IMHO there is no way to generate a 100% true randomness because the random number generator always guided by some hidden complex rules, if there are rules then it's not 100% true random. But i believe that 99.9% of randomness is achivable. I think ...

S/R and TL on Randomized Price Movement

It doesnt matter whether the outcome is random or not random, the edge of a static system like roulette is skew towards the house during the design of the game, therefore IMHO there is no way to reverse the edge.

S/R and TL on Randomized Price Movement

Hurst exponent.

S/R and TL on Randomized Price Movement

I totally agree in his example. In theory if you can measure all other variables in 100% accuracy then the outcome is predictable. However, 100% of measurement accuracy is not possible therefore the exact outcome cant be calculated. Even ...

S/R and TL on Randomized Price Movement

They are so many interesting points in this thread, here is my 1st opinion. The excel formula NORMINV(RAND(),0,1) does not reflect the true market condition because it's 99% normally distributed but a real price change is not normally distributed. ...

S/R and TL on Randomized Price Movement

Personally I prefer to use 'non-deterministic chaotic' instead of 'random'. They looks similar but not the same. Btw i'm still learning all these things and i maybe 101% wrong!

Time-dependence of Excel Rand function

IMHO, The (Mis)Behaviour of Market, Fooled by Randomness and The Black Swan is a good start.

Time-dependence of Excel Rand function

Hi kk, I didnt notice this interesting thread until you pm me. Reading from 1st page now...

S/R and TL on Randomized Price Movement

There are so many proof that market is not random. However, it does not mean that we can predict the market with great accuracy if it is not random, in fact market itself is a non-linear, dynamic, non-deterministic chaotic system.

Time-dependence of Excel Rand function

i believe so.

Time-dependence of Excel Rand function

If i'm not mistaken, you mean the random data has memory right? Hurst exponent is the right tools, IMHO.

Time-dependence of Excel Rand function

I used to try 2 techniques to test the RNG. 1st: I am not sure about other excel version but the RNG for my old excel version 2002(10.2614.2625) fails to follow normal distribution above 2 standard deviation. I have tested with some random number ...

Time-dependence of Excel Rand function

Many people just cant understand simple english, I had mentioned that the purpose of this thread is to discuss the transaction cost, but still many people wanna to talk about other problems. I so fed up therefore i did not continue on the ...

Which MM or ECN brokers can beat Oanda Spread?

Let's use math to skew the odds to us!!!

The Quantist

A turkey get slaughtered on 1001 days.

Fact or Ficition - Myfxbook.com

You are hired! — Hi Victor, My application for FIX account has been approved. We can start the project anytime from now. The 50% downpayment will be sent to your paypal account shortly. Regards, Vincent

Programming skills for sale

Usually when you evaluate your trade results you will look at the average profit, some may look at the standard deviation of the profit. However, the number itself does not show the reality because you dont know the profit distribution. This chart ...

Black swans

if your profit distribution is heavily skew to right with thin left tail (Preferable fat right tail too!) then you will have higher chances to survive the black swan event.

Black swans

I just wonder how you can apply the method into money management strategy because the RRR hardly equal to one in real application. Pls enlighten me if you dont mind.

A "hardcore" mathematics question

Thanks for your VBA code. Here is my excelsheet for pascal triangle model. Have fun!

A "hardcore" mathematics question