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Strategies & Market Trends : Systems, Strategies and Resources for Trading Futures
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To: Stoctrash who wrote (15543)2/16/1999 12:56:00 AM
From: Brian Hornby  Read Replies (1) of 44573
 
Yes - I think the problem is when you add data that correlate, but the predictions evolving from the correlations are unprofitable. With the Bond model, I could put the Banking index into it, but when I threw the SP into the soup, everything broke down. Perhaps because the SP sometimes correlates with the bonds, and sometimes not.

However, given that - Bob is correct in that Profit should throw out inputs that do not help models produce profitable results. I should document the experiments and send the results to the Profit gurus. Maybe I need to tweak my genes or something.
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