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PureBytes Links
Trading Reference Links
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Hi Giancarlo
Thanks for the fd3 site ...
Curve Expert that you suggested is very helpful
http://www.ebicom.net/~dhyams/cvxpt.htm
One of the traders told me that any of March's collection of curve formulas
can be put into the user defined curves.
Apparently once the curve finder has run, you can put the results into XL
for the Solver to do its work. Haven't figured out how that works yet, but
will keep working on it.
Best regards
Walter
----- Original Message -----
From: "g.g." <giancarlogaydou@xxxxxxxxxxxx>
To: <metastock@xxxxxxxxxxxxx>
Sent: Wednesday, June 21, 2000 1:22 PM
Subject: Re: Behavioural Finance List
| Hi Walter,
|
| here the link to the "fd3" fractal analyser of timeseries:
| http://hpux.dsi.unimi.it/hppd/hpux/Physics/fd3-0.3/
|
| Best regards
|
| Giancarlo
|
|
|
| At 11:43 AM 20/06/2000 -0400, you wrote:
| >Hi Giancarlo
| >
| >They certainly don't waste any time getting right to the serious stuff,
do
| >they? Thanks for referring me to the List site.
| >
| >To Others:
| >
| >Sorting Beta (slope) by 5, 10 or 20 days (see the web site) is not the
same
| >as sorting by 200 or 240 day slope. 240 day slope will help you sort out
| >bull, bear and range years. I use r-squared with it to verify the "fit".
| >It's all programmed in VBA and in-cell formulas.
| >
| >Portfolio use only is limited usage. you might want to look at cash Vs
| >contract or front and back months
| >
| >Best regards
| >
| >Walter
| >
| >
|
|