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Strategies & Market Trends : Systems, Strategies and Resources for Trading Futures

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To: jjs_ynot who wrote (6720)10/19/1998 1:59:00 PM
From: Patrick Slevin  Read Replies (2) of 44573
 
<focus on bonds>

Yeah, a few guys showed where their best models did passably well in the Bonds but got smashed in the spoos.

Some of the gear heads suggested that the variables the traders had could be switched around; providing profitable trades by inverting the signals.

I was not so enchanted by this approach. It's easy to say this stuff in a pristine environ. When there is cash on the line I wonder how many would be willing to trust such an assumption.
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