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Pierre,
Is there a paper of your conference presentation somewhere available?
Christian
> FYI,I gave a conference last year in Paris where I presented, live, the
> following experience:
>
> True random data have been bought and were used to generate random bar charts.
> We used the Safir-X software to find a trading system that worked with these
> data.
> Quite easy.
>
> The system was then tested over out of sample random data.
> It still worked, but very badly.
>
> Then the same system was tested on intraday futures contract ( sp, dax, ftse,
> cac, nasdaq 100).
> All of the results were very good.
>
> The conclusion were:
> 1- The market are not random ( or we would have got the same poor results than
> with unseen random data)
> 2- It is possible to build winning trading systems even by learning from random
> data.
> 3- Safir-X was at least able to do that.
>
> Sincerely,
>
> Pierre Orphelin
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