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RE: Hull Moving average



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both are stupid little low-pass filters same old stuff
with no new theory behind them other than a lot of
claim for fame typical for a stupid narrow-minded
average american. they are meant for people with
similar mind who take the same type of drugs,
antibiotics and hormone and pesticide stuffed +
genetically modified foods.


--- Adrian Pitt <apitt@xxxxxxxxxxxxx> wrote:

> 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
> -- 
> Release Date: 10/01/2007
> 2:52 PM
> 
> -- 
> Release Date: 10/01/2007
> 2:52 PM
>  
> 
>