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Unraveling The Mystery Of Stock Prices

Posted by on 2:18 pm in Uncategorised | 0 comments

Unraveling The Mystery Of Stock Prices

Here’s a simple method you can apply to interpret financial charts. It uses classical statistics as well as a number of simple chart indicators, which may help you better understand classical charts from the viewpoint of random processes. Every trader is familiar with stock charts. To most traders the chart is just a common tool, like a hammer is to the carpenter. The exception is the new trader reading charts for the first time or the advanced trader who begins to question the value of the charts he or she watches. Financial charting is...

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Displacement issues

Posted by on 7:30 pm in Uncategorised | 0 comments

Q: TradeStation, Ninja Trader and other trading platforms allow showing indicators with some displacement against original price chart. How we can pick up the best displacement for indicators? A: Our platform is not just another technical indicator suite. Instead, it is the complex forecasting engine carefully tuned up to the incoming data stream. We took extraordinary efforts to ensure the precise synchronization with the incoming data to achieve the best possible accuracy of market indicators. Artificially displacing indicator against its...

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Lag correlation analysis

Posted by on 4:40 pm in Featured | 0 comments

Lag correlation analysis

StockFusion Studio includes the powerful lag correlation matrix for discovery of symbol dependencies. It calculates cross correlation of selected symbol with other symbols over a range of time lags. If strong correlation exists, then correlated symbol can serve as a sort of predictor. For example, we see that EKK for some reason correlates with EVO on lag 16. This means that if EVO has some price change, it is 42% likely that EKK will have very same price change in 16 trading days after that. Similar dependencies should exist intraday...

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Portfolio correlation matrix

Posted by on 10:09 am in Featured | 2 comments

Portfolio correlation matrix

Portfolio correlation matrix is the powerful tool for your portfolio optimization. It allows optimal portfolio balancing be excluding from it closely correlated symbols. If you have several closely correlated symbols in portfolio, they similarly behave on market changes and do not add any stability to your portfolio. You must try to keep in portfolio only poorly related symbols. This generally increases portfolio stability because it will increase probability of some symbols growing when the others are on down slump. StockFusion Studio gives...

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Adding new symbols to symbol lookup list

Posted by on 6:51 am in Uncategorised | 0 comments

It may eventually happen that your favorite symbol is not present in our Yahoo symbol lookup database, for example, due to a lag in database update. In this case, it is very easy to add symbol to lookup list, happen it is valid symbol existing on Yahoo Finance. Go to “Home & Basics > Symbol” and simply enter proper symbol into search box. Then hit “Search” button. Symbol will be permanently added to lookup list and show up on chart.

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Yahoo exchanges

Posted by on 7:29 am in Uncategorised | 1 comment

StockFusion Studio supports all world exchanges EOD data free of any subscription fees with its new Yahoo data provider. All registered customers are encouraged to download new version with a lot of other exciting extensions at http://www.stockfusion.net/download/sfstudio.exe Data are courtesy of Yahoo Finance http://finance.yahoo.com/exchanges Supported exchanges include: American Stock Exchange BATS Trading Chicago Board of Trade Chicago Mercantile Exchange NASDAQ Stock Exchange New York Board of Trade New York Commodities Exchange New York...

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The accuracy of trading performance back testing

Posted by on 2:12 pm in Uncategorised | 0 comments

Even beginner trader is well aware how important is testing of trading strategy on historical price data to estimate its efficiency. Everybody who tried to write own strategies in Metastock® or Trade Station® was able to watch performance charts of initial capital growth throughout the period of strategy execution and also everybody observed typical statements: “past performance is not a guarantee or a reliable indication of future results” which typically accompany performance charts. One can wonder why at all to pay so much attention...

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