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Hi Rudolf
Okay ... fat tails are where the money is, therefore leptokurtosis reduction
removes the money. The search for market inefficiencies is the search for
the money.
For others that wrote:
Thanks for the Demetra OEX seasonal tendency chart. The Yahoo data looks
easy to use. Will forward your 71K chart to anyone who wants it.
Sciarretta's home site has his '98 article for calculating MA lengths
http://www.futuresmag.com/library/august98/tradetech.html
I couldn't get to the XL download site at TASC re his "Forcing Optimization"
article in February TASC. Did anyone have any success. Interesting use of
word "transformation", here I am looking all over for log transformations
<G>.
This should help others re first time use of Demetra:
"... Try the "Model for Detailed Analysis of a Single Time Series" (2nd
radio
button at start up screen) to start, it is easier then the Auto mode. Try
using
Monthly data at first, seems to be less problems with this. Once the data
loads ... go to "add a new model" (under specifications) and select
TramosSeats,
then run the execute SA under processing. ..."
Best regards
Walter
----- Original Message -----
From: "rudolf stricker" <lists@xxxxxxxxxxx>
To: <metastock@xxxxxxxxxxxxx>
Sent: Friday, January 28, 2000 6:55 AM
Subject: Re: Seasonals and technical analysis
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| Hi Walter,
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| On Wed, 26 Jan 2000 22:08:24 -0500, you wrote:
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| >Yes ... I model winners and losers separately also long and shorts.
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| Then your comment concerning leptokurtosis reduction during system
| optimization
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| | Why? That's where all of action happens. No leptokurtosis ... no cash,
no
| | flame-outs.
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| does not make much sense to me.
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| mfg rudolf stricker
| | Disclaimer: The views of this user are strictly his own.
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