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"Simple" usually means robust. Then money management comes in.
It works for me.
-----Original Message-----
From: David Colin [mailto:david_colin@xxxxxxx]
Sent: Thursday, May 08, 2003 2:24 AM
To: omega-list@xxxxxxxxxx
Subject: Correct modeling - simple or complex?
I would be curious to hear from the successful traders on the list whether
the profitable mechanical systems they use to trade the markets are mostly
simple or mostly complex? By complex I don't mean how much code it takes to
express an idea. I mean *conceptually*, is it simple or complex?
One reason I ask is that I have mostly found an inverse correlation between
cost and worth. The most worthless things I have seen have been extremely
expensive, while the best things I've seen have been cheap or free. I am
wondering if there is a similar inverse correlation between correct
modelling and complexity.
Just curious anyhow.
TIA,
David
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