Re: [amibroker] Artificial intelligence

 

Hi Ton, I won't say too much because I think it's part of my edge. The gist of it is that ROC() is a two-point measure along one dimension but change is both multi-point and also multi-dimensional. When change is broken down into a series of one-dimensional measurements related by Pearson's or other relational measures, there are information leaks.

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Posted by: rosenberggregg@yahoo.com
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