Mathematics of Market Movement

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jhtumblin
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Mathematics of Market Movement

Postby jhtumblin » Thu Jun 22, 2006 12:43 am

Disclaimer: I have a horrible background in mathematics so your criticisms, ideas, and corrections are greatly appreciated.

I spend most of my time developing formulas to time the market based on key principals of physics and trig. I personally believe that the market is mathematically sound, and that the biggest players in the markets work from a formula that times the market perfectly or at least near perfect given the conditions of supply and demand.

Most of my work is based on the following ideas:

1) The markets supply all necessary variables at any point in time.

2) These variables can be applied to the "correct" formula at any time in order to discover future price movement.

3) The formula is simplistic, to the point that most research is far too complex to discover the true answer.

There are a few more but those present the general concept.

I like to think of the market, like some others, in terms of waves. Some are larger than others but all the waves have a highest and a lowest point. In recent years I have applied laws of physics to these waves in order to generate some astounding results, however generating these results is time consuming and currently time is not something I have when trying to make a split second entry or exit decision.

My furthest success has been in utilizing the velocity, acceleration, and thrust of physics to determine a move's future price given the current variables. My real question here is if anyone is interested in these same ideas and would like to share work along these lines? There is little sense in taking my time to further present the work unless others would like to see it further developed.

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michal.kreslik
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Re: Mathematics of Market Movement

Postby michal.kreslik » Thu Jun 22, 2006 10:01 am

jh,

in my opinion and according to my various research studies, there is a hidden order in the markets.

I will repost some of my interesting studies here (dozens of them in my drawer).

However, the order is not "orderly", but rather that of a strange attractor trajectory found in chaos theory.

The market is also fractal since the same patterns (and now I'm not talking about head & shoulders :) repeat themselves at all levels of magnitude.

Michal

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Postby jupiejupe » Sat Mar 08, 2008 10:41 am

oh how i ache that i missed this, better late then never, well we will see.
so is two year really to late.

i have spent the last 5 years studying, and what i would like to call out thinking the markets. now i am on the next phase to test the hypnosis of my theory.

the very little testing i did was summer 06, i paper traded live one day( in 18 hours) 17,000 in profit, from a 63,000 dollar in my account. now i want to computerize everything, my arse can not handle 18 hours in a chair, nor do i care to think that much.

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Postby apig » Tue Jan 11, 2011 6:53 pm

The order is not hidden it is right in front of you. Larry Williams is on the way to discovering it and generally has it correct. Gann knew it as several other have. Look for my article Trading with WD by Eugene Steele it is on gee forgot the site. Have to get back it is on my website needs a password but NFA wants it down.

speed26
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Speed, Acceleration, Momentum

Postby speed26 » Tue Mar 29, 2011 7:26 pm

Wow. Shame this thread never took off.

Its 2011 and after nearly 2 years of trading im now focusing on applying math and statistics to trading instead of "subjective" approaches...

Are there any sites or research that can be recommended on this subject?

Shame the OP never mentioned more... :roll:

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Postby Relativity » Wed Mar 30, 2011 2:29 pm

Time/Pip Efficiency.

http://kreslik.com/forums/viewtopic.php?t=2853

I will be updating this thread as soon as I have confirmed my recent discoveries.

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