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I don't even need a reason like that: can safely
dismiss anything flawed because I only use my own
head.
IVT
--- Adrian Pitt <apitt@xxxxxxxxxxxxx> wrote:
> OK thanks for making things clear...at least now
> everyone on the list knows
> we can safely dismiss anything you say.
>
> -----Original Message-----
> From: IVT [mailto:ivterez@xxxxxxxxx]
> Sent: Friday, 12 January 2007 2:26 AM
> To: Adrian Pitt; omega-list@xxxxxxxxxx
> Subject: RE: Hull Moving average
>
>
> 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
>
>
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