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Patrick Wahl wrote:
>
> I tested the following system, posted by The Code, on bonds from '88
> to '97. Original name was xe3 bonds. It did quite well on the Long
> side, not so well on the short side. This is pretty typical of
> everything I have tested on bonds - works ok long, barely profitable
> or lose money on the short side.
Now, for all the people that were shocked that The Code would post
these pieces of code and the world would end, here's a great example
of two people that just added quite a bit to the information level of
this list [I know some people aren't going to use this code because
they aren't system traders or because they have their own system, but
there are lots of newer traders or traders that have little or no
coding experiences that just saw raw code turned into ELA and then
tested and an intelligent analysis given about this system in
particular and a market, bonds, in general]. I think this is getting
more and more interesting.
Tim Morge
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