Auto-Pilot Disengaged – August 8, 2011

[Billy]

Is the "POMO periods / ETF Confirmation" a case of correlation or a case of causation in the process of developing new robot rules (http://stats.org/faq_vs.htm)? I would feel quite more comfortable with the ETF confirmation rule if the rationale for its use during POMO periods was inferred based on logical grounds prior to a data mining exercise that shows the superior performance it produces.

Trader D

Unfortunately, your link is dead so I'm not sure I understand your question well.
Pascal is the leader in mathematical/statistical expertise and is surely better qualified than me for responding.
Billy

[TraderD]

Unfortunately, your link is dead so I'm not sure I understand your question well.
Pascal is the leader in mathematical/statistical expertise and is surely better qualified than me for responding.
Billy

Sorry, Billy, the link should be devoid of the question mark: http://stats.org/faq_vs.htm

HTH,

Trader D