[amibroker] Re: Optimization -- again

["Steve Almond" <steve2@xxxxxxxxxxxxxxxxxxxx>]

Dave,
 
You are scratching one of the great unspoken itches of the 
investment world.......
 
Steve
<BLOCKQUOTE 
>
  <SPAN 
  class=826570615-17102003> 
  <SPAN 
  class=826570615-17102003>that's why I keep banging on the theory and practice 
  of optimization:
  <SPAN 
  class=826570615-17102003> 
  <SPAN 
  class=826570615-17102003>  - why doesn't this 
  work?
  <SPAN 
  class=826570615-17102003> 
  <SPAN 
  class=826570615-17102003>  - if optimizing past returns doesn't 
  produce good performance in the future, on what basis do we design and choose 
  trading systems and parameters?
  <SPAN 
  class=826570615-17102003> 
  <SPAN 
  class=826570615-17102003>dave
  <SPAN 
  class=826570615-17102003> 






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