With the US Dollar finally waking up, it appears that the long spring and summer rally may, just may take a breather. For all the frustrated bears out there, this is a faint glimmer of hope that they must fervently cling too regardless of the realistic possibility that it’s simply a mirage.
Speaking of Mirages
This morning’s [...]
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Recently I was part of a competition to crack a well known protocol used in internet transactions. The host is a well known website within the Ruby on Rails community and I had a clever algorithm that I was familiar with and felt I had a fair chance of winning the first prize worth [...]
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For the better part of the last year, I have been writing about the usage of Information Theory as a means of quantifying equity movement. Usually it’s been in the application of spreadsheet based mechanical systems for the purpose of illustrating the efficacy of this analytical process but, also to show readers how fairly [...]
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I’ve been absent mostly back to my pre posting semi-lurkish mode as I’ve been feverishly writing some software.
As most of you know, for the last year I’ve been writing about using spreadsheets to analyse data and the fact of the matter is that for most of the non difficult work that is pretty much [...]
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Definition: disturbance, fuss
The newspapers this weekend have been all about a response by Canadian cities to the “Buy American” policy that the US has become engaged in. It started with the provision in the bailout of the steel companies and ramped up in earnest with the high profile restrictions of previously bought Canadian [...]
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The killer equity curve at the top of the post was generated by changing the system from a 7 day entry and exit to a 2 and 11 day system. For example, the system goes long at the lowest 2 day close and sells at the highest close of the past 11 days
If you [...]
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I do a fair bit of examining correlations as a means of finding systems that can exploit the relationship (Agosto is one) however as Danny has recently noted it’s not usually something that lasts and usually a close eye needs to be kept on the correlation or risk losing one’s eyebrows.
That being said, I [...]
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This one should be fairly obvious so I won’t bother to explain much other than to say that the SPY357 has been tested and back tested and remains a fairly reliable system to trade however small most of the returns are. Now however, with octane infused crystalline coke flavoured 3x ETFs it seems possible [...]
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When I have time (not often these days it seems) I like to amuse myself by peeking at ETFs that I haven’t heard of before. EDC was one of them a while back and I’ve kept an eye on it even building a test system around it. Recently I’ve taken a few minutes to [...]
From today’s Globe and Mail:
“With debt low, Canada would be well positioned to participate in a globally coordinated round of further stimulus,” the IMF said in its annual review of the country’s economy. “Further fiscal expansion would not put at risk debt sustainability, in view of the credible commitment to medium-term structural surpluses.”
….
Mr. Flaherty is [...]
