Posted By: Chris   Date: Sun Dec 12, 2010

Title: Looking forward to new model

Message:
  Hi Rich,
  I will be very much looking forward to the 2 day model.
  The extra time to plan trades (and not be restricted to after hours trading) is a huge plus.
  Will the model be less volatile than the current 1 day model?
  Regards,
  Chris

Response:
  I think going to a 2-day model is the right move. I will like having the extra time to place my trades. I don't know yet if the model will be less volatile. If the model was perfect, it would be just as volatile as the market; and you know how that has been. Have no fear, the model won't be perfect! :)

Tuesday, December 14 Update:  It does look like the 2-day model trades less frequently than the present 1-day forecast model. Below is a preliminary performance chart of the 2-day model. This will certainly change as we build the forecast library and make some last minute adjustments to some of the parameters.