Old Posts Tagged with "mathematica"

These are Blog Archives
Here you can find links to old content I had on the blog, prior to switching to our group pages. Have fun looking around... some of it is pretty good! If you are looking for the best of the best posts from both the old and new eras, then go to the Articles Page. If you want the newest material, browse the public group (and the google waves associated with it).

Wavelets Integrated into Mathematica

Posted on November 13th, 2009
Written by Richard

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 [...]

Wavelet Demonstration

Posted on September 25th, 2009
Written by Richard

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 [...]

Fisher-Transformed CCI Investigation

Posted on August 6th, 2009
Written by Richard

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 [...]

Time-Series Forecasting Basics

Posted on May 22nd, 2009
Written by Richard

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 [...]

Some Thoughts on Fib Extensions

Posted on May 20th, 2009
Written by Richard

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 [...]

MA and EMA Crossover Prediction

Posted on February 1st, 2007
Written by Richard

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 [...]

How To Be Consistently Profitable in the Markets

Posted on January 28th, 2007
Written by Richard

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 [...]

Distribution of Random Market TICKs

Posted on January 24th, 2007
Written by Richard

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 [...]