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Proximus replied Oct 21, 2014Ok so far, my research is pretty much capped as the problem with the price is that it's too choppy, no matter what filter I put in, those nasty spikes always get around it. Adding 2-3 filters to filter them out would only cause more lagg and would ...
Statistical mean of the market [quant corner]
- Proximus replied Oct 21, 2014
Yup, not really good. I`ve tested all orders of the EMA, from 1 to 6 ( ARIMA(0,6,1) )and the 4,5,6 capped at the same result. (GAMMA & EPSILON & ZETA coefficients both under 0.01 and identical in value suggesting that you dont need more than 3) Only ...
Statistical mean of the market [quant corner]
- Proximus commented Oct 20, 2014
So this means SELL AUD,because of full reversals ?
Buy AUD On Dips - Credit Agricole
- Proximus replied Oct 20, 2014
Ok but i dont trade at the tick level, this i suppose would be good for HFT hedgefunds. I use the higher candles for filtration purposes, a H4 candle by itself filters out a lot of noise by itself, for example the long consolidations between 5 am ...
Statistical mean of the market [quant corner]
- Proximus replied Oct 20, 2014
Precision scales with timeframe, the research I do on H4, can work on tick data aswell, it just needs a parameter recalibration. I think the structure of the timeseries is the same, if you just ignore the element of time and just focus it as a ...
Statistical mean of the market [quant corner]
- Proximus replied Oct 20, 2014
Looks nice, i will try this one out. But I can tell that my current filter is way superior to any basic filter like ARIMA or AFIRMA models. Mine uses noise calibration and has an automatic noise adjusting feature which will very well approximate the ...
Statistical mean of the market [quant corner]
- Proximus replied Oct 19, 2014
On a price chart it looks like this: image Just ignore the first 500-600 bars, it needs those to stabilize itself, and that part, precisely the first 1000 bars are not counted in the optimization, because that is reserved for the filter to ...
Statistical mean of the market [quant corner]
- Proximus replied Oct 19, 2014
Found a better filter: (FILTER 2.8) image 745.71 PROXI SCORE (+90.01) 2.31 RFE (+0.66) 322 TRADES (-75) 17.7% WINRATE (-4.9) 1.53 PROFIT FACTOR (+0.04) A little bit better ,although i dont like the fact that we had 75 less trades, and also dont ...
Statistical mean of the market [quant corner]
- Proximus replied Oct 19, 2014
Yes but that top 1% is only a small portion of wealthy people, so i say that anyone above a net worth of 1 million $ can consider himself wealthy, so by this measure most wealthy people lost money, and only the speculators of the 1% did made money, ...
Why so many indicators, oscillators, and tools on charts
- Proximus replied Oct 19, 2014
Yep it was a mistake, i`ve seen many conspiracy videos, and i dont see how Fuld the CEO of Lehman would be in a better position now, than as a CEO of Lehman. His salary was about 22 million $ , i`m sure it's wealth grow really good. And by the ...
Why so many indicators, oscillators, and tools on charts
- Proximus replied Oct 19, 2014
Did Lehman Bro's had scientist with an IQ of 500 who just could not observe the fact that they were overleveraged? There are many ways to trade, some of them make more profit , some of them less. Most hedgefunds cannot unload all the bullets in the ...
Why so many indicators, oscillators, and tools on charts
- Proximus commented Oct 19, 2014
Regardless of their intentions, I think the young ones are more motivated to work than the middle aged and the elderly. The young ones need a career opportunity, money to make a family, buy a home a car. Yet it's not an option as 24.3% in my ...
Panic money-printing won’t save the eurozone
- Proximus replied Oct 19, 2014
A) That is true, but there is always the element of suprise. Scientists, PHD's at hedgefunds are thinking very linearly, they can't think out of the box, they think how they are thought at university (which is a very dull and rigit way to educate ...
Why so many indicators, oscillators, and tools on charts
- Proximus replied Oct 18, 2014
But what is the difference between a properly adjusted artificial intelligence and a human brain ? Well if the indicator is "smart" ,then nothing, it has the same pattern recognition function than the human brain has. +It's much faster, and it can ...
Why so many indicators, oscillators, and tools on charts
- Proximus commented Oct 18, 2014
According to wikipedia its 5%, but if its 0% then its even better. I just so envy them
Panic money-printing won’t save the eurozone
- Proximus commented Oct 18, 2014
No he is talking about cutting the social aid not the number of government workers. The government social aids are making up a huge portion of the government spending. Ok the healthcare is necessary, and some social aid for disabled persons or ...
Panic money-printing won’t save the eurozone
- Proximus commented Oct 18, 2014
I agree with you that social aids should be cut to some degree, and yes it is a question of political will, its easier to get votes if you promise free stuff for the people and for the elderly especially, since they go voting more often than the ...
Panic money-printing won’t save the eurozone
- Proximus commented Oct 18, 2014
Looks like the Keynesian thinking is failing worldwide, we need to be more hawkish not dovish, raise interest rates so that medium and small companies could have good investments, and the prices have to go down to be more accessible to the general ...
Panic money-printing won’t save the eurozone
- Proximus replied Oct 18, 2014
Yes i`m working on one right now, but not in the sense that i take 50 indicators and put it together like if it were an alchemy recipe and by mixing 50 pieces of junk into gold, that works only in fairytales. In real world if you mix 50 pieces of ...
Why so many indicators, oscillators, and tools on charts
- Proximus replied Oct 18, 2014
My Goals in terms of PROXI SCORE is about a PROXI SCORE over 50,000. That would qualify a HOLY GRAIL. Currently I got one of 655. So my progress is 655/50000 = 1.31% My research is at 1.31% of completion. Pretty slow research, but even a 25% ...
Statistical mean of the market [quant corner]