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has the market structure really changed that much over time? no...
are not much of the structural changes mostly minor, scaling related? yes...
and as such, are short data histories (<3 yrs) generally a bad idea? yes...
ok, then are long trade histories (20+ yrs) essential to properly define the model, insure its profitability in the future, and arm the trader with unemotional confidence? yes...
tell me why i'm wrong...
TJ
>other than constantly "re-writing" a system to match the market flavor of the >decade, are we stating that there is no way to dynamically account for this >change in market character?
>
> If pre "95-96" existed before, it can exist again, and I'd sure as hell
>not want to be a year into it before I scratch my head wondering why my system
>cannot cope.
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