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Strategies & Market Trends : The Rational Analyst -- Ignore unavailable to you. Want to Upgrade?


To: Bucky Katt who wrote (47)12/16/1997 9:38:00 AM
From: Skipperr  Respond to of 1720
 
(Off Topic)

WJ - Thanks for clarifying VAR. Seems that it is narrowly focused and although useful as an input, has its limits. Human emotion can be tracked with sentiment but I don't know how to correctly interpret that so as to confidently predict the market with a high degree of success in future planning.

Re. South Korea, I can't believe either that those managing $B's did not hedge currency risk. Wow!

Regarding the models I use, I can't go along with Page 3 of 7, in Trading Tips, geocities.com
Never Invest Money You Can't Afford To Lose. I know these are rules for trading, not investing. I invest almost 100% of my money using models based on RelStrMo, Return, and Alpha. Although they do start from a point in time, I don't believe they tend to regress to the mean. Like everything in life that is worthwhile, it is not easy developing, testing, and implementing these models for return and robustness to produce super-good real-time results. I'll keep trying!

Always enjoy your posts and learn a lot from your statements!

Skipper