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It is my understanding that the OddBall system is in the public domain and
is NOT Mark Brown's invention. Therefore, we seem to be getting at odds
here over an issue that is not an issue.
Bob
At 12:51 PM 4/13/2002 -0400, you wrote:
>In a message dated 4/13/02 9:25:39 AM Central Daylight Time, jvc689@xxxxxxx
>writes:
>
><< First of all my comments and posts were meant constructively and with
> admiration.
>
>***** I find your comments about Mark Brown's Odd Ball system to be vague,
>inappropriate and unethical. The fact that you choose to offer some
>unattributed results and unsubstantiated conclusions after helping run him of
>the realtraders list, without disclosing any prior conflicts you had with
>him, is incredible gall (i.e. brazen boldness coupled with impudent assurance
>and insolence) and lacking honor.
>
>Regards,
>
>John J. Lothian
>
>Disclosure: Futures trading involves financial risk, lots of it!
>
>I do not intend to spend a career answering long drawn out
> questions but since this post is relatively comprehensive I will
> reply to the best of my ability.I do not have cable hook up so long
> questions are often cut off and I dislike redoing them.
>
> 1.The data was sent to me by a reliable third party. I am in the
> process of getting the website.
>
> 2. I fail to see the vagueness of a series of numbers generated with
> backdata on this system and then rounded off for time's sake.
>
> 3. Re. split...the S&P changed from $500 per point to $250 per point
> in a certain year...If one traded the S&P that far back one may or
> may not recall the year... more like a chery float than on top.
>
> 4. The numbers are all hypothetical but correlate with the Oddball
> site. No commission or slippage is used in the data at the Oddball
> site or with what was posted so another bite into profits.
>
> 5. The variations are posted at the Oddball site and noted as
> contributions to code by others.
>
> 6. This is the first step at an in depth study. I know you do not
> expect me to do an in depth study of this alone. I am just pointing
> out what I learned.
>
> 7. Yes I have seen optimized and curve fitted codes with few lines.
>
> 8. Like I said I am not making a career of studying it and comparing
> it to the universe of public domain systems I have seen in Futures
> and Stock and Commodites magazines.
>
> My post was meant as food for thought and meant to be complimentary
> to its provider...as well was its placing in public domain meant in
> the same vein. It was in no sense meant deroggatorily as you seem to
> infer.
>
> John >>
>
>
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>
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