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by msperlin
February 18th, 2010, 10:02 pm
Forum: General Forum
Topic: Please recommend a good time series visualziation software?
Replies: 5
Views: 31250

Please recommend a good time series visualziation software?

Yeah, matlab can do candle plots. Overlaying your data should also be simple (see "hold" command).
by msperlin
February 18th, 2010, 9:42 pm
Forum: General Forum
Topic: Please recommend a good time series visualziation software?
Replies: 5
Views: 31250

Please recommend a good time series visualziation software?

<r>QuoteOriginally posted by: mizhaelI don't have those trading software such as TradeStation at this moment.But I have Matlab and Bloomberg.I would like to find a way that I can easily visualize a bunch of time series curves and cross-compare them. For example, the price curve vs. trading signal cu...
by msperlin
February 17th, 2010, 12:38 pm
Forum: General Forum
Topic: What trading strategy works for the current environment?
Replies: 4
Views: 31165

What trading strategy works for the current environment?

QuoteOriginally posted by: mizhaelMy trend-following strategy is in horrible red now...Lost lots of money...What type of trading strategies shall we trade in current environment?Why don't you short your trading strategy
by msperlin
February 15th, 2010, 6:45 pm
Forum: General Forum
Topic: Optimal strategy for unfair games?
Replies: 20
Views: 34824

Optimal strategy for unfair games?

<t>Quotemsperlin,What an appalling idea! Let me assure you that smart girls do not "sample" all possible target peacocks, for several reasons.First of all that would be dreadfully inefficient; opportunity costs run rampant and one must also consider the accelerated depreciation of an already wasting...
by msperlin
February 15th, 2010, 2:23 pm
Forum: General Forum
Topic: Optimal strategy for unfair games?
Replies: 20
Views: 34824

Optimal strategy for unfair games?

<t>QuoteOriginally posted by: Traden4AlphaQuoteOriginally posted by: trackstarQuoteOriginally posted by: Traden4AlphaNote: the high-roller/impress-the-girls phenomena is quite common in the animal world. A peacock's tail would be a strongly negative-expectation bet were it not for the fact that it p...
by msperlin
February 15th, 2010, 12:15 pm
Forum: General Forum
Topic: Optimal strategy for unfair games?
Replies: 20
Views: 34824

Optimal strategy for unfair games?

<t>QuoteI need to valuate exotic derivatives who's payoff depends on the betting path. When you have one of those derivatives it will affect your betting behavious because you end up with two payoff. One payoff from you betting actions in the casino game (the normal game rules) and another payoff th...
by msperlin
February 15th, 2010, 10:57 am
Forum: General Forum
Topic: Optimal strategy for unfair games?
Replies: 20
Views: 34824

Optimal strategy for unfair games?

<t>QuoteOriginally posted by: outrunI was trying to estimate an optimal betting strategy for an unfair game. The outcome was of course to not bet at all. What are the approaches I can take? Force a minimal bet, nonlinear value of money?eg in case if roulette, if I was to manage my money for a durati...
by msperlin
February 15th, 2010, 10:47 am
Forum: Student Forum
Topic: Q-Q Plot Matlab
Replies: 2
Views: 35627

Q-Q Plot Matlab

<t>QuoteOriginally posted by: 89578251How to perform a Q-Q Plot versus a Student-t distribution with 3 degrees of freedom instead of normal distribution in Matlab?One easy way would be to simulate a t dist with 3 degrees of freedom, compute the cumulative densities and plot it against the cumulative...
by msperlin
January 28th, 2010, 7:39 pm
Forum: Programming and Software Forum
Topic: matlab error processing
Replies: 4
Views: 33705

matlab error processing

<t>QuoteOriginally posted by: tom24Hello community,can anybody tell me which Matlab function detects whether a certain operation will produce a warning or an error?What I want to do is matrix inversions. In case that the operation inv(X) leads to a warning ('Matrix close to singular'), I would like ...
by msperlin
January 18th, 2010, 4:55 pm
Forum: Trading Forum
Topic: Paper Algorithmic Trading
Replies: 7
Views: 36451

Paper Algorithmic Trading

<t>QuoteOriginally posted by: gerry87Hey,I've just started playing around a bit with C++ and programming in general, I'm really interested in learning to program trading strategies. I was wondering if there are any paper trading places/websites that would have an API to mess with. I really just want...
by msperlin
December 7th, 2009, 11:49 am
Forum: Student Forum
Topic: Best way of replicating an FX series using regressions
Replies: 4
Views: 32063

Best way of replicating an FX series using regressions

<t>QuoteOriginally posted by: nicercatHello,I am analyzing approximately 50 series of FX rates, many of which are fairly highly correlated. For each one, I want to find the linear combination of say 5 of the other series, which best replicates it. How would I go about doing this? Multiple regression...
by msperlin
November 27th, 2009, 1:48 pm
Forum: Numerical Methods Forum
Topic: pdf for the Difference between U~(0,1) Numbers
Replies: 4
Views: 32761

pdf for the Difference between U~(0,1) Numbers

<t>QuoteOriginally posted by: Traden4AlphaBecause U(0,1) is symmetric, it has the identical shape as U(0,-1) -- a uniform distribution that sweeps in the opposite direction from 0 down to -1. Z is then the sum of two uniforms (a U(0,1) and a U(0,-1) ) which follows a triangular distribution centered...
by msperlin
November 27th, 2009, 11:12 am
Forum: Numerical Methods Forum
Topic: pdf for the Difference between U~(0,1) Numbers
Replies: 4
Views: 32761

pdf for the Difference between U~(0,1) Numbers

QuoteOriginally posted by: MCarreiraNormal Difference Distribution - MathWorldIs it helpful ?Thanks!
by msperlin
November 27th, 2009, 9:57 am
Forum: Numerical Methods Forum
Topic: pdf for the Difference between U~(0,1) Numbers
Replies: 4
Views: 32761

pdf for the Difference between U~(0,1) Numbers

Hi guys,Quick question. Lets say I have two random vectors following:y_1~U(0,1)y_2~U(0,1)Now, I know that the sum of y_2 and y_1 follows Irwing Hall distribution.But what about the difference:z=y_1-y_2whats the pdf (probability density function) for z?How one goes in proving this?Thanks!
by msperlin
November 25th, 2009, 2:51 pm
Forum: Trading Forum
Topic: Stock Selection Strategy
Replies: 8
Views: 34225

Stock Selection Strategy

<t>QuoteOriginally posted by: nick71692I am looking for a stock selection strategy that aims to maximize short term returns. Any ideas?or maybe,1) borrow X of money2) buy low3) sell high4) repay the loan5) use profit from 2-3 to finance positions and repeat 2-3, N times5) get a wife6) get a mistress...
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