General Discussion · chart peoples !
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cocky_pusher msg #37108 |
7/27/2005 3:05:12 PM
Hrosas, let me tell you your opinion on goog is a very good one. I missed some of the action on qcom back in 1998 because I was playing with the price patterns, and I know what it feels to miss a 10 bagger and to ride one. I totally agree with your bullish comments on goog, but I wouldn’t buy right now.
By the way the put spread info is also very good, thanks for your comments.
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Financial Genetic Programming Research
www.tau-zweig.com
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General Discussion · chart peoples !
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cocky_pusher msg #37159 |
7/29/2005 1:43:50 PM
What I understand horsas is talking about is a bear spread.
Example: GOOG @ 289
Buy put Aug 05 strike price 300 @13.6 GGDTT.X
Sell put Aug 05 strike price 310 @22.0 GGDTB.X
If GOOG ends up running as it has done lately and ends above 310 by Aug 19 2005 profit will be:
300 strike price put is worthless so you lose 13.6 but you keep 22 from GGDTB.X
Total profit: 22.0 - 13.6 = 8.4
The risk involved is that you will not make money if the stock doesn’t rise. But analyze this; if you buy GOOG @289 and sell @310 where it must end in order to profit you make 21.0 and 21 > 8.4 !!!!!
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General Discussion · Financial Genetic Programming in stockfetcher code
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cocky_pusher msg #37620 |
8/24/2005 3:25:53 PM
Now the Financial Genetic Programming Engine described in this site http://www.tau-zweig.com has gone thru some transformations to be able to deliver results written in StockFetcher code.
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General Discussion · Financial Genetic Programming in stockfetcher code
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cocky_pusher msg #37636 |
8/25/2005 1:16:02 PM
As requested … please visit again.
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General Discussion · Financial Genetic Programming in stockfetcher code
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cocky_pusher msg #37656 |
8/26/2005 2:06:30 PM
Thanx Yepher for your comments, I´ll check them out. To Koronbock, mrbobolina and the others that did find the page somehow convoluted. There is now a FGP in a nutshell page to help people out. Hope it is not as convoluted as the rest of the page for that matter. Just remember that I am not imposing any trading system, neither selling one and much less criticizing those who don’t like it. Just sharing utter financial algorithms information.
Yepher talking about Markov, you know, a teacher I had wouldn’t stop telling me about him, but you know I kind of prefer the empirical knowledge found in GP than theoretical melodrama. Never disregarding Markov’s theories. There are so many things one could use to create tactics the subject is just overwhelming.
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General Discussion · Fundamentals vs Technicals
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cocky_pusher msg #37329 |
8/5/2005 2:57:47 PM
You don’t really understand the market until you realize that price is the only fundamental variable.
_____________________________________________________________________
Financial Genetic Programming Research
www.tau-zweig.com
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General Discussion · Genetic Programming to find out the best filters possible
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cocky_pusher msg #36746 |
7/6/2005 2:31:24 PM
Dear filter community at SF, it is so cool to have these forums to talk to people who are into financial modeling. I have been working with financial algorithms for some years already, most of them adaptative momentum algorithms and recently I finished my work on Genetic Programming using technical analysis indicators on the NASDAQ 100 shares. And since everyone shares filter and trading knowledge in here I want to invite you to check the research I’ve done. Don’t worry this is not a black box, neither a gray one, pure financial modeling research. I hope you find it interesting and that you post your opinions.
www.tau-zweig.com
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General Discussion · Genetic Programming to find out the best filters possible
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cocky_pusher msg #36750 |
7/6/2005 4:13:30 PM
Koronbock thnx, Genetic Programming is a way of finding solutions to big problems, thru past data processing. So curve fitting may somehow ring a bell, but the thing is that the process result; are the best solutions possible. In this case stock buying filters, this is no get rich quick scheme, only an approach to finding the best solutions available with technical analysis indicators. That same idea could be used with SF database and would surely find some incredible stuff. Anyway thnx for looking.
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General Discussion · Genetic Programming to find out the best filters possible
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cocky_pusher msg #36778 |
7/7/2005 6:02:49 PM
Performed a simulation introducing rsi(2) into the variables, and another using rsi(2) only, the results are here:
http://www.tau-zweig.com/rsi2.html
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General Discussion · Genetic Programming to find out the best filters possible
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cocky_pusher msg #36794 |
7/8/2005 4:10:20 PM
The win/loss ratio is how many stocks in the NASDAQ 100 where the filter did perform did the filter make money instead of loosing.
86 of the 100 in 14 using that particular algorithm it did not make money. But the times it did can be read in the ACCURACY result.
I really think that Holygrail uses rsi2 in a different way, which my program could not find because it does not compare variables to constants so rsi(2) ( variable ) < 1 ( constant ) can’t arise as a solution in the process of my program.
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