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To: Patrick Slevin who wrote (17336)3/3/1999 6:21:00 AM
From: Brian Hornby  Read Replies (1) | Respond to of 44573
 
Patrick. I optimized using pre-November 20 data. Data for post Nov 20 is used for model verification. I think we are saying the same thing.

BTW I threw up a bond model as well. That one is still short, but the signal is turning up and so it may go long soon. But for tomorrow hold short is the signal.

geocities.com:80/WallStreet/Bureau/5296/index.html