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In a message dated 98-04-16 09:19:57 EDT, you write:
Bill Brower wrote:
<< I am doing some research on systems that have been around for a long time.
In 1981, a company going by the name of Commodity System Reports (CSR),
published trading systems. I have a copy of "Report Number Eight" about the
"Reference Deviation System" but I have no information about who created the
system. Is anyone familiar with CSR? Who was behind CSR. >>
Bill,
I have reports 4,7,and 8. The only contact info I have is an old address. The
reports sold for $100.00 in 1981
Commodity System Reports
20863 Stevens Creek Blvd.
Cupertino, CA 95014
I had another address in Palo Alto but I cannot find it now. These were very
good reports considering it was 1981. I bet there were very few people who
were doing this type of sophisticated testing in 1981. This makes me think
that they were done by professional traders and or academics. They would have
needed access to mainframe computers in 1981 to run those tests. If I recall
there was a CTA and professor at Berkley by the name of George Booth operating
out of Palo Alto around this time. I do not believe he is still managing
money........but associates of his are still managing money out of a firm
called ARA Capital Management. They were all desciples of some famous
economist whose name escapes me at the moment.
Mark Benjamin
mben@xxxxxxx
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