Hi Ton,
I'm sorry for being frustrating. I will add that you are right in a sense. What I was obliquely saying is that it matters in how many dimensions your two points live. Two points in (for example) a 3-dimensional space correspond to six points in 1-dimensional space. ROC() is a two-point, one dimensional measure. I measure market change as a vector quantity within a hyper-cube. That's the gist of it. The "proprietary" part of things are how many and what dimensions I use to construct the cube, and the meanings of movements within it.
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Posted by: rosenberggregg@yahoo.com
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