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Adrian,
Thanks. So much better response than I could come up with for IVT. Trading really isn't a narrow minded business. There are more ways to skin the cat than any of us individually can list.
Jimmy
OK thanks for making things clear...at least now everyone on the list knows
we can safely dismiss anything you say.
-----Original Message-----
From: IVT [mailto:ivterez@xxxxxxxxx]
Sent: Friday, 12 January 2007 2:26 AM
To: Adrian Pitt; omega-list@xxxxxxxxxx
Subject: RE: Hull Moving average
both are stupid little low-pass filters same old stuff
with no new theory behind them other than a lot of
claim for fame typical for a stupid narrow-minded
average american. they are meant for people with
similar mind who take the same type of drugs,
antibiotics and hormone and pesticide stuffed +
genetically modified foods.
--- Adrian Pitt <apitt@xxxxxxxxxxxxx> wrote:
> Actually there are other people reading the
> emails...so your assumption is
> wrong not surprisingly.
> Can you therefore explain please what is 'it? The
> JMA or the T3? And can
> you explain please what you mean by 'never had any
> edge'. An edge in terms
> of what? Lag? Overshoot? Profitability via some
> system??
> Thanks,
> Adrian
> -----Original Message-----
> From: IVT [mailto:ivterez@xxxxxxxxx]
> Sent: Thursday, 11 January 2007 10:41 AM
> To: Gary Fritz; omega-list@xxxxxxxxxx
> Subject: Re: Hull Moving average
> 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
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