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Strategies & Market Trends : John Pitera's Market Laboratory

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To: John Pitera who wrote (595)3/27/2000 6:37:00 PM
From: Dan Duchardt  Read Replies (1) of 33421
 
John,

Found my way to your thread from the "Cool posts of the day" link. I'll go back and do some reading, but if I might ask a quick question about these ROC curves. Don't recall seeing these before.

It looks to me like the curves are normalized so that I am seeing the fractional change over the 5 day or 12 day period. Is that about it? If so, what is used as the divisor? Average, open of period, end of period??

TIA

Dan
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