Re: computers

["Walter Lake" <wlake@xxxxxxxxx>]

Hi Lionel and others who wrote

Here's a geology site that has some very good workbooks on basic statistics
etc.. This is a basic analysis process across various disciplines.

XL is the basic platform. For example, if you look at the Jurik Research
site you will see that even though the advanced indicators are written/sold
for other charting programs. The basic platform is XL knowledge and usage
first, then usage in other charting programs.

Best regards

Walter


----- Original Message -----
From: "Lionel Issen" <lissen@xxxxxxx>
To: <metastock@xxxxxxxxxxxxx>
Sent: Saturday, March 18, 2000 11:22 PM
Subject: Re: computers


| Walter:
| Re last paragraph of your posting:
| What is the Hurst explicative?
| How does one tell when indicators are fading in and out of effectiveness?
|
| I am no a statistician, and I feel that your statistical references are
| suitable for those with PhDs in statistics.  No offense meant,but can you
| suggest something a bit less intimidating
| Lionel Issen
| lissen@xxxxxxxxx
| ----- Original Message -----
| From: Walter Lake <wlake@xxxxxxxxx>
| To: Metastock bulletin board <metastock@xxxxxxxxxxxxx>
| Sent: Saturday, March 18, 2000 7:48 PM
| Subject: computers
|
|
| > Thanks for your emails
| >
| > Here's an email from the guy who wrote the TOPS program.
| >
| > >Thanks for your Interest in Optimizer.
| > >
| > >The Demo in http://pages.infinit.net/xltops/  contains now the
| > >ARIMEX option .
| > >It does all the univariate Box-Jenkins ARIMA models processing
| > >i.e. Identification, Estimation and Forecasting based on your
| > >data selected.
| > >Details on the approach can be found in the Box-Jenkins book cited
| > >in reference.
| > >This site among others :
| > >http://www.itl.nist.gov/div898/handbook/pmc/section4/pmc445.htm
| > >gives a good overview of the process.
| >
| > Just keep clicking on anything in blue and save to file. A complete file
| > will emerge from an engineering point of view. Very clear and concise
| > description. ARIMA is linear as is GARCH (see Demetra).
| >
| > Re financial economics, i.e. price data, Metastock is linear analysis so
| be
| > careful. The data is unexamined as a start. One of the traders that I
know
| > uses the Hurst explicative to watch how Metastock indicators fade in and
| out
| > of effectiveness. H is computationally intensive but worth the effort.
The
| H
| > P&L is still proprietary, I don't know anyone who has it.
| >
| > Best regards
| >
| > Walter
| >
| >
|
|