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To make short this long story , I started to write on this french group list one week ago.
The main concern of the yats list was to demonstarte that technical analysis may only work by chance, and that trading systems are no more than unconscious biased overfitting.
So, I proposed a little experience based on a data serie that was showing a random 50% up and down move and a random 50% of a 11% amplitude or 50 % 10 % amplitude.
The original question posted was how to profit from these theoretical data,only knowing the above hypothesis.
Knowing their real aversion to technical analysis, I said that I was able to solve this with the data provided by them as a Gif screen, showing obvious trends.
And use for that a well known neurofuzzy product where the training data will be the cac 40 intraday files that are provided with the Safir-X evaluation version.available for free.
They sent the raw data , and the same day received a bunch of neurofuzzy trading systems results that were working fine on the supposed random data, unseen to the system that I trained on cac40 data and sp500 intraday data as previously announced without any modification of the training data
More, then indicator data derived from their original serie were provided to them in order to verify by themselves that I had not overfitted anything ( the original training data being provided with the evaluation version of the Safir-X softare, unchanged since 9 months or so, and they got the unseen data.
So they decided that I was a liar , that it was impossible, that I was stupid and so and so, not speak of usual commercial reproachs ( you know what I mean).
I replied with technical comments and a lot of screen shot showing that their so called distribution was anything you want but not random, the reason why the system worked and why I accepted the test without having the data serie, because it was obvious only by eyeballing their screenshot.
The more the explanation were provided to explain their error , the more they refused to admit that the data were not random, because they were generated by using the Excel pseudo random generator ( they however never provided the worksheet).
And because I could not succeed with the data because they were randam . Period. And here starts the infinite loop.
Then Mark Brown was there ( probably starting to learn french on yats), copied the french text ( translated below) of the offensed falsely random data author,without any objectivity, as usual.
Not forgetting to ask for my removal ( the english to french translator that he used is far worse than the reverse version)
The so called random data characteristics provided by them were as follow:
Kurtosis far above 3, skewness >0.15 for various c-c[n] distributions, an obvious 12.5 bars frequency on average
and Hurst coefficient determined by a contributor to the o list as > 0.5).
Useless to say that the neurofuzzy tool was bound to succeed with such a random data set, trained on anything you want.
At this time, and due to the noise done on this list ( pros and cons PO, not to speak of my own message attempting to calm the waters), they consider to close the list ( I have proposed them to remove me in order to save their lost honour, or what remains).
Comitting suicide because of a trivial error made by building a bad devised trap where I avoided to fall, and not willing to recognize it, this has not been seen in this field, since the old Japan kamikaze era.
I sincerely hope that they will finally recover from their psychological defeat.
Life is a sad thing...
Rgds
PO
www.sirtrade.com
-----Message d'origine-----
De : Mark Brown <markbrown@xxxxxxxxxxxxx>
À : omega-list@xxxxxxxxxx <omega-list@xxxxxxxxxx>
Date : lundi 18 décembre 2000 15:07
Objet : The Yats Group
>Have you wondered what PO has been up to? Well he has landed on a
>French Trading List where they have become tired of him as well.
>yats@xxxxxxxxxxx
>
>Anyway its funny to see a fellow french man call PO arrogant and to
>ask the moderator of the list to refrain him from Fuzzy promotion of
>his products.
>
>the below was written by one of the french members of that list.
>
>Hello ,
>
>Orphan Mr pretends that the software that he sells foresaw some things
>to the seen of the set of the courses of AlexPlanck Inc. while
>training on the returns of the SP500 or the CAC or me doesn't know
>what stock indication....
>
>It is probable that he/it is a good programmer, but him is probable
>that he/it didn't understand anything at the financial markets and it
>is certain that he/it doesn't have any common sense, what is the most
>serious. It is in all cases a very bad seller.
>
>I don't try to demolish Orphan Mr nor to disparage his/her/its
>software. Seen the way of which he/it entered with arrogance a
>discussion some course while throwing a challenge of which he/it
>didn't measure the consequences, him, only had that for that he/it
>asked. As for the tone that I used, he/it doesn't have been not very
>different from the one that I sometimes use on the list and who
>irritates some of it. But Orphan Mr follows this list since one
>moment, and while applying to me he/it had an idea of the way of which
>me would answer.
>
>I decided myself therefore one-sidedly auto to censor
>
>To finish, last advice,:
>
>1 - since the object of the list is not either masochism, nor the
>treatment of the obsessional delirium, frustrations or the mental
>confusion, I suggest to Orphan Mr to be going to see elsewhere for to
>make itself/themselves hit over, since he/it seems to like the
>strokes, or to take care of his/her/its neuroses, since he/it seems to
>make pathological fixings on the YATS list and his/her/its members.
>
>2 - to the moderator, I recommend to follow the suggestion of D Namur
>and to censor this thread, or even to curb Orphan Mr seriously him
>even. I call those that share this point of view (or the inverse) to
>himself to make know (by private promenade of preference, it is
>cluttered enough like that here; -) to help the moderator to decide.
>In that that me concern, me him formless that work is made: I am auto
>- moderate to to leave of now; -)
>
>To soon on other topics,
>Grumpy also; finally! (it is rare!)
>Alex.
>
>
>
>
>--
>
>Best regards,
> Mark Brown mailto:markbrown@xxxxxxxxxxxxx
> Y = Offset + Amplitude * sin(Frequency * X)
> .o©º°¨¨°º©[ WWW.MARKBROWN.COM ]©º°¨¨°º©o.
>
>
>
>
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