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Technology Stocks : DELL Bear Thread -- Ignore unavailable to you. Want to Upgrade?

To: lin luo who wrote (1600)	8/20/1998 2:11:00 AM
From: Moominoid	Read Replies (1) \| Respond to of 2578

which happened to be invented from where I came from, by Sir G. Box Where did you come from? I wish I knew why this works. Unfortunately I'm not as mathematically adept as you are apparently. I'm hoping to learn more in that area. I do have quite a lot of experience with applied econometrics as you'll see if you check my CV on my website. The best challenge for me is to achieve something that everyone else says is impossible. Anyway the Black Scholes options equations do have problems particularly when there are large price movements because of the unrealistic assumptions they make. Do speculators using calls never make any money?

To: lin luo who wrote (1600)	8/20/1998 9:34:00 AM
From: Moominoid	Read Replies (1) \| Respond to of 2578

ARIMA I realized after your last message that maybe you think I'm using ARIMA models to forecast stock prices. I'm not. I don't think that is possible. Also I'm not using an ARIMA model in the sense of the Box-Cox tradition, though some of my models may have ARIMA representations. Actually I've never used Box-Cox ARIMA models for anything. I think econometrics has progressed quite a bit since then. I'm not even producing a forecast with an econometric model as such. The numbers I might post are either based on fundamental analysis or they are simply likely bounds based on a naive extrapolation of Bollinger Bands. Also I think Elliott Waves are about as scientific as psycho-analysis. However, Elliott type patterns do show up and it would be interesting to get the Elliott traders take on the situation.