Without going into great detail and laborious contextual arguments that comprises a thesis or worse yet a “white paper” at this time, here is the initial visual introduction of our revamping of Excel equations and formulas we’ve been using for robust profitable investing.

The sole purpose of this project is to push encryption code through keyword behaviors that tested and evaluated by description so as to prevent deprecation hacking; going beyond syntactical constraints such as the XML schema.

Moreover, we express a limited capability with data type syntax such as add/edit, through “PUBLIC” Formal Public Identifiers (FPI), to be used for global financial market’s routing exchanges ISP data packets.

By using Boolean predicates, the data content must satisfy the governing context ( say between the exchanges Bid and Ask spreads) filtered through specialized rules that comply with “uniqueness” and “referential integrity”.

QUANTUM COMPUTERS – D WAVE – QUBIT

At the core of our revision is incorporation of the Qubit – or quantum bit – that is fast becoming known through the acceleration of the D Wave quantum computer, and its quickly evolving incorporation into our global social network, given a recent combined purchase by Google and NASA for $10 billion dollars.

Dominance of our global networking economy through internal means, is a mechanism that can override just about every programming language used today.

Qubit superposition algorithm driven trading, i.e. High Frequency Trading, is quickly morphing into augmented intelligence, the interplay between human and machine; the later taking on a more more dominate role.  The constructive aspects of this can be tackled in many formats, all of which have the same means to the end: profitability or worse yet, skewed presentation of profitability.

The challenge to us is if we can dial down this high level of sophisticated black box engineering to the most common denominator of a stylesheet language to be juxtaposed into the “backward compatibility” or  “quirk mode”  using Excel grammar and/or a similar mathematical formatted spreadsheet.

The instruction provided by the coded syntax is associated with document type definition (DTD), where the mark up conforms to the layout mode of quirk mode rather than “standard mode”.

We change the “text/html” serialization of HTML 5, for example, (not SGML-based), to “qbt/html”.

The basic HTML parsers that don’t implement full SGML-based documents such as HTML, become associated with a notable system identifier, the cataloging file resolving the FPI system identifier.

We hypothesize that since the “qubit” superposition control through magnetic gravity – using a phosphorous molecule as the directional compass for in deciding its choice between the superposition binary coded one or zero; we seek compatibility, through the use of Excel as a baseline platform, coupled with a “real world” scenario – Wall Street for validation of our implementation of this rendering mode.

We’re in development of implementing a “Qubit’ stylesheet, that involves highly innovative coding that is not traditional nor is presently used.  Consequently, as much as it sounds to be an experiment in futility, it can attain Proof of Concept if we approach the over-all architecture in a serialized format that takes into account HTML, XML, and

Moreover, we compartmentalize input/equation “bins” that have specific functions that can be seamlessly calibrated with a high degree of confidence to trigger the presence of a “Document Type Declaration” or DOCTYPE, for example.

We are piecing this together having built over 100 Excel templates.  It has been painfully difficult through trial and error over the years, though we remain motivated as much as the first “ah ha” moment of inspiration we experienced in 2012, and even going further back to 2000 when we delved into Quantum Mechanics analytics in trading Forex through Dr. Duka’s Dukascopy Forex trading platform located in Geneva, Switzerland.

EXAMPLES – PRICE FORMATION CHARTS

price charts

Market Performance – Dow, S&P 500, NASDAQ, Russel 2000

Using only the Net Change in comparison to Price Action

aapl price

Apple (NASDAQ: AAPL)

Price Range: Open, Bid, Intraday, Ask, Last

The positioning of the “Last” price in relationship to the High, Intraday, and Low prices gives us an immediate optic on the price direction – bullish, bearish or range bound.

Trend Line Polynomial – 2 Periods (Includes R-Square)

msft price formation

Microsoft (NASDAQ: MSFT)

The same parameters used with AAPL.

vxx price formation

IPath SP 500 VIX Short Term FUT ETN: VXX

Incorporating the futures index gives us a more robust insight to a possible “mean reversion” during trading hours.

There are a total of 12 charts calibrated to our Excel spreadsheet.  The entities are selected from our watch list data; a cache of forty-seven assets that are notable for both Implied Volatility, Dividend payouts, and a combination of “growth” and “value” entities robustness.

The Codex .qbt Excel Chart relates to the end-user (trader) real time price movement, based on five price range elements for “real time” price tracking through “Thinkorswim” (TOS) platform.  Latency is approximately 900 -3000 milliseconds using a conventional desktop PC and Ethernet cable connection.

Our input parameters are the current price range; Yesterday Close, Open, High, Low, Last, Bid and Ask.

POLYNOMIAL TREND LINE

A polynomial trend line set at 2 periods (Green line with arrow) to provide us with a sense of the prevailing directional move and any anomalies, e.g. “shock event” or “HFT Shark Bait” inventory spike.

 

We are working on presenting this “live” and/or available for traders using TOS.

Contact us if you’d like to receive a template: grtsmarket@gmail.com

(Disclaimer:  This post is for educational purposes only.  We make no claims or provide information for making trades or investments.  All of the copy presented is for simulation and hypothetical scenarios and is the sole property of GRTSMARKET.  Reproduction of this material is available per prior request through: grtsmarket@gmail.com)

 

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