There are a lot of fairly trivial ways to prove that the market is mostly random, so I'm not sure I agree on that one, however that subject has been beaten to death elsewhere. But cheers for the link, aways interested in learning more!

Systematic trading

I think you have hit the nail on the head there, I think everyone who studies AI tries a similar thing at some point. On the positive side challenger78 obviously has some good programming skills.

Systematic trading

You got it, everything works awesome in hindsight.

Does Elliot wave work?

Yes, I care, I only trade non-correlated strategies live. I'm not sure what you mean, common sense and a little math should tell you the worst possible case, and then you can decide on your level of concern.

What does correlation mean to you?

You're correct, it's correlation of equity curves that one should worry about, not correlation of the markets being traded.

What does correlation mean to you?

The same goes for the forum in general, the fact that this thread has dragged on for so long speaks volumes about the lack of any quality discussion on trading (to the annals of which I am now ironically adding). This is not unique to FF, all public ...

Forex Mentors - The Best Investment You Can Make?

I haven't forgotten this, I'm currently grinding my way though Natenberg, so I finally understand 'sell put', 'sell call' & 'short strangle', whew...getting there. I might be able to ask an intelligent question in a week or two

Question on FX options & time-decay

I reckon it was all the lines.

Strange day on cable

I think what Sauron is trying to say is higher win rate systems have smoother equity curves, and that this can even be achieved with the average win smaller that the average loss. One can play with the numbers here... url

Trading Successfully

It's cool, no problems. You are right, markets do all sorts of weird stuff jumps, skews, kurtosis, but not all the time. I tell ya, I used to think it was all non-applicable BS as well, luckily I had someone point me in a different direction.

Inescapable Truths

I wish you would stop getting all overheated, it's not meant to be personal, but anyway the point is, if you (or anybody else who has been making assertions on this thread for that matter) can't tell me what is the difference between a random walk ...

Inescapable Truths

The prize goes to euclid! Now is it a random walk I generated, or one I pulled out of a tick database? If so, why?

Inescapable Truths

LOL, Oh, come on, look at that trend! What more do you want? Can't argue with that logic

Inescapable Truths

I find your posting somewhat muddled, but you seem to be mixing up a lot of different ideas. Let us strip the argument back somewhat, I have attached a excel graph of close prices which I have normalized so as not to give away where they came from. ...

Inescapable Truths

Nice try, but you surly must be joking, I'm not giving away years of work. I have no idea what you mean here, perhaps I was vague, by "historical expectation" I mean, the results of my testing an effect on data yielded a positive expectation, ...

Inescapable Truths

Historical expectation & real-time t-test. Wrong, data is for testing hypothesis, not for randomly trying things. Something works or it does not, there is no 'works if I use my special judgment'.

Inescapable Truths

Completely wrong, there is nothing subjective about an edge, anything else is gambling.

Inescapable Truths

MB.

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...and it's always LATE.

How do you define a trend?

Have to ask, why no Linux VPS?

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