Monday, 16 July 2012


And there was I thinking that what I was doing was akin to balancing an elephant on the edge of a razor blade. Markov is suggesting balancing said elephant on the tip of a needle; a lot of analysis and formulae have been composed in order to get predictions from the least amount of data; do people really use Markov Switching Multifractal ?, cos it is essentially, at least from my initial analysis, saying something to the effect 'what ever the price is now, take a prediction within a gaussian curve as to the price tomorrow, with the gaussian curve being derived by past analysis of the price movements, and dependent on volatility' - I am still going to program it in and see what comes out... Markov on the stochastics on the psar on the vi on close... sounds like something fun I need to do.

Anyone have any views on Markov ?

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