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Hidden Markov Models

The remarkable Post below sketches the modern use of mathematics to the world of Trading and Investment. In this case the concept is the hidden Markov Model, based on the well known Markov Process of probability properties  of two series of data in a sequence.  Well worth the reading.

The profitable, hidden and Markovian couple of Swiss and gold (via Futures Magazine)

By Donny Lee October 21, 2013 • Reprints Ask anyone on Wall Street, “What is the state of the market?” and chances are you’ll get one of three answers: Bull, bear or sideways. To the casual trader, these terms paint a rough picture of where…

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