|
PureBytes Links
Trading Reference Links
|
Thank you for your replies, but I am aware of both
resources (CFTC, Jurik etc). The role of CFTC isn't
to assure that the system offered is good, but to
make sure the vendor discloses the full picture (as
Mark Brown correctly pointed out). I believe that
most participants of this list are aware of these
issues when evaluating a system's performance on
past data.
Quoting my original mail: "Even if that is the
case [ie that commercially sold systems are
garbage] and the only solution is to create our
own, it's still useful to have some idea of the
performance characteristics of the commercial
systems as a yardstick against which to measure
our own work."
So, I'd appreciate some feedback on my question.
Alex.
|