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The value of optimization by Louis P. Lukac and B. Wade Brorsen
ARTICLE SYNOPSIS...The value of optimization
by Louis P. Lukac and B. Wade Brorsen
Optimization based on historical data is used widely in the futures industry to determine the most
profitable parameter sets for a trading system. The underlying premise is that if some par
AUTHOR: Louis P. Lukac and B. Wade BrorsenDATE:JUL 1988