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FWIW, I found the problem. The divisor that Dow Jones publishes isn't a
valid factor for back testing purposes. It's only good from the time its
published, even though it's supposed to reflect the Dow's history of stock
changes, splits, and so on.
Thanks Gary
-----Original Message-----
From: Gary Fritz [mailto:fritz@xxxxxxxx]
Sent: Thursday, May 17, 2001 1:14 PM
To: Omega List
Subject: Re: interesting TS phenomenon
> As of close 5/16 the values were 11755.31 and 11215.92, where the
> latter was $INDU. Any suggestions?
Omega's single-precision math is pretty bad, but it shouldn't be off
by 4.8%. Have you tried the same exercise in Excel? Maybe your
divisor is off or something?
Gary
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