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Jay Leavitt

    Jay Leavitt

    • Jay Leavitt [1936-?] was born in Fall River, Massachusetts. He received his Bachelor of Arts with a major in mathemat... moreedit
    • Robert D. Richtmyeredit
    Two indicators along with an associated probability function are introduced to enhance the arsenal of traders' tools. The Hull Moving Average as described by its creator, Alan Hull, is the fastest of all moving averages. Its construction... more
    Two indicators along with an associated probability function are introduced to enhance the arsenal of traders' tools. The Hull Moving Average as described by its creator, Alan Hull, is the fastest of all moving averages. Its construction is built from weighted moving averages. The new indicators, although not moving averages, behave similarly, and are not only faster than the Hull, but forecast market behavior a few bars. The probability function sharply identifies turns in the market. These tools are constructed employing linear regression. Applied to the weekly SPX data, from late 2008 thru 2015, The Leavitt Convolution appears 3 weekly bars faster than the Hull.
    Research Interests:
    Research Interests:
    This work is a preliminary study of methods to quantify alliteration. Ten pieces made up of poetry and prose (literary and non-literary) were used to create test sets. Three forms of each test set were examined: texts transcribed in IPA... more
    This work is a preliminary study of methods to quantify alliteration. Ten pieces made up of poetry and prose (literary and non-literary) were used to create test sets. Three forms of each test set were examined: texts transcribed in IPA notational equivalent, in Chomsky and Halle features, and in Fromkin and Rodman features. Tests included the deletion of vowels, the weighting of the initial sounds, and the weighting of types according to their frequency in the population of the set. The various configurations were analyzed using a gap-recurrence method. Rankings were obtained by combining measures both of high frequency and of clustering properties. The resulting rankings compare not unfavorably with an intuitive ranking.
    Research Interests: