network profile
| bio | website | |
|---|---|---|
| location | ||
| age | ||
| visits | member for | 8 months |
| seen | Jun 7 at 6:56 | |
| stats | profile views | 52 |
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Nov 16 |
revised |
Proof that the number of trades done (successfully) matters for whether or not a strategy was lucky deleted 10 characters in body |
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Nov 16 |
revised |
Proof that the number of trades done (successfully) matters for whether or not a strategy was lucky deleted 10 characters in body |
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Nov 16 |
answered | Proof that the number of trades done (successfully) matters for whether or not a strategy was lucky |
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Nov 7 |
comment |
Generate tick data from candlestick It would be akin to extrapolating daily price data from only having a yearly data OHLC source. One might be better off by at least generating bootstrapped data from a some samples of tick data. At least then, some of the properties might be captured. |
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Nov 1 |
comment |
Coin Toss System @Freddy. You stated, "I have not heard of long-term successful "market operators" to generate profits off the back of predicting what the next tick/bar/day is gonna be as a function of the past couple observations, dictated by certain observed or quantified "patterns". " I gave one concrete illustration where that was the case. I agree with just about everything else. |
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Oct 31 |
comment |
Coin Toss System I'll throw a disagreement (only) on the pattern side (although I do agree few approach it successfully). As an example, please see Toby Crabel's work and accomplishments (he utilizes the conditional probabilities of simple 'coin toss' like experiments as a pattern based decision). There are other more complex ways to apply the logic as well. But the key, as you point out (IMO), is that markets have properties like drift and momentum that make such methods feasible |
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Oct 31 |
comment |
What are the proper metrics to look at for checking discrepancies in these two time series It would be interesting to see a scatterplot of the data. Even though you have poor cross correlations, you might be able to detect some level shifts in the plot and formulate if there is an easy calibration for the shifts. |
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Oct 22 |
revised |
Can the Hurst exponent be greater than one? added 68 characters in body |
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Oct 22 |
revised |
Can the Hurst exponent be greater than one? added 68 characters in body |
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Oct 22 |
revised |
Can the Hurst exponent be greater than one? added 152 characters in body |
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Oct 22 |
revised |
Can the Hurst exponent be greater than one? added 659 characters in body |
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Oct 22 |
revised |
Can the Hurst exponent be greater than one? added 104 characters in body |
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Oct 22 |
answered | Can the Hurst exponent be greater than one? |
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Oct 8 |
revised |
Detrending price data for analysis of signal returns added 88 characters in body |
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Oct 8 |
revised |
Detrending price data for analysis of signal returns added 174 characters in body |
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Oct 8 |
answered | Detrending price data for analysis of signal returns |
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Oct 4 |
answered | Generating Return Streams for stress testing |
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Oct 3 |
awarded | Supporter |
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Oct 3 |
awarded | Teacher |
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Oct 2 |
awarded | Editor |
