Technical Analysis of STOCKS & COMMODITIES
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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
Trading commodity spreads mechanically by Louis P. Lukac & B. Wade Brorsen
ARTICLE SYNOPSIS...Trading commodity spreads mechanically
by Louis P. Lukac & B. Wade Brorsen
Using a mechanical rule to trade a futures market is not new--countless mechanical methods exist
with the general purpose of creating a profit while eliminating the human factor f
AUTHOR: Louis P. Lukac and B. Wade BrorsenDATE:AUG 1989