Over at the Wolfram blog, they’ve been posting bits from the last Mathematica conference. Very interesting stuff about what’s coming in future releases. The whole post has a ton of content, but one thing that caught my eye in particular:
[...] OK, yet another area. It almost made it into Version 7, but [...]
I wanted to give you an idea of what using wavelets is like. This is just scratching the surface, but it’s stuff I happened to already know how to do. Basically, you can transform some data, mess with it, and transform it back. What you get out of it is useful manipulations [...]
I really liked Cybernetic Analysis for Stocks and Futures, by John Ehlers. But, I gotta say, Chapter One on the Fisher Transform left me a little flat. It starts out focusing on the CCI, even saying that “the CCI can be improved substantially through the use of the Fisher transform.” However, the [...]
In trading we use indicators of various sorts, but at the base of it we are all trying to do one thing: predict future values from current values. So, let’s cut out the middle man and go straight to the source: Time-Series Forecasting.
I thought some of you might be curious about it, so I [...]
People occasionally ask my opinion about why Fibonacci stuff does or does not work. An article is coming sometime in the future. No promises when. It will probably explain more than you ever wanted to know about the fibonacci sequence and the golden mean as it might apply to trading. I [...]
A couple articles in the February 2007 TAS&C caught me eye. One of them talked about a method to attempt to predict a simple moving average crossover the bar before it happens. Basically, they figure out what the price would have to be in the next bar, in order to make the MAs [...]
If you are trading with a goal of maximizing your long term profits, you should be concerned with maximizing your expectancy. But, if you are like me, and you want to keep your electricity on via trading stocks, expectancy isn’t the right measurement to use. In this article, I’ll explain how to gauge [...]
So, based on my TICK article, one would guess that the majority of randomly-chosen market situations would have low TICK values (since there are so many more ways to get a low TICK than a high TICK).
But, how low is “random low”? If you chose 1 million random markets, and calculated their [...]