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Bill wrote:
>
>Is anyone familiar with CSR? Who was behind CSR?
>
David Barker, who also founded the advisory firm Price
Swing Analysis, developed the program CSR used to test
and optimize systems.
But beware. His stuff hints of curve fitting. Here's an
old quote from Barker: "It is clear that the only way to
maximize profits and minimize risk with any system is to
use certain optimal values — and they are different for
each commodity. System traders who do not use these optimal
values will have significantly smaller profits and larger
losses."
But I think the results of the optimazations were printed
in table format, so you weren't only handed the "best"
values and could search the tables for clusters of
decent performing settings, if you believed in such a thing.
Report #1 was $19.95. Not sure how much the other reports
were.
The following is, of course, extremely dated:
David Barker
Commodity System Reports
165 University Ave., Ste. 201-D
Palo Alto, Calif. 94301
(415) 326-1461
Sincerely,
Jamey Holter
Futures
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