Are Two (Uncorrelated) Edges Better Than One?* Our results pre- and post- Market Stress, our second edge: All Market Stress Change Avg 67.61 93.04 38% Std dev 1042.9 299.79 -71% llt (8640.00) (1000.00) -88% w/l ratio 0.83 0.65 -21% win pct 60% 78% 31% f 0.11 0.45 303% f$ 76591 2200 -97% z 2.32 2.22 Read more about Are Two Edges Better Than One? #idea[…]
Machine Learning Reference List with prerequisites.
Odds of being rangebound: Bund: 62% rangebound Stoxx: 89% rangebound Bonds: 79% rangebound SP: 78% rangebound Gold: 70% rangebound The highest intraday odds of trending and or big moves are in SP, Bund and Gold,
Odds of being rangebound: Bund: 55% rangebound Stoxx: 80% rangebound Bonds: 54% rangebound SP: 76% rangebound Gold: 62% rangebound Odds of trending: Highest intraday odds of trending are in Bonds (30 yr), Bund and Gold –h
Highest intraday odds of trending are in Bonds (30 yr) and Gold. Odds of being rangebound: Bund: 98% rangebound Stoxx: 91% rangebound Bonds: 56% rangebound SP: 78% rangebound Gold: 64% rangebound –h
Our end of year regression forecast for SP Cash was 1119.29 which now seems reasonable to carry over into Q1 given the amount of government intervention manipulating market movements. And our 2012 GDP forecast was for 0% growth, which is supporting of a bearish bias. Still, it’s probably a good idea get another data point into Q1, this Read more about Quick Look: SP Forecast for Q1 2012[…]
Histogram of world gdp by country: it’s a normal distribution! Now isn’t that interesting…