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> -----Message d'origine-----
> De : Alexander [mailto:alexander@xxxxxxxxxxxxxxxxx]
> Envoye : dimanche 10 fevrier 2002 05:41
> A : sirtrade@xxxxxxxxxx; omega list
> Objet : RE: Random Walk alive and well.
>
>
> Interesting, but I think your conclusions are, may I say, random :) It's the
> Black Swan induction problem. No matter how many white swans you see,
> you still
> can not conclusively say there are no black swans. In other words, no matter
> how many emails our industrious friend Pierre writes about his software, you
> can not conclusively say it is not, uh..., well, let's just a black swan :)
>
> Conclusion 1: The markets could still be random since you may not have tested
> on a large enough sample set of out of sample data; your test result
> itself was
> random and thus not conclusive.
The test were conducted using 100,000 bars of unseen data
Sincerely,
Pierre Orphelin
www.sirtrade.com
TradeStation Technologies representative in France
Safir-X neurofuzzy logic trading system builder
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