Re: random walk forecast
Ответить Ответы и комментарииФорум
Отправлено zayatsz, 07:39:47 18/09/2002
в ответ на: В связи с требованиями убрать это сообщение из ленты, отправлено А. Г., 16:27:11 17/09/2002
 
A.G. this reminds of something that I read, happened in U.S. At some big trading firm there was a contest to predict Dow Jones value in 2 months or something like that. There were like 50 participants. The person who got the closest to actual value was the person who used Random Walk model. I think this case was described by Eckhardt where he says that «most traders trade worse than random.» So your results don't suprise me at all.


Ответы и комментарии:

[an error occurred while processing this directive]

Форум Начало Ответить Назад Вперед

Rambler's Top100