Posted By: richard   Date: Tue Nov 3, 2009

Title: updated model

Message:
  Please describe the anticipated changes in the frequency of trades - based on past experience and data.
 

Response:
  We made no model changes. We did do an update of the networks used to calculate the forecast. We do this about three times a year. A library update means that we remove some networks that have not been performing well and include networks that have. The updated library trades about 4 times more often than the previous library. Since we had only 1 trade in the past three months, I see no problem here. The computed return with the updated library is about double that of the previous library.