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PureBytes Links
Trading Reference Links
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Walter:
Thanks for this stimulating link.
What is the GRR and where can this index be accessed?
The following link in Simons at Futures article is also very interesting
http://www.futuresmag.com/simonsonmarkets/simons.html
Simons appears to be a clear and lucid writer. This is not an endorsement of
his ideas, as I don't know and understand enough just yet.
Can his ideas on the market tension index be formulated in Metastock or
Excel?
These and similar articles seem to suggest that a trader needs to have a
Ph.D. in statistics or applied math. On the other hand, I use a computer
while knowing only a few very elementary things about electronics :)).
Lionel Issen
lissen@xxxxxxxxx
----- Original Message -----
From: "W Lake" <wlake@xxxxxxxxx>
To: <metastock@xxxxxxxxxxxxx>
Sent: Saturday, February 10, 2001 6:02 AM
Subject: Vix
> Thanks for your emails
>
> Simons at Futures mag has recently extended his indicators to equities.
Most
> of the work in the past has been with storable commodities and the Euro.
>
> http://www.futuresmag.com/library/feb01/story2.html
>
> At least the formulas are collected in one spot for you.
>
> This part of the n-day AMA formula ought to get you started thinking about
> how you want to set it up into XL columns.
>
>
=((0.5*(LOG(MAX(input!$B5,input!$D4)/MIN(input!$C5,input!$D4)))^2-0.39*(LOG(
> input!$D5/input!$D4))^2))*(260/(29-(ROW()-5)))
>
> To others that wrote
>
> Trade systems and their indicators are, in my opinion, business methods,
> i.e., like buying or developing a franchise to harvest an existing
> advantage. If there's no sustainable advantage then there is no long term
> success for the business.
>
> Best regards
>
> Walter
>
>
>
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