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Re: how to improve generalization in system optimization



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On Thu, 6 Jan 2000 13:03:15 EST, you wrote:

>where are you getting your data from for options trading system ?

I use index data together with their market volatility, please see my
posting above.

>and are you using a purchased program?

Yes, I preferably use MS Excel ...B-)... (beside of some
post-processing in MetaStock).

mfg rudolf stricker

PS: A question for Excel experts: Unfortunately, my system tests in
Excel incidently switch the clock of the computer where the test is
running to the "actual day" of the out-of-sample back-testing day. -
Strange behavior ...B-((... - Any hint, where I should look at to
avoid this boring "feature"?
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