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David,
My experience has been if you take one market with
reasonable volatility it is quite sufficient to provide a living.I do this with
the USD/JY futures market.Unlike,it would seem,most of the group when i started
out to try to earn a living from the markets some ten years ago i tried
shares,options,commodities,financials etc,I had success and failure in all of
them.In the end,because of the mass of data coming at me i thought to
concentrate on just one.It is as much a matter of what suits the individuals
temperament as anything else.One unforseen advantage is that i get very few
technical problems because my machine and programs have so little to
do,
Peter
<BLOCKQUOTE
>
----- Original Message -----
<DIV
>From:
<A title=dusant@xxxxxxxxxxxxxxxxxx
href="">Dusant
To: <A
title=equismetastock@xxxxxxxxxxxxxxx
href="">equismetastock@xxxxxxxxxxxxxxx
Sent: Monday, May 24, 2004 3:38 AM
Subject: Re: [EquisMetaStock Group]
Optimizing
David,
I have made my stand clear time and again,
against the practice of optimisation of individual securities, and in fact
neural networks too.
Optimisation, both in MS as well as neural
networks, use the past data, either for modelling or testing. Going forward,
it gives a reasonable probability that the
optimisation could work.
But what happens, if the investors' and
traders' perceptions change, towards the security? Will a modelled system
work? Certainly not. Remember Enron?
DusantChief Architect<A
href="">http://www.candlestrength.com/
<FONT face=Verdana
size=2>
----- Original Message -----
From: "David" <<A
href=""><FONT face=Verdana
size=2>junk@xxxxxxxxxxxx>
To: <<A
href=""><FONT face=Verdana
size=2>equismetastock@xxxxxxxxxxxxxxx<FONT face=Verdana
size=2>>
Sent: Sunday, May 23, 2004 9:34 PM
Subject: [EquisMetaStock Group]
Optimizing
<FONT
face=Verdana size=2>> I thought I would post something that has been
rattling me lately. > What is the consensus about optimizing
systems for individual > securities? I tended to stay away from
this practice as it seems > more ideal to find a system that performs
better across entirely > different markets and securities, because the
average is probably the > most consistent. However, backtesting
seems to show that it is > possible to show consistent results when
optimizing for individual > securities. I would assume that
individual securities do contain a > certain element that makes them
perform similarily over time. When > looking at GBP/USD it is
obvious to see that this pair trends in a > different way then does
USD/JPY. So I'd like to know some other > opinions on what people
think of individually optimizing.> > Best Regards,>
David> > > > > ------------------------
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