-
Nasdaq 100
$NDX
milktrader
Equity curve for a strategy that buys the open and sells the close the day after a 2.5% rally
May. 21 at 6:37PM -
S&P 500 Index
$SPX
milktrader
Return since 1950 if you're long for only one month of the year. #rstats
May. 18 at 4:43PM -
S&P 500 Index
$SPX
milktrader
If you only participated in the market for the month of January since 1950, you'd have a 10% CAGR
May. 18 at 11:00AM -
S&P 500 Index
$SPX
milktrader
@alanSigudo look at the last column named 'sum'. That's the cumulative May-June return
Apr. 29 at 9:07PM -
S&P 500 Index
$SPX
milktrader
@alanSigudo look at the last column named 'sum'. That's the cumulative May-June return
Apr. 29 at 9:07PM -
Natural Gas
$NG_F
milktrader
Differenced crude/natty and natty/crude ARIMA model forecasts (monthly data)
Apr. 26 at 9:59AM -
Natural Gas
$NG_F
milktrader
Natty/Crude ratio differenced time series
Apr. 26 at 8:20AM -
Natural Gas
$NG_F
milktrader
Natty/Crude ratio differenced time series
Apr. 26 at 8:20AM -
S&P 500 Index
$SPX
milktrader
I see a pattern emerging ... (datamining 1st v 2nd half of bull markets)
Apr. 20 at 12:04PM -
S&P 500 Index
$SPX
milktrader
Datamining unique behavior from first versus second half of a bull market
Apr. 20 at 9:01AM -
S&P 500 Index
$SPX
milktrader
Total length of bull market
Apr. 17 at 6:55PM -
S&P 500 Index
$SPX
milktrader
Total length of bull market
Apr. 17 at 6:55PM -
S&P 500 Index
$SPX
milktrader
e1071 svm estimate of next day's range. First run of the model (just getting the mechanics straight)
Apr. 1 at 2:30PM -
Nasdaq 100
$NDX
milktrader
@LWinthrope corrected chart for 1999
Mar. 28 at 9:46PM -
Nasdaq 100
$NDX
milktrader
@LWinthrope and here is the result of the first 14-week rally
Mar. 28 at 9:42PM -
Nasdaq 100
$NDX
milktrader
@LWinthrope and this? Both are weeklies.
Mar. 28 at 9:36PM