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Random question and comment:
1. Superfragalist, have you tried CSI data (assuming you use EOD data)?
There is no such thing as a good data provider, but at least CSI is
honest and up front about continually cleaning their data AND telling
users what errors were made. If you use intraday data, I can see how
you have been hosed. The only option that I have seen is to match the
professional set ups: use multiple intraday suppliers.
2. While I wish the developers of the new adaptive tools all of the
luck in the world, I don't believe that ANY application of
Communications (Signal) theory can be successfully applied to price
data. In academic terms, these theories require Stationarity. In
layman's terms, this means that the theories require a constant range
of frequencies (cycle) and phases (time lag). Unfortunately, historical
price data tells us nothing about the future prices' frequency and
phase.
Statistician's definition of Stationarity: a statistical name for
expressing degrees of invariance in the properties of random functions;
it refers to the statistical model, and not to the data. Most commonly
used to indicate invariance in the mean and variance, but also in the
variance of first differences.
I am an Electrical Engineer. Although EEs use the concept of
Stationarity, its meaning is slighly different in engineering.
Engineers agree with Mark Twain: there are lies, damn lies, and then
there is statistics.
I will try the free trial, but I already know that the holy grail does
not (and cannot) exist.
jawjahtek
--- In Metastockusers@xxxxxxxxxxxxxxx, "superfragalist" <jackolso@xxxx>
wrote:
> Well, I've got all those IVs hung off my wallet also. Reuters at least
> cleans their data, which esignal doesn't do. In fact, esignal can't
> even adjust for splits.
>
> I didn't know netflix had DVDs on trading. I've just been trading DVDs
> with them.
>
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