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According to Dr. David Druz, "The shorter term systems that do, in
fact, seem relatively stable over time, unfortunately suffer so much
from transaction costs and skids on fills that they are most commonly
rendered unattractive once real-life costs are figured in." This
quote comes from his article:
http://www.tacticalnet.com/cgi-bin/t2.exe/VolatiltiyPaper.htm
--- In amibroker@xxxxxxxxxxxxxxx, "bwlownote" <bricew@xxxx> wrote:
>
>
>
> this is pretty good:
> http://biz.yahoo.com/tm/041227/12169_2.html
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