Search found 6 matches

by Qsquare
Thu May 26, 2011 1:13 pm
Forum: Testing and Simulation
Topic: tracking intraday sequences (time stamps) on daily bars
Replies: 14
Views: 5973

FWIW, I ran exactly about a years worth of QQQ hourly data and noted the order of daily LH. Out of 240 observations, the results were an astounding 50.4% L,H and 49.5% H,L ordering... talk about efficient. Nor did the autocorrelation have any significance. > runs.test(pf) Runs Test data: pf Standard...
by Qsquare
Mon May 23, 2011 3:18 pm
Forum: Testing and Simulation
Topic: tracking intraday sequences (time stamps) on daily bars
Replies: 14
Views: 5973

Interesting topic. I've been wondering if any provider has such a sequential ordering attribute embedded within (it would only take one column). It looks to be the only way to capture such information reliably is to have the higher frequency sampled data. For a long time, I just scrambled the order ...
by Qsquare
Mon May 23, 2011 3:06 pm
Forum: Testing and Simulation
Topic: Has anyone tried using Fractal properties for testing?
Replies: 5
Views: 2592

Thanks all, For whatever reason, I guess my question didn't come out too clearly. Sluggo, your approach makes sense; since if they are 'statistically' self similar, it doesn't really matter which direction you choose (well, ok only to start testing the hypothesis, the observational frequency benefit...
by Qsquare
Fri May 20, 2011 2:00 pm
Forum: Testing and Simulation
Topic: Anyone using MatLab, Octave, SciPy, the Language R
Replies: 22
Views: 13194

Thanks longmemory, Your comments pretty much jive with what I suspected (or knew). So Octave/Gnuplot is essentially a substitute for matlab and variants. I've tried Scilab before, and the syntax or interface was horribly non-user friendly, IMO. In addition the supposed matlab converters (to scilab) ...
by Qsquare
Fri May 20, 2011 1:20 pm
Forum: Testing and Simulation
Topic: Anyone using MatLab, Octave, SciPy, the Language R
Replies: 22
Views: 13194

bableproofreader, Good to see other fans of R here. Just curious, what kinds of things can Octave do that R can't? And would Python/matplotlib be an equal substitute for Octave/gnuplot in your opinion? I'm approaching the opinion that R can do just about anything. However, there are a few things tha...
by Qsquare
Fri May 20, 2011 1:12 pm
Forum: Testing and Simulation
Topic: Has anyone tried using Fractal properties for testing?
Replies: 5
Views: 2592

Has anyone tried using Fractal properties for testing?

Hello all, I have seen a few interesting posts here and wanted to add some input to discussions. Now the following is a little off the wall; granted, but I was curious. A few posters have discussed Mandelbrot, and one of his key assertions is that fractals (of which markets mirror) tend to be statis...