Recent content by quentin123

Zoom in really really close. The output is just repeating the last close. Seen from afar it looks like tight. From practical point of view, useless. Been there, done that, got the t-shirt.

I'm not qualified for that. My stand on entropy, as I've implied in my posts, is that it's just a fancy word for event information measure. We use it all the time but did not give it a name. There's only so many ways to extract information out of a data set and useful to a relative resolution...

Aha. But you can replace the word 'entropy' with 'range' or 'volatility' and it will still retain the same function and directly correlated to the trading vector operation. Proper range measurement can exploit the raw HLC data and there's plenty of information withheld by H, L, and C values...

When people mention the word entropy, I think there's a critical misunderstanding/misuse of the word. Entropy (imo) is a probabilistic info measure of a particular event. This will result in an indicator where if the value is relatively low, the anticipated event will soon likely to happen and...

I don't think I can contribute since think the condition is too specific (not robust). These days, I would run away immediately from any algorithm with parameters set in price axis unit (point/pip in fx). After wasting years being ignorant, I learned that there are conditions when market tend...

Just my two cents on entropy. I think the proper way to apply entropy is by figuring out when the market is in low entropy state (highly predictable) and catching the moment it is undergoing entropy increase and going back to random. The essence is practically the same in thermodynamic or...

One, regular spot traders dont know the gamma from the chart - u need to have the option information mapped out to the chart like a field landmine chart - which I doubt anybody has unless u're inventorizing your positions as a bank or a large broker. Two, u cant act on information that u dont...