Well, predicting volatility with any accuracy would make you money. Can you short the VIX? I'm not sure, but I'm sure there are other volatility tracking ETFs. Actually, while I'm here, this is worth a read (if you haven't already). url

I don't consider myself stupid, but I have no idea what that paper is about, can I make money with it?

The HFT guys were the architects of their own demise, they basically cannibalized each other. But then lots of firms are doing it tough these days, no volume, no volatility and lots of staff. However, things seem to be picking up somewhat.

It's an interesting article, more for other reasons rather than the ML. But let's face it, you could pound the keyboard with a ham in 08/09 and still make money. The decay of his edge is fairly stock for scalping strategies as the vola decayed.

The simple answer is no, simply because programmers, usually, are not traders. People who actually have the intersection of all the skills required are few and far between. The same argument holds with quants, if all it took to trade were ...

The question you need to ask yourself here is 'does this make any sense', if we take the RSI and look at the way it is calculated, what does this have to do with the market we're trying to trade or the effect we are trying to capture? What does it ...

It's already way fast. I'm sure arrays are even faster.

IMO, if your tp & sl are within the bounds of a 1 min bar then you're trying to test something that exceeds the resolution of your data, trying to optimize on stuff like that is a recipe for disaster. It also means you're probably not really setting ...

For what it's worth, I also use maps to store data in time order, the key is the time and the value is a bar object. I've found that correct and concise code is much more important than optimizing code to be able to crunch millions of combinations. ...

The key thing to consider when thinking about indicators, or trading in general, is 'does this make any sense?'.

That guy's a fucking pussy compared to this guy. url

Garbage in, garbage out.

Having a profit target or letting profits run depends on the strategy, isn't that bloody obvious? Threads like this crack me up, so much rubbish.

LOL, classic.

Shouldn't this be in the 'fucking idiotic' forum?

There are plenty of 'coincidental' examples of inflation and money flow happening at the same time, pre-WWII Germany, Latin America in the 80s spring to mind.

Get Sky bro.

Golden post, largely ignored in line with my previously postulated 'Razzle Effect'.

Cheers for that, looks like a good read, got to shoot though now, I'll check it out later.

Interesting link. The other thing I'm thinking around is that the intra-day data is aperiodic, if the data arrives at larger time intervals, could this mean it is less volatile? Does it even make sense to analyse aperiodic data in terms of fixed ...