Blogs about: Quantitative Trading
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Anedoctal Evidence
Alas, the last two months of brazilian index futures showed 4 instances in a row of the “traditional” Reversal Up/Reversal Down setup “working“. As we said in a recent post, it… more →
Random Thoughts Of A Trader's Toil
Anedoctal Evidence
newtonlinchen wrote 1 month ago: Alas, the last two months of brazilian index futures showed 4 instances in a row of the “tradi … more →
Counterintuitive Trading
newtonlinchen wrote 1 month ago: Actually, markets are counterintuitive. One has always to quantify in order to check if his “i … more →
ORB, GSV & GST - Trading Inherent Price Levels
— 7 comments
newtonlinchen wrote 2 months ago: One thing I regard as a great flaw about TA is that usually the chart of a technician is polluted wi … more →
testing for cointegration in R
introspectica wrote 3 months ago: I love R. I strongly encourage any trader with a statistical bent to climb the steep learning curve … more →
Tape Reading x Mechanized Trading Systems
— 3 comments
newtonlinchen wrote 3 months ago: It is getting interesting the discussion about tape reading x mechanized trading systems. First, a d … more →
signal vs noise
— 3 comments
introspectica wrote 3 months ago: I’m a fairly prolific consumer of market commentary – brokers, research houses, blogs: y … more →
A Jiripoca Vai Piar - (A Brazilian Saying)
— 2 comments
newtonlinchen wrote 4 months ago: Today we achieved an important breakthrough in the market model parameterization. It will lead to an … more →
Francis Diebold at Junto Meeting
newtonlinchen wrote 4 months ago: From a Junto Meeting (2006?). Introduced by Niederhoffer (in orange), Francis Diebold is the author … more →
Great News
newtonlinchen wrote 4 months ago: I would post here a post by Ernest Chan, about Interative Broker’s API for Matlab and R, but t … more →
Quote Of The Day - TALEB
— 2 comments
newtonlinchen wrote 6 months ago: Perhaps you’ve already read it, but I would like to recommend “Fooled By Randomness … more →
Letter From Bill Rafter, Ph.D., from Mathematical Investments Decisions
newtonlinchen wrote 6 months ago: This is not really an “interview”, but it’s an e-mail that could easily be marked … more →
Answer To Dan, Again
— 1 comment
newtonlinchen wrote 7 months ago: Dan, your comment is very good. But, just a further explanation. As a trader, I was always concerned … more →
Two Different Trading Models
— 4 comments
newtonlinchen wrote 7 months ago: Yesterday I was talking to a trader friend, who is building a model based on “self-adjusted hi … more →
Nassim Taleb On Bogus Measures
— 3 comments
newtonlinchen wrote 7 months ago: … more →
Quote Of The Day - TALEB
newtonlinchen wrote 7 months ago: “They never considered that the fact that trading on economic variables has worked in the past … more →
“The Education Of A Speculator” - Late Review - Part III - “Brighton Beach Training”
newtonlinchen wrote 7 months ago: Hello. This chapter of “The Education Of A Speculator” brings forth Niederhoffer’s … more →
"The Education Of A Speculator" - Late Review - Part II - "The Old Trader and the Yen"
— 7 comments
newtonlinchen wrote 8 months ago: “I am an old trader, and I trade the yen in the cash market”. In this first chapter, Vic … more →
Quote Of The Day - TALEB
newtonlinchen wrote 8 months ago: “It is a mistake to use, as journalists and some economists do, statistics without logic, but … more →
Answer to Dan
— 7 comments
newtonlinchen wrote 8 months ago: Dan is a trader from Romania. He made a comment on my last post and this is the answer to him. Dan, … more →
