All posts in Ideas

Gold futures have been up on a year-to-year basis, every year since 2005. With a z score of 4.24, An annual return of about 12%, A max drawdown of roughly 30%,   –h Share and Enjoy

Wolfram Alpha Pro, instant summary statistics for quickly evaluating trade ideas and trader P&L’s,   –h Henry Carstens 503-701-5741 Share and Enjoy

Clusters in SP daily data, where x is the absolute close-to-close move and y the range, –h Henry Carstens 503-701-5741   Share and Enjoy

There are two types of counting*: Big and Small. Big counting is used to gain big picture understanding. Examples of Big counting are – Has the impact of Bond prices on Stock prices changed since 2007? What is the impact of Copper prices on Bond prices? Small counting is used to help understand a specific…

In this Ted Talk, Hans Rosling changes the axes on a graph, breaks a paradigm and creates an insight. What new axes could we use on our charts that would change our paradigms and create new insights?   –h Henry Carstens 503-701-5741 Share and Enjoy

There’s a thread on the Automated Trading Strategies group on LinkedIn about MACD systems. Here are some test results using two MACD’s to build a simple system: a shorter ’10-20′ MACD – the entry signal, and a longer ’100-200′ MACD – the big trend direction indicator, to build a simple system or indicator: Rules: Enter…

Or, data on the decisions made w/ the data. Enables continuous and incremental improvements and new insights. –h Henry Carstens 503-701-5741 Share and Enjoy

It’s good to take a break from the never-ending search for the new and simply focus on technique. Working on technique can lead to mastery and open unexpected doors to the new. “Wax on. Wax off.” –h Henry Carstens 503-701-5471 Share and Enjoy

Does anybody have any ideas on how to test/develop the liklihood that an event has already been discounted? If I can get a toehold, maybe I can develop something worth passing back… –h Henry Carstens 503-701-5741 Share and Enjoy

It all starts with the numbers. And counting. It gets interesting when the numbers, and the counting, take on nuance. It gets beautiful when then numbers, and the counting, paint progressively more interesting pictures.   –h Henry Carstens 503-701-5741 Share and Enjoy