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Re: Hull Moving average



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Having watched & talked to Gary & Alex over the last, God, how many years? Can I say on behalf of the list..

mwuahahaha...

*wipes eyes*

thanks, that was priceless.


IVT wrote:
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