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Why do you think this applies to market indicator parameters? And how?
[By the way, the books was also republished in 1991 ($6.95 from Amazon)]
John
>I purchased a book recently titled "The Theory Of Optimal Stopping" by Y.
>S. Chow et. al. published in 1971. Searching the net revealed the theory
>has been advanced the last two decades mainly applied to optimizing Monte
>Carlo run time parameters. It seems to me the theory can be applied to
>market indicator parameters as well. Does anyone know about this?
John Sweeney, Tech. Editor Technical Analysis of Stocks & Commodities
Technical Analysis, Inc. The Traders' Magazine
4757 California Ave. S.W. Phone: 206 938-0570 Fax: 206 938-1307
Seattle, WA 98116-4499 USA Web: http://www.traders.com/
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