Julius de Kempenaer (JdK) Relative Rotation Graphs (RRG) aka JdK RS Ratio - futures io
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Julius de Kempenaer (JdK) Relative Rotation Graphs (RRG) aka JdK RS Ratio


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Julius de Kempenaer (JdK) Relative Rotation Graphs (RRG) aka JdK RS Ratio

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  #11 (permalink)
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Here's a free version of relative rotation graphs but with only a handful of indices.

https://stockcharts.com:443/freecharts/rrg/

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  #12 (permalink)
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bluecrow View Post
Here's a free version of relative rotation graphs but with only a handful of indices.

RRG Charts - StockCharts.com



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Great to see this stuff and thanks to all, they are beautiful and look just like strange attractors.. Funny that.

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ratfink View Post
Great to see this stuff and thanks to all, they are beautiful and look just like strange attractors.. Funny that.

I think I'll incorporate the word Orbit or Orbital into my version

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Shout out to @chanep, Ernie is a brilliant trader and can probably offer some suggestions for us to create a baseline formula.

I also wonder if he uses something similar for his own approach in rebalancing.

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Mike

The interesting thing is these look strikingly like weather patterns/cold fronts.

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  #17 (permalink)
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If I were to use these 2 variables, I would just sort a portfolio of stocks or ETFs based on one and then maybe the other, and then buy the top N and short the bottom N. If this gives very negative backtest results, then I would reverse the trade and short the topN and buy the bottom N.

I would rebalance daily, but I may also impose a L day holding period. If I do impose L-day holding period, then I will launch a new portfolio every day, so ultimately I will have L portfolios, with capital allocated equally.

Ernie

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srgtroy View Post
The interesting thing is these look strikingly like weather patterns/cold fronts.

The system stays on the attractor until the butterfly flaps his wings in the storm. Then it (the system) jumps to the next one. The butterfly just 's.

A friend and I once proved that a CAD company's layout/smoother was completely driven by chaos attractors. The developers thought the result always improved with the number of passes, we showed it did not. Once stuck on an attractor 'circle' of nodes it stayed there, so the optimality of the result had nothing to do with the number of passes, just whether it had been through that node before.

Weather and economic/market systems also seem to have much in common on the chaos dimensions, less so on the spiral growth and herding pattern ones.

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ratfink View Post
The system stays on the attractor until the butterfly flaps his wings in the storm. Then it (the system) jumps to the next one. The butterfly just 's.

A friend and I once proved that a CAD company's layout/smoother was completely driven by chaos attractors. The developers thought the result always improved with the number of passes, we showed it did not. Once stuck on an attractor 'circle' of nodes it stayed there, so the optimality of the result had nothing to do with the number of passes, just whether it had been through that node before.

Weather and economic/market systems also seem to have much in common on the chaos dimensions, less so on the spiral growth and herding pattern ones.

How about a webinar on Chaos Theory? The only thing some of us know about it is what we learned from Jeff Goldblum

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srgtroy View Post
How about a webinar on Chaos Theory? The only thing some of us know about it is what we learned from Jeff Goldblum

Water drops on a females hand helps my trading.

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