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Phil, could you expand on this just a bit? How can the single contract
simulation be misleading and I assume you're implying that multiple systems
under these conditions would be more accurate due to a sum of the errors vs
error of the sums effect? I care, I care! :)
Kent
-----Original Message-----
From: Phil Lane <accumulator@xxxxxxxxxxxxxx>
To: omega-list@xxxxxxxxxx <omega-list@xxxxxxxxxx>
Cc: Gary Fritz <fritz@xxxxxxxx>; axiom1@xxxxxxxxx <axiom1@xxxxxxxxx>
Date: Saturday, July 10, 1999 7:46 PM
Subject: Re: HELP NEEDED - $SPX as proxy for SP and ES Futures
A single-contract
simulation under these conditions can be very misleading as far as the
drawdowns/runups are concerned.. Not that anyone cares about that.. ;-)
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