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RE: Hull Moving average



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As in worthless?  Yes..LOL  Your'e right...as are all the endless emails
that follow, that go off topic!

-----Original Message-----
From: Simon Dawson [mailto:si@xxxxxxxxxxxxxxxx] 
Sent: Thursday, 11 January 2007 11:57 AM
To: IVT
Cc: Gary Fritz; omega-list@xxxxxxxxxx
Subject: Re: Hull Moving average


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
> 
> 
-- 
2:52 PM

-- 
2:52 PM