Technical Papers on Trading
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- This topic has 44 replies, 7 voices, and was last updated 7 years, 5 months ago by Lawrence.
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- March 8, 2012 at 12:27 am #205736LawrenceKeymaster
Interesting articles related to trading.
March 8, 2012 at 12:31 am #206190LawrenceKeymasterStock Price Pattern Recognition Using Neural Net
http://www.cse.ust.hk/~leichen/courses/comp630p/collection/reference-4-5.pdf
March 11, 2012 at 5:10 pm #206191LawrenceKeymasterMarch 11, 2012 at 8:02 pm #206192LawrenceKeymaster1st link coming from spooz
March 14, 2012 at 1:06 pm #206193skippyParticipantwhat do you make of the fact that es is lagging both nq and ym?
March 14, 2012 at 2:16 pm #206194miniflowtraderParticipantskippy
what do you make of the fact that es is lagging both nq and ym?Bots don’t know any better.
March 14, 2012 at 8:30 pm #206195LawrenceKeymasterOne of my favorites here, weather and the stock market,
http://www.rotman.utoronto.ca/~wei/research/JBF_2005_temp_stock.pdfMarch 14, 2012 at 8:31 pm #206196LawrenceKeymasterNot a good place to discuss that, how about starting a new thread on that?
March 17, 2012 at 6:39 pm #206197smilingsynicParticipantDaytrading time map, volume 2 has some good insights.
March 18, 2012 at 6:30 pm #206198LawrenceKeymasterthanks. =)
March 18, 2012 at 6:32 pm #206199LawrenceKeymasterThis is a good read of the option manipulations in various markets.
http://www.zerohedge.com/news/archives-bunker-hunt-and-silver-thursdayMarch 20, 2012 at 9:11 am #206200LawrenceKeymasterOne of the early academic papers that questions EMH,
The predictive power of price patterns
http://www.pitt.edu/~caginalp/Paper65.pdfMay 2, 2012 at 1:15 am #206201LawrenceKeymasterMicrostructure of Currency Markets from Martin Evans, Georgetown University
http://www9.georgetown.edu/faculty/evansm1/wpapers_files/encyclopedia_wp.pdfJuly 1, 2012 at 10:45 am #206202LawrenceKeymasterIt is an excerpt from a book,
http://www.zerohedge.com/news/dark-pool-truth-about-what-really-goes-stock-marketI have mentioned this again and again that MM bots are there to mess with the orderflow and that you cannot see them on the book.
Many funds that are naive enough not to read the specs of the exchange feeds thought they know how to game the system with their HFTs … think again.
July 1, 2012 at 10:48 am #206203LawrenceKeymasterRetail traders and smaller hedgies have to recognize this and learn to fight back with slower methods that exploit the patterns emerged from these bots.
You can never be faster than the players with best access, equipments, and inside information.
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