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RE: Linear Regression system



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> 2) Regarding system tests and optimization - I am getting the impression
> that it is common practice around these parts to optimize a system to
> specific securities rather than trying to achieve an acceptable
> optimization across many or all securities.  In other words a system,
> while sharing a common set of buy and sell rules, would be optimized
> diferently for AOL, DELL and CSCO to name a few.  Idealy I would like to
> optimize my systems across a class of securities.  Of course to do that
> you would have to be able to run system tests on multiple securites at
> one time (a sore point that I'm sure has been discussed here a length) -
> EQUIS, are you listening?  Optimizing to a specific security sounds
> suspiciously (and dangerously) like curve fitting to me.  Anyway, I need
> to get a question in here, so what is the scoop?  How are people
> optimizing their systems?

Well Steve since you're the self proclaimed father of this illegitimate
indicator
which we dangerously curve fit to anything in sight, how about justifying
your
un-American ways.  (And it's based on Open price as well, disgusting).
Ozies of course are well known for our radical lefty views and really don't
mind
living dangerously so long as it makes us money.

Jeff.