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Strategies & Market Trends : Mathematical Trading

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To: Scott Myers who started this subject	10/10/2003 12:42:32 AM
From: Scott Myers	of 2

One model I was interested in measuring was trading basic models around Moving Averages such as buy when MA / Close. I find that for individual stocks this model gives negative results while for major indexes it gives positive results. Two questions that I really struggled with is: - How do I measure whether a model is any good? - And how do I trade it if the results appear valid?

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