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DEFECTIVE OR NON-RANDOM OR RANDOM

long ago a member of advfn had proposed a series of bets identical to those proposed by Francesco Caruso in his blog.

I state that francesco (use only the name for simplicity and a sort of university colleges) have the highest regard since the time of his participation in futures TeleTicino sometimes teamed with his friend Robert Malnati. the program after the departure of Alfonso Tuor had fallen silent francesco [for reasons we can only share if you have the consistency to be independent in fact and in words] and discovering that he has dedicated himself to writing me immense pleasure. I invite you to read this paper for which he was awarded internationally as a trader of the year.

said that I was not surprised Pocola findings of its year end.

From the post Aug. 3: "The " Random Walk Theory "argues that market developments are unpredictable. I argue no. Who issued the world's largest prize "John Brooks" to my models think like me. My small bet and my personal act of faith in my methods are contained in these 10 claims. will consider 'the bet will be successful only if they prove correct, by 31.12.2010, at least 7 of these 10 claims. It will be a draw between 6 and 4, lost 4 and under. .... "

Eight statements were accurate. A wrong. A (the Italian index) is balanced and will be checked only on December 31. I think I have provided, with the help of my models, a small contribution to quantitative analysis, against those who say that markets are random and unpredictable. Happy 2011 to everyone!

see if it is. methodological note in function of visual evidence: blue for the bet guessed it, red for errors, and purple for uncertain situations.

• The bags do not fall below the minimum in 2010 June-July

such bags? the bag of the second economy in the world is one of these? you probably saw that alone weighs more than 1 / 3 of all Asian markets.
if so then there is already a first false step.

dear to us another index, the Dax, has scored a minimum by a tight 0.6% for the period, with a - 7.5% by early August.

the rest had been beaten so between May and July that irrespective of a quantum setting [the definition of which I leave to you to find] and in a situation of almost overt congestion build up, leaving little room for corrections major [major correction would in fact lead to the ruin of the entire property in March 2009 with tp playing really poor, as we have stressed on many occasions]. I remember that in May [May 6 of the drop appeared to be a mechanical error but no] and July most of the indexes returned to the values \u200b\u200bof August 2009 (for the less fortunate values \u200b\u200bhave touched the top of April 2009 ...) . random walk but with a bit of sense even if the statement may seem meaningless.

• The next top-of-short-medium will be between mid-August and early September

this is not I understood. Francis says that he wanted an outlet so that means top down. I then as now interpret it as a top up which would give effect even to the 3 * bet

• The next point of purchase of short-medium will be between late September and the beginning of October

first climb (top half of August / September) and then you go down to regain the end of September.
I must say the bets were made with the Roman method, or are specious and are open to different interpretations, but we are aided logic and especially Francis himself.

I really believe that meant a top up (that took place between 4 and August 5 us): Euronext and SP500 for all . goes without saying that the timing to buy the medium has become short end of August / early September. a gap of about 3 weeks

• grants will close 2010 in positive territory and close to the maximum of the

• Emerging markets will do better in 2010, both Europe and U.S.

for the first (the bags ...), referring to what I have already written a few lines at the top of the status of "congestion build-up." a technical as well as Francis did not end may not have noticed a flashing green macrospia that even in the eyes of an insignificant part-time traders like myself.

for the second, I think I have to say, without any offense, which resembles the egg of Columbus to tell the truth even if that half-percentage point that separates Americans from the emerging rivalry between the very thick. ;

• SP MIB will close in 2010 over 22000 points

perhaps the most important for a blog in the local language. a veil is imposed for our index. for him there is no model that takes. we too, in September, we had given as tg the 22,000 or closure of the gap in April

• A portfolio "Equally weighted" composed by Exor, Saipem, Unicredito, Fiat, Pirelli, Tenaris will do better at least 2% between now and the end of the year ' Index SP MIB

with this, I am sorry, but we are the second egg of Columbus nice to see (+27 %...) but tasteless. the beta of the securities of this basket is the key to the whole course in the context of the view storage nominated 3 times already.

short francesco behaved like that guy who sat at the table has been given the cards first choosing from the deck.

• Euro / Usd is not coming back in 2010 on 1:40
• Euro / CHF is not coming back 'in 1.30

both wrong. 1:40 over the episode mentioned by Francis was so short as to keep us all in suspense for a whole month. from 7 October to 8 November. after November 3 (QE2 is seen) the euros could aspire to levels even higher than 1.40. Ireland's timing was perfect (a black swan?).
for who had forgotten

• The CRB commodity index closes above 2010 levels by the end of July

and here we are at the final count: 5 red, 4 blue and purple.
I am sorry to admit but frank, in my opinion, failed in his attempt to show "weakness" of unpredictability (smile). indeed, precisely where it is more exposed, in a quantum logic of course, with weather accompanied by clear indications of price (bet 6, 8-9), was wrong 3 times on 3 and 2 cases very important.

this is not to say absolutely that the market is a random, if I did I would deny the very foundation of my operation which is built on graphics by adding a bit of "grain of salt."
the market is predictable and it is now more than ever (at least by me). The magazine also recently Markit noted that over 50% of trade on U.S. markets and over 40% on those in Europe consists of algorithms (hft) built themselves with the logic of momentum. in such a context is clear, except to want to line your eyes with thick slices of ham, that the white nose of the market can be expressed only within smaller spaces than ever before. in short, is a market that feeds on itself so as to forget bulimic or rather pretend to forget who really chews (smile).

repeat the market is predictable but not in frank terms that attempt, certainly in good faith, to make us believe. This is my personal opinion.

to be fair I turned francesco text above.

Jesse Livermore (he too was born in 77 but a century earlier) advised a very important thing (the book is available for download and is easy to read even if you do not hear a virtuoso of language):

Do not try and advance what the market will do next-Simply go with the evidence of what the market is telling you-presenting to you [Because] markets are never wrong-opinions are Often .

the review (the weather) or the pillars of those canes (keines) called a house of cards to explain his approach to the markets.

security francesco got me back to mind another book (to find him last night was quite a feat.'s Books, especially if they exceed a certain number, are arranged in a logical way, which I did logically but just as obviously someone (!) sometimes have to ruin perfectly that order) published in 2006, which before the outbreak of the crisis. there he was trying to illustrate the concept of so no risk as it could be the result of such a predictive system with the fully normalized component Rn \u0026lt;0 (lavoremo on this in 2011. soc smile thinking of it reads). I tried the online version but nothing newer. I'd be curious to know if the author is still the same as after the experience of the past three years.

the study (or better workaholics and / or unlucky that I still do companionship) closes tomorrow night but this time tomorrow I'll be about to move to meet Richard, his mamy and the rest of the family (an extended family even to the roots this year) in Cadore (waiting to dry somewhere warm in February pv)

Wishing you a 2011 seconds then your expectations (but without the excesses of greed) I leave the last update graph this year and a council of reading that seems to fall bean. I have almost finished and some of advfn if they have already noticed (laughs). if you do not want to read it I suggest you start with Chapter 14. Appendix written in the light of the current crisis.