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


To: Patrick Slevin who wrote (9613)12/6/1998 1:23:00 PM
From: Jerry Olson  Read Replies (1) | Respond to of 44573
 
Patrick

Thurs is a "roll" day???

do you mean options rolling over, or jam & butter on a hard roll<g>..

or roll deem bones????



To: Patrick Slevin who wrote (9613)12/6/1998 2:11:00 PM
From: F Robert Simms  Read Replies (1) | Respond to of 44573
 
Yours turn very quick. Long, short, long in three days?

Yes they do. The most money to be made is short term if you can get the accuracy. This model milks every penny that it can. Sometimes it will stay in for a week or so, but not often.

I tried running a thousand GRNN Models last night and thought it would take hours. It was less than 20, 30 minutes. I don't understand what you and Carl are doing different that eats up so much time.

Yes, running GRNN models is fast. What I am doing is looking at building GRNN models and then doing TDNN meta models. I am also doing several TDNN, CATNN, and BP models and then running GRNN meta models. This seems to give best results. I am also exploring other inputs, transforms and model types. The model Mike Taylor has is a GRNN meta model of none GRNN models. I don't fully trust GRNN models, but they seem to curve fit the data and give fantastic returns.

I have no plans to trade Monday, nor Thursday. By coincidence Thursday is roll day anyway so I would have a hard time with the read.

I think Monday will tell us whether we will be going up or down the next few days. I think we are in for some very volatile days ahead.

Best Wishes,

Bob
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