I agree with Craig. It is possible to predict the random outcome with certain accuracy if you can figure out the probability distribution of the randomness. So ONLY if it is random and you dont know the probability distribution, then it is not ...

Can you tell with naked eyes?

kk, I didnt mean this thread is not necessary. Allow me to change your question a bit. Here are the charts from mandelbrot's works. The original source will not be revealed now so that we can play the game. The name of the game is Spot the fake! One ...

Can you tell with naked eyes?

omg not another random discussion again. — The debate for this kind of topic will never end!

Can you tell with naked eyes?

my calculation shows that the probability to have at least 1 row of 10 consecutive losses in 1 million trials, given the 75% of success in each trials, is 61%. As usual I could be deathly wrong!

Double up and get rich???

I guess it depends on the excel version. No matter how many times i tried, my old excel 2002 version will never had hurst 0.5 or below it.

S/R and TL on Randomized Price Movement

I think your conclusion is about the same with my periodic hurst exponent analysis, which shows that the period for optimal hurst exponent is around 16-20 hours for most of the pairs.

The Quantist

Portfolio management plan.

What is over-trading?

mnikolic, Did you include hurst exponent for your quantatitive analysis? I didnt mean to use hurst exponent as typical indicator analysis, like OB/OS or cross this cross that... Anyone?

The Quantist

His research did not include the risk reward ratio. Is that means RRR = 1? Probability itself does not tell the whole story.

Long term Profits within Negative Expectancy

20pairs x 20 pip per pair = 400pips. Is it possible? btw you may get 20 pips per day but the question is can you do it everyday? if not you are far from being rich!

What is over-trading?

Although the GBPUSD chart indicated that the actual return is not normally distributed but that does not mean the price is random or not random. The extreme moves only tell us that Black Swan does exist more frequent than expected.

S/R and TL on Randomized Price Movement

If your trading plan requires you to trade 100 times per day but you only make 50 trades, then you are under-trading. if your trading plan only need you to trade 1 time per week but you trade 1 time per day then you are over-trading.

What is over-trading?

So do you have numbers for your quantitative method? something like probability of success for your prediction?

The Quantist

I believe most quants will disagree with your statement, including me.

The Quantist

The blue one looks like market profile, am i right?

The Quantist

Remove the outliners who has PF higher than 5 then u may get a more realistic results. Although I never conduct such a study but I believe individual performance statistic is not normal distributed, I think it could be lognormal distributed, ...

Poll for your Profit Factor

In order to make money, Expectancy must be greater than 0 and Profit factor must be greater than 1 Expectancy is how much (In average) you expect to make in every trade. Net profit = Expectancy x Number of trades

Poll for your Profit Factor

Profit Factor = (�Win% x Avg Profit) / (Loss% x Avg Loss) Expectancy = Win% x Avg Profit - Loss% x Avg Loss

Poll for your Profit Factor

No offence but your website does not sound like a quant to me.

The Quantist

Obviously it's not because it can be explain by newtonian mechanics, just you cant measure the initial condition accurately. I once focus on study & research of market randomness but i eventually stop halfway because i really have no idea how this ...

S/R and TL on Randomized Price Movement