By Student • September 16, 2011
From Wes’ excellent research digest: The theory that the stock market is approximately a random walk does not look right at all: Figure 1 is a...
By Student • September 11, 2011
I have published my philosophical thoughts on Calendar Effects in my CFDAlert white paper previously. This was before I was able to extend my data...
By Student • September 9, 2011
[unable to retrieve full-text content]You know that thing about pictures and thousand words? Yeah. This chart has gotten two reactions from my friends...
By Student • September 7, 2011
[unable to retrieve full-text content]I have examined the naive DFT strategy in a prior post. Only recently have I been able to quantify just how...
By Student • September 6, 2011
For a long while now something has smelled fishy in my extensive backtesting of Bloomberg-sourced data, and today I have finally tracked it down: If...
By Student • August 28, 2011
Posted by Student on August 28, 2011 Accounting for trading costs is in my book the top failure of most technical analysts: If you have a signal...
By Student • August 28, 2011
This month I embarked on a “Golden Month” of research – and I had NO idea what was in store both in live trading and in research. Live Trading...
By Student • August 13, 2011
This week has given rise to a host of extremely odious arguments from non-finance specialists, media people, and regulators. People who do not think...
By Student • August 10, 2011
Posted by Student on August 10, 2011 One last qualitative piece, for this month. What to make of market reaction to the FOMC statement, and where...
By Student • August 8, 2011
Sorry if you are only here for my quantitative material, but I feel compelled to put out a qualitative opinion for the record. Be greedy when others...
