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  #58  
Old Aug 28, 2009 10:56am
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Originally Posted by Scotty B View Post
So if you don't mind sharing, knowing what you know, what is a reasonable yearly net return? I think your answer will help put this particular edge in the right perspective.
[Assuming you have an edge] Yearly net return always depends on how much volatility you are ready to tolerate - there is no answer to your question.

Good thread btw, let's concentrate to the flow.
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  #306  
Old Sep 2, 2009 6:57am
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Originally Posted by Scotty B View Post
Thanks for the resource. Would you go to the trouble of finding sources and posting links? I'm not saying it will be hard for me to get to the particular data, but it would be sweet if we could simply click to it from here, or if not directly to it, at least a link where we can access this stuff.
No big player uses currency ETF's (except maybe for arbitrage and the book is worthless there) - it's much better to look at fx futures.
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  #901  
Old Jul 6, 2010 2:07am
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Originally Posted by pipmutt View Post
I think the problem is that no-one has that information, the game by it's very nature is one of secrecy, we can only speculate as to the what and when. Sure we can try and get inside the heads of players and anticipate their next move but I think it's an impossible task to try and profit from what we believe, or probably more the point what 'they' want us to believe.
You can quantify the past and then see what works and what doesn't on the long run.

I would claim that there are certain points of price and time that you can exploit because the "flow" is waiting there. Yes, I have quantified few of these points myself and use them in my trading and no I'm not going to identify the points. The main point I want to say is that at least for me the quantification was the key, not studying charts.
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  #906  
Old Jul 6, 2010 3:41am
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Originally Posted by pipmutt View Post
In what sense are you saying "quantified"?
Basically I looked the past 10 years of data on multiple pairs and tried to find points with similar properties where the price movement differs from random.
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  #939  
Old Jul 12, 2010 6:55am
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Originally Posted by pvpn View Post
One thing I have on my list is to make (or use) an algo to automatically discover states and transitions. My guess is that there are too many states for a human to try to identify them and connect them with the proper links.
You might want to read about hidden markov models (which I think are a bit too simplidfied to do the actual trick but they are kind of easy to variate). There is a lot of interesting research made on spam filtering (bayesian filtering can be used too when you decide what attributes you want to study) and context discovery (directional network graphs for example) that is quite relevant to state discovery of "hidden" states of any kind of data.

I personally don't use state data per se but my genetic algos can use it if they want to. Basically I think in some methods state is important (especilly if you can anticipate state transition in any meaningful way) but for some other methods state is not as important.

I'm not sure if this is a bit offtopic to this thread so my thread is open for exactly this kind of discussion if anyone is interested.
http://www.forexfactory.com/showthread.php?t=167720
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