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Strategies & Market Trends : Neural Nets - A tool for the 90's -- Ignore unavailable to you. Want to Upgrade?


To: Optim who wrote (587)5/11/1999 8:14:00 PM
From: Brian Hornby  Read Replies (1) | Respond to of 871
 
Optim,

In the last issue of Futures magazine they discussed which markets perform better for systematic trading. Yen was top, followed by coffee and bonds. S&P was positive but near the bottom of the list.

I may do a Yen model, plus perhaps crude oil. I just have to investigate further factors affecting the Yen. Pure TA approach might be a first shot, most of the systems they tested were moving average crossover and the like.

Brian



To: Optim who wrote (587)5/19/1999 1:37:00 PM
From: Optim  Respond to of 871
 
Interesting article that has some relevance to trading using a neural network. Check out Ruggeiro's comments towards the application of neural networks to trading by most newbies.

futuresmag.com

Optim