|
PureBytes Links
Trading Reference Links
|
Hi Fred –
I see great changes in the markets over
the past few years, and monumental changes over the past few decades. The
markets have so many dimensions that it is difficult to point at only one
component and give examples.
Most of us in this group look at markets
as opportunities to trade profitably, so looking at the behavior and
profitability of mechanical trading systems over time gives us a measure of
change. Systems that worked well in the 80’s failed in the
90’s; and systems that worked well in the early 90’s failed in the
late 90’s. If the market behavior had not changed, those systems
would all work today, and tomorrow.
Howard
-----Original Message-----
From: Fred [mailto:<font
size=2 face=Tahoma>fctonetti@xxxxxxxxx<font
size=2 face=Tahoma>]
Sent: Sunday, October
19, 2003 <span
>2:38 PM<font size=2
face=Tahoma>
To: amibroker@xxxxxxxxxxxxxxx
Subject: Objective functions (was
RE: [amibroker] Re: Optimization -- again)
There are a lot of questions and provacative statements in your post,
only one of
which from my perspective needs an answer/response.
Market
behavior will continually change after that ...
Change ? from
what ? into what ? I guess this is the part I don't
follow.
To me there is nothing new in market behavior now that
didn't exist
last month, last year, last decade, last century, but
clearly
those that take a short sighted view of history and the
market
action that made up that history will clearly never see it.
It's a
forest and trees thing ...
--- In
amibroker@xxxxxxxxxxxxxxx, "Dave Merrill" <dmerrill@xxxx>
wrote:
> I'm not
trying to be argumentative, honest (:-)... I'm more than a
little
> sick of
saying the same thing over and over, but I j u s t d o
n '
t g
> e
t i t .
>
> <font
color=navy><<<<<
SNIP>>>>>>
Yahoo! Groups Sponsor
ADVERTISEMENT
Send BUG REPORTS to bugs@xxxxxxxxxxxxx
Send SUGGESTIONS to suggest@xxxxxxxxxxxxx
-----------------------------------------
Post AmiQuote-related messages ONLY to: amiquote@xxxxxxxxxxxxxxx
(Web page: http://groups.yahoo.com/group/amiquote/messages/)
--------------------------------------------
Check group FAQ at: http://groups.yahoo.com/group/amibroker/files/groupfaq.html
Your use of Yahoo! Groups is subject to the Yahoo! Terms of Service.
|