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Strategies & Market Trends : Waiting for the big Kahuna

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To: Real Man who wrote (56779)2/19/2002 10:04:03 AM
From: Moominoid  Read Replies (1) of 94695
 
The new things I have discovered come from combining stuff that shows up in the geography statistics literature and stuff that shows up in the econometric time series literature. I am pretty sure I am one of the few people familiar with both and probably the only one playing round with technical analysis who knows both. Just now I added a twist my colleague from Lancaster (a control engineer working on environmental modelling) suggested. So it is nicely convoluted now!

Now I am trying to understand my findings in the light of what is known out there about fractional integration, Levy distribution etc to explain why my heuristic models and time series models based on them work.

David

PS so far 1404 held by 10 points on the NDX so the bullish count survives a little while longer. 7 clear waves down from the top on Thurs. How to split them isn't clear but that is so far a corrective wave.
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