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Ok, To show you I know what I am talking about I will first start with
> your trading program. It's basis is Mark Jurik's adaptive moving
> average. I" know this to be a fact. I also know that if it was as real
> as you would like for the public to belive it is. Then Mr. Jurik would
> be all over it, endorsing your project. Is he endorsing your system,
> no. Your system is continually re optimized over and over for best fit
> using the latest data. Anything including a NN will look good with the
> benefit of hindsight.
>
Dear Quant,
Wow - to be honest, I didn't even remember the inputs and had to go back and
check for myself. If you "know for a fact" what comprises my model, AND if
it is based on Mark Jurik's adaptive moving average, which I didn't even
know and Mark Jurik surely doesn't, then the "leaker" owes me $100,000 for
disclosure of proprietary trade secrets. I guess they need to go ahead and
pay up now, huh? You also need to check with the "leaker" again, he/she can
attest that the model has never been re-optimized, or even post-optimized
since it was initially developed 7-29-2001, as I detest all types of
post-optimization. But, of course, you already knew my hardline stance
regarding post-optimization because you have access to the Profit members'
only discussion group and have read my comments, correct?
----- Original Message -----
From: "TheQuant" <thequant@xxxxxxxxx>
To: "BL" <realtraders@xxxxxxxxxxxxxxx>
Sent: Monday, February 25, 2002 9:23 PM
Subject: Re[2]: [RT] Vegas Anyone? - The Nasdaq Sniffer
> Hello BL,
>
> B> Okay,
>
> B> I'll put my old-timey, Neural Net clunker joke model up against any
> B> fire-breathing, sounding-hearing, master-of-the-universe computer
> B> model, and
>
> Thinking.
>
> B> market, thus the name - the Nasdaq Sniffer..... Supercomputer, Kick
> B> my net's ass. I'll even give you a handicap and let you trade
> B> intra-day if you like. Just allow me time to change the net's
> B> batteries when needed.
>
> Ok, To show you I know what I am talking about I will first start with
> your trading program. It's basis is Mark Jurik's adaptive moving
> average. I know this to be a fact. I also know that if it was as real
> as you would like for the public to belive it is. Then Mr. Jurik would
> be all over it, endorsing your project. Is he endorsing your system,
> no. Your system is continually re optimized over and over for best fit
> using the latest data. Anything including a NN will look good with the
> benefit of hindsight.
>
> Secondly, talking about systems which out perform your posted model. I
> will be glad to set up a real time trade competition for your model,
> your trades will have to be posted at least as they happen within a
> few minutes to be fair.
>
> PS I have seen public domain systems which out perform that NN.
>
> --
> Best regards,
> TheQuant mailto:thequant@xxxxxxxxx
>
>
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>
>
>
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>
>
>
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