years ago, i knew a bunch of people who tried trading commodities using Kalman filter analysis to determine price direction. they couldn't make a buck. with your approach, i would be surprised if your fate turns out to be any different.
Spott – forget to take your happy pills?
Here's my read on your post. A guy I don’t know, tells me about a bunch of guys that I definitely don’t know, and how they couldn’t make a buck using a Kalman filter. Ergo, I will most likely have the same fate.
Value: Zero
Thanks anyway
Bleasby
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