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Strategies & Market Trends : Waiting for the big Kahuna -- Ignore unavailable to you. Want to Upgrade?

To: Real Man who wrote (56785)	2/19/2002 1:49:11 PM
From: Moominoid	Read Replies (1) \| Respond to of 94695

Good for you! If you have a model that works, it just does - you don't have to understand it... Fractional integration, Levy distributions, etc. might be a key to the behavior of these markets, so I wanted to know them... I'm not a "scientist" for nothing - finding out why as well as predicting what will happen is what interests me most... and maybe further insights then come when you get that understanding.... I now know (I think) why I am getting so many significant lags on my models for examples, thanks to your comment about Hurst exponent.... the fact that this famous econometrician who came to my presentation at Princeton a few weeks ago (on econometric analysis of climate change) told me to look at fractional integration and the fact that I have Mandelbrot's 1982 book here for the last ten years (think it was freebie with some science book club).... all these things coming together and discussion with Peter Young who is visiting here from Lancaster etc. etc. and some progress is being made... My model said to be long today... well it often gets it wrong at this stage :) David