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No, but I will add this in my book ( still to come)
Sincerely,
Pierre Orphelin
www.sirtrade.com
TradeStation Technologies representative in France
Safir-X neurofuzzy logic trading system builder
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> -----Message d'origine-----
> De : Christian [mailto:c.holzner@xxxxxx]
> Envoye : lundi 11 fevrier 2002 11:33
> A : omega-list@xxxxxxxxxx
> Objet : RE: Random Walk alive and well.
>
>
> 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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