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AMTRADE
GROUP – OVERVIEW
Trading using Dynamic Time ranges, RANGE BAR and Statistical expansion
techniques.
The whole purpose of Analytical Market Trading (AMT) and the
methodology is too provide ‘window into the future’ so we can
statistically shift the odds in our favour. It is absolutely necessary
to have an edge, without an edge you can’t win! Even with the
strictest form of money management techniques you’ll probably still
end up going down the drain-hole, just a tad slower than normal.
Trading stocks and trading derivatives are two totally different ball
games but the same principles apply, we as traders need to wait for
the most probable trading opportunities based on TIME Techniques and
projected moves of past data.
AMT provides the necessary information using a simple mathematical
calculation that can project future Price moves using
TIME & Range Expansion techniques.
Learn why TIME is the most important thing in the market, and why TIME
is the only thing that can be forecastable, once you can comprehend this and understand the theory of the Market rotating within itself as it dynamically moves forward then the odds above your positive expectancy will be enhanced greatly.
In my opinion, with the advent of 'trading' moving from the trading floor of open cry pits to full automation, the market has become more erratic however the movements in price have become more predictable. Time has become more important than Price. My trading success took off after I had back-tested years of intra-day data of the index futures on the Australian market (SPI) and documented the statistical information of each price movement in the trading day. I noticed that the market moved in a precise manner and in optimum time periods with a high statistical probability. These moves were occurring in the same place and the same time. I began to realise that the random nature of traders entering and exiting the market based on their set-ups could not make these precise movements that were occurring all the time. I concluded that human sentiment had been replaced by computer-generated systems used by the large institutions and hedge funds that are the driving force in today’s market behaviour.
Go to any large hedge fund or trading firm and they are crying out for mathematicians or anyone with a physics degree, why? Because they believe that the market dynamics are no longer seen as the product of random chance. Instead, robust predictability is a realistic expectation. They are continually looking to improve both the understanding of fundamental market process and the ability to predict market dynamics. They take an interdisciplinary approach to this research problem and are always interested in hearing from people with strong quantitative backgrounds in one or more of physics, mathematics, computer science or engineering.
So if that is the case, the random nature that existed many years ago and that is now saturated with computer-generated systems must have patterns in the market that are continually making precise movements. If the markets are dynamic and dynamics are determined by TIME, then we must find some way of calculating TIME so it will provide each and every trader including institutional traders an increased edge above their systems that already provide the positive expectancy that they operate under.
I repeat; you increase the edge above the already profitable system that you are currently using.
AMT clearly illustrates this and also helps you understand MARKET RISK. Market RISK and individual RISK are two completely different things.
The Market doesn't care about individuals.
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