Does back-adjusting a previous contract higher imply a contango? If the spot doesn't change, does this "bake in" a profit for a short?
Similarly, does a backwardation imply (1) back-adjusting would result in adjusted data being lower than current and (2) a "free ride" for longs?
Search found 126 matches
- Mon Nov 27, 2006 4:39 pm
- Forum: Testing and Simulation
- Topic: Contango and Backwardation in Data
- Replies: 4
- Views: 4637
- Fri Nov 17, 2006 7:03 am
- Forum: Testing and Simulation
- Topic: Neural networks
- Replies: 16
- Views: 13743
- Thu Nov 16, 2006 1:54 pm
- Forum: Testing and Simulation
- Topic: Neural networks
- Replies: 16
- Views: 13743
Read the paper referenced above for a more detailed analysis. It's not mine, but I've met the author, sweet little old bird. http://www.data-mines.com/Resources/CAS_Papers/Neural%20Networks%20Demystified.pdf NNs are a tool used to data mine, one of many such tools, a sub set of the data mining world...
- Thu Nov 09, 2006 4:28 pm
- Forum: Testing and Simulation
- Topic: Neural networks
- Replies: 16
- Views: 13743
http://www.data-mines.com/Resources/CAS_Papers/Neural%20Networks%20Demystified.pdf The paper was written by an actuary looking at the issue of predicting loss costs for various classes of insured, but it is an applicable description of the neural network technique. You could easily apply the concept...
- Tue Aug 15, 2006 10:31 pm
- Forum: Trend Indicators and Signals
- Topic: Efficiency?
- Replies: 0
- Views: 4933
Efficiency?
Has anyone tried using efficiency of movement as a trend indicator? If so, on what investments? For stocks, I am experimenting with efficiency as defined by high - low as a ratio to average true range for the measure, and I am filtering by a ratio of average intraday range to average true range to a...
- Wed Aug 09, 2006 6:28 pm
- Forum: Stocks
- Topic: Is there a place for fundamentals in trend trading?
- Replies: 16
- Views: 28332