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Re: Hull Moving average



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it never had any edge at all, a stupid thing to do.

you two guys are talking to yourself.

--- Gary Fritz <fritz@xxxxxxxx> wrote:

> > However, I don't think T3 ever gave the original JMA a run for its
> > money.  I saw the performance of the original JMA.  T3 had more lag
> > and overshoot.  T3 also can't adapt to sudden changes (like when
> > there's a limit move) without requiring significant settling time.
> 
> JMA always did better than T3, but T3 was free.  I suspect there
> are not that many people who could actually make profitable use of
> the differences between T3 and JMA.  Mark told me (years ago) that
> he thought T3 was a formidable competitor and that he wanted to
> improve JMA to give it more of an edge. 
> 
> Yes, JMA responds much better to sudden moves than T3 does.
> Gary