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Actually there are other people reading the emails...so your assumption is
wrong not surprisingly.
Can you therefore explain please what is 'it? The JMA or the T3? And can
you explain please what you mean by 'never had any edge'. An edge in terms
of what? Lag? Overshoot? Profitability via some system??
Thanks,
Adrian
-----Original Message-----
From: IVT [mailto:ivterez@xxxxxxxxx]
Sent: Thursday, 11 January 2007 10:41 AM
To: Gary Fritz; omega-list@xxxxxxxxxx
Subject: Re: Hull Moving average
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
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