Recent content by Tyger

Shakone – thanks for your response. The coin-tossing example was meant to be a simplified version to explain my concern, which is that even with a large sample size we cannot distinguish between patterns that are due to randomness and patterns which are due to genuine relationships. However...

My problem with a Null Hypothesis: Using my coin tossing example I formulate a null hypothesis that “longing after tossing 4 heads” does not generate profits over the ensuing 432 coin tosses. But the test shows that the “longing after 4 heads” theory was profitable, therefore the null hypothesis...

Quote: b) is correct, and of course it is "just" data mining, as this is what the whole EA trading approach is about :) But it is mining for data with the goal to have a trading plan that produces parametersets for my EA that have a high chance of beeing successful in the future. And not data...

Excellent response. But can I play Devil’s Advocate? (please don’t take offense if I appear confrontational – I don’t mean to be!). So “adaptive” means “changing parameters to optimise results as time goes by”? So you come up with a theory that a “relationship” truly existed in the past (and...

I'm envious of your social skills. I don't understand most of what you said on that topic, but that's typical of people on the autistic spectrum. If I offended you then I apologise unreservedly.

Interesting discussion. Can you give us an example of what you mean by an adaptive strategy? It's a term I hear used a lot by "snake oil" salesmen/websites, but I've yet to find anyone who could give me a convincing scientific, evidence-based example.

That's exactly what I am saying! Lots of people have written novel books and some of them have got rich in the process. I see trading as a very similar endeavour - and the likelihood of success is probably similar too.

Very good point. But I estimate that, as of Sept 2013, Algorithmic trading (see Wiki article) comprises around 75 - 80% of all trades. Computers aren't affected by emotions, thus the percentage that market moves are influenced by Fear and Greed is relatively small, and shrinking. (Further...

Some very good points, but... The market is, in mathematical terms, a Complex Adaptive System (CAS) (see Wiki) which means that if anyone starts making excessive profits then the market will adapt. In a nutshell, if you find that buying IBM at the open consistently makes profit, then before...

Hi Have a look at http://www.youtube.com/watch?v=4j_N_-loaXE&feature=youtu.be Shows you how I do it using Excel spreadsheets

I estimate that, as of Sept 2013, Algorithmic trading (see Wiki article) comprises around 75 - 80% of all trades. These computer programs are written by guys with Maths or Physics doctorates. So how are you going to compete? Option 1. Insider knowledge/other illegal means Option 2...

Competing with the big shots I estimate that, as of Sept 2013, Algorithmic trading (see Wiki article) comprises around 75 - 80% of all trades. These computer programs are written by guys with Maths or Physics doctorates. So how are you going to compete? Option 1. Insider knowledge/other...