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Two [different] things:
1. A small part of your "plus" series is enough to make some money
out of this traffic.
2. Shall we begin the Godel's T/A thread ? I'm out in advance.
Nice message !!
Dimitris Tsokakis
--- In amibroker@xxxxxxxxxxxxxxx, "Howard Bandy" <howardbandy@xxxx>
wrote:
> Assume that we (or someone else who is brighter than we are) can
model
> market movements using an equation consisting of several terms --
say long
> term trend, plus long time cycle, plus short time cycle, plus
supply and
> demand, plus news, plus market maker manipulation, plus sunspot
activity,
> plus anything else that can be imagined. Anything that cannot be
attributed
> to a specific term, or any error in our modeling process, is lumped
together
> as residual. The modeler will repeatedly analyze the residual
looking for
> non-random characteristics and remove them by adding additional
terms to the
> equation. Whatever is left (whatever cannot be understood or
modeled) is
> random noise. At least until a better model with a smaller random
component
> is developed.
>
> Howard
>
> > -----Original Message-----
> > From: uenal.mutlu@xxxx [mailto:uenal.mutlu@x...]
> > Sent: Monday, November 17, 2003 9:40 AM
> > To: amibroker@xxxxxxxxxxxxxxx
> > Subject: Re: [amibroker] "Random prices" (was Re: Backtest using
equity
> > curve)
> >
> > Why should there be a random component in price movement?
> > Supply and demand (plus News) drives the price.
> >
> >
> <<<SNIP>>>
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