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These are very interesting but it seems to me that you
could either post an .ela if you are using TS or
the macro that you are using with Excel.
I've never been bashful about posting stuff, why not you.
Clyde
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Clyde Lee Chairman/CEO (Home of SwingMachine)
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----- Original Message -----
From: "Ronald McEwan" <rmac@xxxxxxxx>
To: <realtraders@xxxxxxxxxxxxxxx>
Sent: Wednesday, March 29, 2000 19:53
Subject: [RT] Gen:OEX Brownian Motion Update
> I posted this on 3/26
>
> "I have been working with using the concept of Brownian Motion
(measuring
> Log drift and Log volatility) to predict the direction of an Index (in
> this case the OEX). This seems to be a useful tool in predicting the
> short term movement of a security (index). The attached .gif is an
> example of using this analysis. The actual OEX close from 3/13 to
3/24
> is plotted along with Brownian Motion forecast for the same period
(3/13
> to 3/24) and the 10 day forward prediction of price direction
movement. I
> must emphasize that this does not reliably predict a price level (at
> least I can not do it), but it does give a good indication of price
> direction. Based on this I am looking for a downward movment of the
OEX
> this week."
>
> I ran an update on this forecast tonight and have attached a copy of
the
> gif
>
> Ron McEwan
>
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