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Bildar

Bildar
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ABOUT
I use two complementary strategies for investing:

One is a quantitative, algorithm based, statistically modeled market timing strategy that I began developing in 1990, and started using 1994. The algorithms rely heavily on intra-day data, and none are based on “traditional” TA.

The original algorithms were developed using very short term intraday data and tested on reams of data, generating tens of thousands of signals. These are somewhat similar to directional HFT algorithms used today, basically searching out statistical “fingerprints” of high probability countertrend reversal points. The intention was to create a trading system requiring very limited human decision making. Since markets are fractal, ...More
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  • Description: Full-time Investor. Trading frequency: Monthly
  • Interests: Dividend stock ideas & income, Options, REITs, Stocks - long, Stocks - short
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Hal's "day after pre-condition" bottom may have been put in last Friday: http://seekingalpha.com/s/99we7 Nov 19, 2012