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An interesting question... solution left to the reader :-)...
- John
On Mon, 18 Dec 2000, Monte C. Smith wrote:
>
> John Nelson wrote:
> >
> > This posting provides some food for thought. If one could devise a
> > function which accurately simulates the random and non-random aspects of
> > markets using convenient data measures (price, volume, volatility) then it
> > would be possible to train a neural net using other than historical data.
> <snip>
>
> How do you separate the random from the non-random? And, if a lot of
> sellers come in at the end of the day in a bullish market and economy,
> say, because a long holiday weekend is coming and they don't want to go
> home long...then is that random or non-random? It might be random
> because the reason they are selling has nothing to do with the market or
> the economy,etc, but it might be non-random because the same selling
> occurs ahead of every long holiday weekend, making it predictable. (If
> predictability is an element by which non-randomity is defined).
>
> Regards,
> Monte
>
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John T. Nelson | John's Trading Journal
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