Australian (ASX) Stock Market Forum


  1. V

    Statistical Probability of Support and Resistance Levels

    I have developed the Bullcharts indicator listed below which characterises current support and resistance price levels relative to the prices which have been most statistically probable over a given period. This indicator calculates a histogram of the incidence of Close prices within 25 equal...
  2. CanOz

    Market Statistics - Finding a statistical Edge in your market

    I'm keen to know some basic facts about a market that i might trade. I've had some time so carrying on from the Inter'l thread, here is some data on the FESX regarding when the session high / low is made. This may surprise a few people.... It is during the opening few minutes of the pre-cash...
  3. pixel

    Australian Employment Stats

    Every month, the ABS publishes Employment data with various trend, change, and other related information. I could not find an ASF topic dedicated to discuss those figures in a broader economic context. If anyone is interested, please join in. Today's data for the month of March can be found at...
  4. Smack

    Options Stats

    Hello All. I have read a recent statistic that according to the CBOE, about 10% of options are exercised, 60% are traded out, and 30% expire worthless. Any idea of where I can obtain current similar information for options traded in Australia? Smack
  5. Roller_1

    Viable trading system statistics

    Curious to know when you guys build a system, what are the stats you look for ie. returns vs drawdowns etc. What are the minimums and maximums that you would look for to make it a viable system?
  6. darkhorse70

    Finding statistics on trading

    Hey I was wondering if any one knows any where you can collect stats on trading. Im looking specifically for how fast the industry is growing, how many people are trading and the rate its growing at per year. I'd be happy with world wide or specific countries. Thanks in advance, DH7
  7. T

    EOD, EOW and statistical significance

    I'm thinking about the two kind of strategies a) mean reversion b) trend following for stocks and ETFs on the EOD or EOW timeframe. On the one hand for the mean reversion the edge is often small and disappears after costs. On the other hand trend following on the EOD and EOW...
  8. M

    Can you get summary statistics on the market, such as EPS etc.?

    For a large range of stocks (or preferably all stocks) information by sector, earnings, capitalisation ect...
  9. B

    Wage earner statistics

    Hi, Where would I find statistics about which % of the population you are in for a particular income. For example, if I earned in round figures $100,000 would I be in the top 20%? 10%? 5%? Where would I find the latest information on that? Thanks BK
  10. M

    Superannuation Statistics

    The Australian Regulation Prudential Authority publishes quarterly superannuation statistics for funds with $50m of funds under management. I have summarized the statistics going back to the December quarter 2004. Total income over the six years was $232 billion. This included the...
  11. Naked shorts

    ASF statistics

    I just stumbled upon this, it has a bunch of statistics relating to ASF Beamstas looks like you win for posting the most last week, 96 posts! thats a post every 2 hours for a whole week. Too much computer for you :millhouse :D:p: