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I sat back for a while before I sent this message. Because - although I don't
trade bond futures - I do a lot of work with bonds - especially munis. I have
to believe that most of the money in muni bond futures consists of hedging
positions. (Which is why it's hard for me to buy cash bonds at market lows -
the big guys are holding their actual cash bond positions and hedging with
futures waiting for higher prices). I suspect that any small potatoes trader in
this market is working with at least 2 strikes against him. Robyn
Mark Brown wrote:
> > 1) A system whose parameters vary slightly between different backtest
> periods is more likely to run successfully in the future.
>
> > Jay Mackro
>
> ABERRATION:
>
> this is crap look at the muni's, how much the optimal parameters have
> changed in 3 years. this system lends itself better to curve fit than any i
> have seen. it's an aberration all right because you can opto it till it
> makes money. i think that this is criminal and those who trade it are
> shooting craps, while drunk...
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