... Says who? Many successful trading systems are based on repeating patterns in the market. Most traders can't actually see the future. Lagging indicators...
Hi, does anyone know how to set up Excel (97) to read and write data files produced by Jeff Katz's superb Scsiserver? From within TS2000i I can get the Global...
Progress! After some research it turns out that there were some typos in the help file declarations ("ByVar" when it should have read "ByVal"). Fixing these...
I'm not sure if this will help, but there's a vb script in the C-Trader spreadsheets that will import .DAT files. However, I'm not sure how to get Excel to...
Dear Sirs: Would you please help me interpret the following data? I've calculated the T-test for my trading system and the T-test for the same system using a...
Hello, I only see 1 T-test and it seems to be a test of the difference in means, but I'm not sure. Are you testing the significance of the results or the...
Trey, I would appreciate any help you may provide! I've attached my excel spreadsheet. I'm an accountant by trade and not a scientist, so I don't know the...
Eric, You've asked the million dollar question. Finding anomalies is incredibly difficult. Unfortunately, there's no real answer as to how you determine if a...
Could somebody please clarify the distinctions of the different subdirectories. We have CTRADER and CTRADERX (I think one uses Numerical Recipes and the other...
Ashok, I've moved my directories around and I can't remember all the details about the original setup. Maybe CTRADERX handles intraday data whereas CTRADER is...
Hi Eric, Sorry it took so long to respond. I'm familiar with the Sharpe Ratio but I've never dealt with the Calmar Ratio and have to admit that I have no idea...
Hi Guys, Jeff and I have just finished sending an email out to all current users of C-Trader (on the Companion CD) but we've gotten some bounces. If you...
I've been working with c-trader for about 9 months. I have a technical background (engineering) including extensive data analysis(airplane flight test data),...
Jesie, It seems that TA lends itself to commodities whereas fundamentals work better on stock, in my opinion. On the issue of TA, the standard TA indicators...
Trey, I think it depends on your trading/investing timeframe whether or not fundamentals are more relevant than is technical analysis. For example, I follow...
Paul, Point taken. I've never seen any fundamental models models applied to intra-day data, most likely because fundamentals (earnings) are generally released...
It may well be that the AAPL swings are due to noise. For the longer term investor it is noise. I was thinking more about the day trader and how it might just...
Paul, You are right, there is a big difference between the day trader and longer term investor. I highly recommend Tsay's book. I bought Hamilton's book about...
Jesie, Market bubbles are those times in which fundamentals seem irrelevant. I remember reading a couple of papers on carve-outs during the tech bubble in ...
Hi, Earnings reports often occur after hours and may produce a "tornado" that can be traded on ISLD or ARCA. If you know what earnings are coming up, and some...
... Richard, I haven't quite settled on firm criteria, as I am still trying to figure out what works. Generally I start with in sample results with ...
Hi, My experience is that there are distinctly different kinds of stocks, and that a system that works well on one kind will not necessarily work on a ...
Hey Jeff, This sounds very similar to event studies on earnings announcements, but on intra-day data. I think this could work really well, although scalability...
Hi, Yes. The studies you mention are longer-term, and there does seem to be some exploitable drift, even after earnings announcements. What I had in mind,...
... stocks, and ... on a ... vastly ... that one ... group of ... Jeff, I suspect you've answered my question. Different types of stocks and different types...
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