meta user
network profile
| bio | website | |
|---|---|---|
| location | ||
| age | ||
| visits | member for | 2 years, 3 months |
| seen | Apr 20 at 12:14 | |
| stats | profile views | 94 |
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Apr 20 |
answered | How is the MESA sine wave calculated? |
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Mar 5 |
comment |
How to identify technical analysis chart patterns algorithmically? I second the premise of this answer. I think that applying machine learning to pattern recognition is a well established field. |
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Feb 8 |
awarded | Yearling |
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Jan 30 |
awarded | Scholar |
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Jan 30 |
accepted | What should be considered when selecting a windowing function when smoothing a time series? |
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Jan 17 |
awarded | Nice Answer |
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Jan 3 |
comment |
How can I go about applying machine learning algorithms to stock markets? This is much the same as the approach I'm taking with Neural Nets and blogging about at dekalogblog.blogspot.com I would be interested to hear more about how you're getting on with your version of the same. |
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Nov 11 |
answered | What data sources are available online? |
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Oct 9 |
revised |
How to account for bid/ask spread when backtesting? Expanded answer in response to SRXX's comment |
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Oct 9 |
answered | Detrending price data for analysis of signal returns |
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Oct 8 |
answered | How to account for bid/ask spread when backtesting? |
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Sep 20 |
answered | Code for Evidence Based Technical Analysis |
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Sep 17 |
comment |
How should I include the bid-ask spread as a transaction cost in a backtest? After receiving a signal from daily close data the earliest opportunity to open a trade would be the following day's open. Why is it "common practice" to use the following day's close? This implies that one waits a whole trading session before acting on the signal. |
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Jul 12 |
answered | Are there any standard techniques for adding realistic synthetic microstructure noise to a price series? |
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Jul 6 |
answered | Why is the Drawdown measure not used for portfolio optimization? |
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Apr 25 |
comment |
Why in general is the variance of volume changes higher than variance of price changes? Accepting that this is true would the implication be that indicators that combine price and volume, such as OBV, money flow index etc. are fundamentally flawed? |
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Apr 25 |
answered | Entry and exit points for very short mean-reverting timeseries |
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Apr 11 |
revised |
Tests that any system must pass to be taken seriously Added new idea |
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Apr 11 |
revised |
Tests that any system must pass to be taken seriously added further information, with link. |
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Apr 11 |
answered | Tests that any system must pass to be taken seriously |
