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 MarketTrak Question/Comment Message

Posted By: Rolf   Date: Fri Sep 19, 2008

Title: Model update

  as you have updated the model, will the historical performance of the model (PDF file) change as well or does this remain as it is today? I use this data for my backtesting software.

  Rolf, The model was NOT updated. We are still using version 16.2. We only added some new networks to the forecast library and removed some that were not performing well. None of the previous results were altered including what is in the PDF historical data file. The only changes you will see are the forecasts and trading positions going forward from today.

  I am still working on the developmental model but I am not convinced yet that it is better than the model we currently use. I am in the process of doing some additional validation studies to get a better understanding of the differences. If I switch to this model, it will probably not be until early next year.


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