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Strategies & Market Trends : Systems, Strategies and Resources for Trading Futures -- Ignore unavailable to you. Want to Upgrade?

To: Compadre who wrote (26588)	6/30/1999 7:49:00 AM
From: F Robert Simms	Read Replies (1) \| Respond to of 44573

<I noticed that your SPX neural net model works pretty well. It is able to capture almost every short-term market movement recently.> :) <That black box is claimed to be able to predict tomorrow High, LOw, and the SPX direction for next 2 to 4 days in advance with the accuracy from 71-78%.> You have to be careful of claims of others about their neural nets. Often they are talking about back testing. Back testing often includes curve fitting or after the fact selection. A person may look at hundreds of models and select the one that back test the best. This contaminates the back test and may not imply that future results will be as good. Best Wishes, Bob