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Hi Fred –
I find significant differences in most
markets between time periods.
A: Up to October 1987.
B: October 1987 to mid 1990s.
C: Mid 1990s to early 2000.
D: Early 2000 to March 2003.
E: March 2003 to now.
Systems that I find work well in one time
period usually fail in the others. Can you suggest some systems that work
well throughout all these periods?
Howard
-----Original Message-----
From: Fred
[mailto:fctonetti@xxxxxxxxx]
Sent: Monday, November 03, 2003
11:46 AM
To: amibroker@xxxxxxxxxxxxxxx
Subject: [amibroker] Re: OFF TOPIC
from On Robustness, Post #1
IMHO market behavior does NOT change over time ...
There's data
available for some things that goes back 200+ years and
systems that
can be written to invest/trade on a longer term basis
that succeed
over that period of time as the saying goes come hell or
high water.
<<<<SNIP>>>>
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