Recent content by holmes16

i agree that many companies have crazy valuations, we all remember the .com bubble. on a theoretical basis, the price of the stock has everything to do with a company's performance. theoretically, the price of a company's stock should equal the value of holding that share. so what is the...

R is definitely slower than lower-level languages such a C and Java, but it is much easier to learn R or Python than C or Java. I've personally never come across a walk forward analysis or rolling regression that R couldn't handle. 5-10 minutes may seem slow for your standards, but in the...

jcl365, there can be a massive difference between backtesting and automated trading. if you have an automated system, you need to have a lot more safety measures. What if a socket connection fails during the trading day? What if you hit your margin limit for your account? Backtesting a...

hi timsk, i would argue that testing for cointegration is important for hedging as well. The reason being the following: The hedge ratio that you would typically use comes from the regression coefficient taken from regressing one pair against another. For the results of this regression to be...

I would actually argue that GDP and Earnings are lagging indicators while the stock market forward-looking. I would say: higher earnings forecast ---> higher S&P 500 also, aggressive monetary expansion ---> higher S&P 500

hello, just curious, how many of you correlation traders test for cointegration? i don't trade much forex, but i would have thought that since it's been long established that currency pairs exhibit random walk behaviour, it would be important to test for cointegration before making correlation...

ha, neat - i didn't know that the domain used to belong to an old software company. we did buy the domain from a godaddy auction last summer. to be honest, i don't know much about website development. i specialize in computational statistics and so i'm involved more with the product than...

Lightning McQueen, thanks for your post. In response to your question, we went online just over a week ago and we've never sold anything else. Thanks again for replying to the thread :)

hello, just wondering if there are any opinions of Home | StockSentry full disclosure: i work for the website. we're new and so i'm humbly looking to see if there are any opinions out there. thanks in advance :)

I directed my question to PollyM, but if anyone can answer it, I would appreciate it greatly. thanks,

Re: Assets doubled in the past five years to $ 67 trillion ‧Global shadow banking int interesting, would you mind posting the link to this? i would be curious as to how the FSB estimates how much assets the 'shadow banks' hold. thanks,

as a vendor (proudly wearing the badge!) i thought i should offer my two cents. here are the 2 scam warning signs i use: 1. unprofessional claims: I use the word 'unprofessional' deliberately. people who are in accounting, legal, financial analyst or planning programs usually have to abide by...

i always find it easier to sleep at night when my decisions are routed in the fundamentals. however, one could argue that the technical analysis stems from market psychology, and that psychology is of course fundamental.

As a canuck, i can confirm that Mark Carney has a very good public opinion. He's seen as someone with a very good academic and industry background. There were some hopes that he would enter politics for the Liberal party and take on the Conservatives. He would have been a good contender. I...

Hi PollyM, I find these posts interesting, and I appreciate how much time it must have taken for write these. I have a very basic question: What do you consider to be a "high probability trade"? Thanks,