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Strategies & Market Trends : Waiting for the big Kahuna
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To: Skeet Shipman who wrote (57434)4/2/2002 4:20:12 PM
From: Moominoid  Read Replies (2) of 94695
 
OK - ARCH models would also allow you to go to the beach and do nothing on many days :) I think Mandelbrot is right of course.... My NDX forecast model didn't perform well in March after a fantastic run in the previous months... It predicted down for today. I didn't do anything given its bad recent record....
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