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For example, in his book Cybernetic Trading, Ruggerio mentions a
relationship between Crude oil and the dollar. The solution is to add the
dollar as a data2 if you see that you can add that to your system in a way
that increases your return.
Jim Bronke
Phoenix, AZ
----- Original Message -----
From: "Alex Vinogradov" <avinojr@xxxxxxxxx>
To: <omega-list@xxxxxxxxxx>
Sent: Monday, January 14, 2002 10:40 AM
Subject: Re: Walk forward optimization
: Hi Jim,
:
: Could you elaborate on that a little bit? I've just
: spent a bit (more that I should have) of time working
: with a walk-forward optimization protocol, only to
: conclude that it produces little more than confusion.
: What are your thoughts?
:
: Thanks in advance,
:
: Alex Vinogradov
: Miami, FL
:
: --- Jim Bronke <jvbronke@xxxxxxxx> wrote:
: > It is better to include new relationships than to
: > walk forward old ones:
: >
: > Jim Bronke
: > Phoenix, AZ
: >
: >
: >
: > ----- Original Message -----
: > From: "David Folster" <mr_bond@xxxxxxxxx>
: > To: <omega-list@xxxxxxxxxx>
: > Sent: Sunday, January 13, 2002 9:06 PM
: > Subject: Walk forward optimization
: >
: >
: > : Anyone have an opinion, good or bad, on walk
: > forward optimization?
: > :
: > : Thanks,
: > :
: > : David
: > :
: > :
: >
: >
:
:
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