I've seen a few papers like: url But I've never paid much close attention. From all I've seen they all had good results though.

Does anyone know what the hell is going on with Oanda's volumes?

What I mean as intra-day volatility is the daily bar spread (High-Low). That will help me decide if I should use a trend-following approach or a mean-reversion the next day.

Predicting volatility might be useful for trend-following systems, which I'm working on right now. And you don't need to fit so many lags, from my experiments, 100 lags is enough, from there on you don't get much better predictability.

Markets aren't a random walk. Absolute returns and power-returns (returns squared, cubed, etc...) show long-term memory, and I mean really long-term. This is taken from M15 data of EUR/USD since 2007 to 2013: Autocorrelation functions of absolute ...

Go study bro, the random walk theory is outdated by 20 years. You obviously haven't been paying attention to the research papers in finance, and you're falling in the fallacy that because something looks like a random walk, then it must be a random ...

I have several papers in my pc that show that markets aren't efficient, but unfortunately I can't upload them here. That theory is outdated by 20 years, when it was widely accepted. And that only happened because of the poor mathematical knowledge ...

I get that, but there are some strange things that I see sometimes that I don't get, like a heavily traded asset going to a bull market without any visible accumulation before, and after a bear market. I'll post some chart examples when I get home. ...

Thanks for the reply. I didn't understand why it moves up with low volume though, how does that relate with the heavy supply that there was before? If it moves up with low volume it either means SM is not interested or that there isn't much ...

Guys how can we identify accumulation and distribution zones that are slow to develop? I'm talking about those zones that go into a trading range with low volume, without very high volume bars that can show what the SM is doing. These zones contrast ...

Hey Joao (portuguese compatriot I'm guessing? ), I'm not very familiar with using COT report, can you explain how do you use the positions of commercials and large speculators to your analysis? Are the commercials the corporations who use futures ...

Thanks for the help, but I'm having a bad time finding currency-hedged ETFs. I think I'm gonna have to find a broker that provides emerging markets currencies with decent spreads, to hedge...

Do you know any in Euro denominated exchanges? And I forgot to mention Turkey, can you give an ETF in NYSE/NASDAQ of Turkey index, as well as China please?