

Can you give us the definition of trend that you used in your statistical tests which came up negative, according to your earlier posts?
 
Mr. Yen

I have never pitched to any asian batters. Used to know an asian guy who operated the radar gun however. Good man whose name was "toshi". As for "taking me downtown", well in order to hit it, you would have to see it. :D

P.S.

Way in the background, I can hear the squeaky little voice of Mr. Rollins claiming that I am "erroneously extrapolating about trend".
Could I ask you to do me a favor? Reach back there and take the bottle out of his hand. While you are at it, could you give that little weasel a good smack across the side of the head? If we are lucky, that may "reset" the mechanism. Thanks.
 
Quote from hank rollins:

man, what a disapointing answer. i am not asking for proof of anything, merely your definition.

You're disappointed?:D At least he answered your question....more than I can say for you.

OldTrader
 
Quote from Maverick1:

Can you give us the definition of trend that you used in your statistical tests which came up negative, according to your earlier posts?

He's been avoiding that definition since the beginning. I've asked several times. Good luck on getting an answer.

OldTrader
 
Quote from hank rollins:

incoherent ramblings ? you are the one that introduced one potential cause of price movement ( index arb ) erroneously extrapolating about trend thus confusing the issue.

you are unable to answer nickel's querry. you are the one who has lost.

hey hank,

ginger just called, she said she will take away ur computer priviledges if dinner isnt ready by 6PM. better hop to, u dont want to make ur breadwinner upset.

Senor Zen
 
Quote from OldTrader:

He's been avoiding that definition since the beginning. I've asked several times. Good luck on getting an answer.

OldTrader


i have answered the question at least once in this thread.


one is "with" the trend if the trade is profitable.

one is "against" the trend if the trade is not profitable.


try it yourself--apply standard statisical measures like the goodman test for independent time series or serial correlation coefficients to ANY market series, even ones that appear to have a trend and you will find no evidence of non randomness.

2 questions--- why is the great trend follower experiencing such massive drawdowns right now ? he is obviously on the wrong side of the trend.

number 2--if you flip a coin 10 times and it comes up heads 10 times, are you in a heads trend ?


ad homium attacks and threats of violence by lefty are further evidence of the religious trend following zeal perpetrated by the non thinking.
 
Quote from yenzen:

hey hank,

ginger just called, she said she will take away ur computer priviledges if dinner isnt ready by 6PM.

Senor Zen


my legal counselor, compliance officer, and confidant wishes dinner by 6. then, by george, dinner will be at 6.

:D
 
Quote from hank rollins:

i have answered the question at least once in this thread.


one is "with" the trend if the trade is profitable.

one is "against" the trend if the trade is not profitable.


try it yourself--apply standard statisical measures like the goodman test for independent time series or serial correlation coefficients to ANY market series, even ones that appear to have a trend and you will find no evidence of non randomness.

2 questions--- why is the great trend follower experiencing such massive drawdowns right now ? he is obviously on the wrong side of the trend.

number 2--if you flip a coin 10 times and it comes up heads 10 times, are you in a heads trend ?


ad homium attacks and threats of violence by lefty are further evidence of the religious trend following zeal perpetrated by the non thinking.

:D

Rollins:

You claimed to have done some testing regarding "trends". So how did you define the trend to find out if it "worked"? I'm absolutely certain you used NONE of the definitions on your website or the one above. How did the study recognize that a "trend" existed?

OldTrader
 
What is a reliable method that can be applied to past price action to determine a usefully large positive or negative number d such that (p1-p0)>=d, where p0 is the current market price and p1 will be the market price in the near future?

I'm looking for your answer to be posted here in plain text form. The proof of your answer is also to be posted here, as real time trading calls that specify on what basis your method is being invoked and a target price.

Now's the time to step up.
 
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