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In a message dated 6/5/99 9:01:39 PM Eastern Daylight Time,
markbrown@xxxxxxxxxxxxx writes:
<< if you could take the drawdown, maybe with some work it could be better. >>
Mark,
Well.....the drawdown does look a little high.......but I think it still
looks pretty good. What really interests me is that it only trades 58 times
since 77. Did you not say earlier that this systems trades about once a
week....or 50 some times a year on hourly data ? If so that is a quite
increase considering you are only dropping from daily to hourly data. The
idea that you could validate the system that only trades 58 time using hourly
data is good......Will the daily system work on other markets......? Say will
it work on other interest rates ? Bunds, Btps, gilts etc ?
Mark Benjamin
mben@xxxxxxx
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