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Using spectral analysis, the periodicity of the slope estimators is 40-41 years. Yes, not joking. That is the amount of time it appears to take evaluate any strategy from a formal statistical sense. I know this because I was curious for a practical reason I performed spectral analysis by ranks and on the logarithmicly transformed data. A simple way to ...


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Imagine two scenarios: Active trading as you have above. Buying and holding over the same period of time. The natural comparison to draw is between how much you made over the whole time-frame, from your first buy to your last sell because that's what you would have with your buy and hold strategy. Buying and holding is the null hypothesis, you are trying ...


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Trending indicators work well in strong trending markets. They're late in and late out. They're not effective in sideways markets because they will generate many false signals and whipsaws. Oscillating indicators generate more signals and they are best used in trading markets. However, more signals means more false signals and whipsaws. The problem ...


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