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Determinism, is a philosophical argument, that has been applied to the market

Very briefly, past events and or conditions are predictive of future events.


Therefore you would test your set of conditions, historically, and going into the future.


If you had a large enough sample, long enough timeframe, robust statistical design, your deterministic sample may show statistical significance.

If too small, your results, assuming a positive outcome, are deterministic, rather than statistically significant.




It has found, on aggregate, a 30% compounding, unleveraged return.




They are used in a similar way to TT, in that you apply risk management to your *numbers* and trade them.




The number of winning trades (Win%)

Average % return per trade




About 900 odd now.




I am a collector (investor) of First Editions, particularly finance first editions, and I have publications dating back to 1888.

A lot of the older data was collected via the Cowles Commission.


On my bookshelf baby!


jog on

d998


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