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PureBytes Links
Trading Reference Links
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Well, I have no idea what a "mathematically pure signal" is but looks
like that's a good thing because this certainly proves that
mathematics and especially the concepts of degrees of freedom and
robustness are absolutely useless in trading. ROTFLMAO!!!! This kind
of comment is *absurd* and why some people put TA and voodoo in the
same category.
--- In amibroker@xxxxxxxxxxxxxxx, "Howard Bandy" <howardbandy@xxxx>
wrote:
> Greetings AmiBroker Group --
>
> Following is the response I received from Werner Gansz about the
RUTxx
> trading systems.
>
> Howard
>
> ---------------------------------------
<snip>
> I have no idea how robust it is or even what robust really means.
We had
> endless discussions about parameters and degrees of freedom and I
understand
> the theory but to date I have never seen a mathematically "pure"
signal that
> actually worked. In 1997 or 98 a Dr. Meyer published several market
signals
> in TASC in which he pontificated endlessly about their statistical
purity.
> Unfortunately they stopped working almost before the ink was dry on
the
> magazine. At that point I lost interest in mathematical theory and
> concentrated on market dynamics.
<snip>
>
> Good Luck,
>
> Werner
>
>
> ----- Original Message -----
> From: "Howard Bandy" <howardbandy@xxxx>
> To: <wwgansz@xxxx>
> Sent: Thursday, November 20, 2003 9:40 AM
> Subject: The Mango Kayak
>
>
> Hi Werner --
>
> I am a follower of the AmiBroker Yahoo Group. In a recent post, we
were
> introduced to the RUTVOL trading system. When I looked at the code,
I was
> surprised by the large number of parameters it has and posted a
question
> about its design and out-of-sample performance. Gary A. Serkhoshian
> suggested that I ask you directly. Below is a brief history of the
thread
> that led up to this message to you.
>
> Thanks,
> Howard
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