StockFetcher Forums · General Discussion · Market Statistics: Help Please<< >>Post Follow-up
SFMc01
296 posts
msg #77654
Ignore SFMc01
8/18/2009 12:59:27 PM

Does anyone know of any publication of "interesting" market statistics?

For example statistics like the following fictitious ... MADE-UP ... examples:

a. 65% of the time when the DJIA closes down on Monday, it also closes down on Tuesday.

b. 75 % of the time when the DJIA is down at noon on Friday, it also closes further down at closing on Friday.

c. If the DJIA is down 3 days in a row, 80% of the time it will open further down the following day.

Thank you in advance for any help that youmight be able to offer.

Steve


miketranz
716 posts
msg #77667
Ignore miketranz
8/18/2009 8:10:54 PM

Steve,pick up "How markets really work" by Larry Connors.Chock full interesting stats.Easy read,eye opener.Mike....

SFMc01
296 posts
msg #77684
Ignore SFMc01
8/19/2009 8:23:34 AM

Mike: Thank you. I will.

Steve

cjg123
7 posts
msg #77686
Ignore cjg123
8/19/2009 10:19:49 AM

http://images.tradingmarkets.com/HMRW/HMRW.pdf

cubtrader
14 posts
msg #77710
Ignore cubtrader
8/20/2009 9:02:19 AM

Here’s a blog from a group that trades that kind of thing. You might get some answers from them.

http://www.dailyspeculations.com/wordpress/


SFMc01
296 posts
msg #78102
Ignore SFMc01
8/27/2009 1:39:19 PM

cjg123 and cubtrader: Thank you.. Sorry I was away a few days and could not acknowledge your help.


cubtrader: Could you be more specific? I went to that website and could not see anything pertinant.

Thank you.

Steve



cubtrader
14 posts
msg #78161
Ignore cubtrader
8/28/2009 1:03:20 PM

That’s Victor Niederhoffer’s blog with a lot of traders chiming in. He wrote several books and his hedge fund went bust in ’98. But his books are good and he’s into running huge data sets to find market anomalies like you were asking about. You know like “if Fridays down what is the average for the next Monday” stuff like that. You can actually comment on his articles and was thinking you might get some info from him….I think he’s brilliant…….but a gambler at heart….

StockFetcher Forums · General Discussion · Market Statistics: Help Please<< >>Post Follow-up

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