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Politics : Ask Michael Burke

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To: Knighty Tin who wrote (736)	8/23/1996 4:31:00 PM
From: Raven	of 132070

>here are a few reasons Black-Scholes, rightly initialized as > BS, doesn't work: 1. The important inputs are future inputs which > nobody knows. That is one reason all MPT based systems don't don't >work. Black Scholes? Funny, I have never even mentioned it. But you have repeatedly, and Beta, and all the other stuff you keep dragging up. Something akin to "When did you stop beating your wife?" Never once, have you addressed what I have said, only what I haven't. What a way to win an arguement! Since I belong to a futures trading group inhabited by some mighty impressive and very succesful traders, I think this is a futile discussion and a waste of time. Nothing worthwhile is likely to emerge from such babble.

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