/biz/ - Business & Finance

>>57167820
If he is, he has some retarded trading signals.
Number 6 for example
>Using the last 10 days of data, calculate the correlation between the daily open price and the daily volume for each stock
>Long the stocks with low correlation, short the stocks with high correlation
This one makes the most sense out of the first 10.

What the fuck is number 1 on about?
>... ((returns < 0) ? stddev(returns, 20) : close) ...
>Construct a new vector with the following rule: for each element in returns, if the value is less than 0, take the 20 day vol, else take the close price
>then raise each element to the power 2
>then, out of the last 5 days, which day has the highest numerical value
>Long the stocks with a recent max day, short the stocks with a lagged max day
There is no way this statistically significantly out-performs random stock selection!