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Search: Posts Made By: Fat Tails
Forum: Emini and Emicro Index December 12th, 2010, 07:48 AM
Replies: 22
Views: 12,281
Posted By Fat Tails
I am certainly not an expert. I am just...

I am certainly not an expert. I am just suspicious. It is easy to give a meaning to any random set of data. If you flip a coin a thousand times, you will find cycles and trends, and it is all smoke...
Forum: Emini and Emicro Index December 11th, 2010, 07:53 PM
Replies: 22
Views: 12,281
Posted By Fat Tails
This is a very general statement with no specific...

This is a very general statement with no specific information. You could for example replace the word "FA" with the word "lap dance", and the whole thing still would make sense! :sarcastic:

Even...
Forum: Emini and Emicro Index December 11th, 2010, 03:40 PM
Replies: 22
Views: 12,281
Posted By Fat Tails
Not sure that a naked DFT will reveil much of a...

Not sure that a naked DFT will reveil much of a cycle. You could have a look at the Corona Indicators developped by John F. Ehlers. He detrends the time series before analyzing for cycles. I have put...
Forum: Emini and Emicro Index December 11th, 2010, 08:11 AM
Replies: 22
Views: 12,281
Posted By Fat Tails
Yes, of course there are natural and human cycles...

Yes, of course there are natural and human cycles that do have an impact:

Day and night (as seen from the exchange where the instrument is traded): Participation (volume) and volatility during...
Forum: Emini and Emicro Index December 11th, 2010, 03:39 AM
Replies: 22
Views: 12,281
Posted By Fat Tails
Fourier Analysis is useful, if you have a reason...

Fourier Analysis is useful, if you have a reason to believe that there are cyclical components in your time series and if you can identify the frequencies and eliminate the noise.

However,...
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What unexpected challenges have you encountered while trading on a "Funded Trader" platform?

 


 
 


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