|
| Discuss Does anyone here do any sort of Statistical Analysis? at the Risk & Money Management within the Traderji.com - Discussion forum for Stocks Commodities & Forex; I would like to discuss statistical analysis methods to find price patterns or test trading ... |
|
|||||||
| Notices |
| Risk & Money Management Discuss risk and money management techniques and methods to protect your trading capital. |
 |
|
|
Thread Tools |
| Sponsored Links |
|
#1
19th October 2005, 10:18 AM
|
|||
|
|||
Does anyone here do any sort of Statistical Analysis?
I would like to discuss statistical analysis methods to find price patterns or test trading systems. I started getting very interested in this after I read posts by a user named "Acrary" on the EliteTrader forums (http://www.elitetrader.com). Acrary has shared a ton of valuable information about developing & testing trading systems. This particular thread is an example: http://www.elitetrader.com/vb/showth...6&pagenumber=1
But a lot of it is way over my head. I am in the process of brushing up my statistics and also in the process of developing programs to do some exercises acrary mentioned in the thread. But I would very much like to discuss this stuff with anyone who is doing something like this or anything using statistics. --SwingTrader 
|
|
#2
20th October 2005, 10:02 AM
|
|||
|
|||
|
Re: Does anyone here do any sort of Statistical Analysis?
Those of you who may be interested in Simple Interactive Statistical Analysis on the net can check out http://home.clara.net/sisa/
|
|
#3
20th October 2005, 10:09 AM
|
|||
|
|||
|
Re: Does anyone here do any sort of Statistical Analysis?
Thanks, TATrader.
--SwingTrader
|
|
#4
24th October 2005, 11:27 PM
|
|||
|
|||
Re: Does anyone here do any sort of Statistical Analysis?
Yes, i am interested in statistical analysis of share price moments and use some basic functions of statistics.
I have been working on the development of a stock screener for daytrading. the objective of the program is to identify about ten stocks which have a good potential for growth on the following day. In this software, i use exponential moving averages, correlation and other statistical functions. the various parameters of stock price data (of the previous 3 to 5 days) that may have a bearing on the next day's change of price are being correlated with the next day's price changes. all such parameters which are found to have a bearing to next day's price changes are weighed and combined together into a function (this is just a number). that function's correlation to next days price changes are optimised (maximised). i was able to get about 70 % correlation when index moves within normal ranges and further improvement is in progress. I intend to submit the criteria for review by this august group for expert opinion, as i do not consider myself as an expert investor. Once the screener is finalised, i love to post the list of identified stocks to this forumon a day to day basis. I love to read the responses to this post.
|
| Sponsored Links |
|
|
|
| Bookmarks |
| Thread Tools | |
|
|
Indemnity, Disclaimer & Disclosure
Notice:
• By visiting Traderji.com you indicate your acceptance of our Forum
Rules Disclaimer & Disclosure and indemnify Traderji.com, its
associates and related parties of all claims howsoever resulting from
the usage of the forum.
• Disclaimer: Trading or investing in stocks & commodities
is a high risk activity. Any action you choose to take in the markets
is totally your own responsibility. Traderji.com will not be liable for
any, direct or indirect, consequential or incidental damages or loss
arising out of the use of this information.
• Disclosure: The information in this forum is neither an offer to sell nor solicitation to buy any of the securities mentioned herein.
The writers may or may not be trading in the securities mentioned.
• All names or products mentioned are trademarks or registered trademarks of their respective owners.
General Content Disclaimer Notice:
In light of our policy of encouraging candid, open exchanges of views and the rapid distribution of information originating from many sources, Traderji.com cannot determine the accuracy of information that may be uploaded to the forum. Opinions, advice and all other information expressed by participants in discussions are those of the author. You rely on such information at your own risk. You are urged to seek professional advice for specific, individual situations and not rely solely on advice or opinions given in the discussions. Since Traderji.com is an open and free discussion forum, any comments made by members of this forum in their posts reflect their own views and not of the owner or administrator of Traderji.com. Thus the owner/administrator indemnify themselves of all claims whatsoever and will not be liable or responsible for any members comments/views in this forum Traderji.com. If you find any objectionable or offensive posts made by members of this forum which you would like to bring to our notice for removal then please Contact Us.
