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a trend-following element (eg. a stop) perform better Pure countertrend models and pure trend-following models do not fare as well Moreover, adding a trendfollowing filter to an already trend-following system does not seem beneficial, but may instead increase entry cost Traders should try combining one of these countertrend models with something like the ADX trend filter Although the ADX filter may not have helped breakouts (because, liethe stop, it represents another trend-following element added to an already trend-following model), in a countertrend model such an element may provide an edge As true with break outs, the limit order performed best, except when the stop was beneficial due to its trend filtering characteristics, The results suggest certain generalizations Sometimes a stop can provide enough benefit to overcome the extra transaction costs associated with it, although a limit order generally performs best because of its ability to reduce costs.



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We will return to the central office several times as we examine the data transport side of telecommunications, but for now, let s introduce a necessarily painful component of telephony. Next, we delve into the Byzantine world of telecom regulation.





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1. 2. 3. 4. 5. 6. 7. 8. 9. 10. 11. 12. 13. 14. 15. 16. Why was it called The Bell System What is the difference between a BOC, an RBOC, and an ILEC Who were the three principal inventors working on the earliest telephones What was the Kingsbury Commitment What was the Communications Act of 1934 Why was it important What was Computer Enquiry II The Divestiture of AT&T in 1984 was far reaching. Was it a good idea Have the results of it been positive What is a central office What is the difference between an NPA and an NXX How many telephone numbers are there in a single NXX How many in an NPA Why Explain the difference between a local switch and a tandem switch. SS7 is perhaps the single most important component of the modern telephone network. Explain. Is twisted pair the only option for a local loop Explain the differences between D1, D4, and ESF. What is SONET How important is it in the modern network Explain the basic differences between a traditional, circuitswitched network and a VoIP network.

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While such a generalization might help guide a trader s choices, one has to watch for potential interactions within the moving average type-model-order combinations that may cause these generalizations to fail The variables interact: Although each variable may have its own characteristic effect, when put in combination with other variables, these effects may not maintain their integrity, but may change due to the coupling; this is demonstrated in the tests above Sometimes variables do maintain their integrity, but not always WHAT HAVE WE LEARNED When designing an entry model, try to effectively combine a countertrend element with a trend-following one This may be done in any number of ways, eg, buy on a short-term countertrend move when a longer-term trend is in progress; look for a breakout when a countertrend move is in progress; or apply a trend-following filter to a countertrend model.

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n If possible, use orders that reduce transaction costs, eg, a limit order for entry But do not be rigid: Certain systems might perform better using another kind of order, eg, if a trend-following element is needed, a stop might be advisable n Expect surprises For the slope-based models, we thought the adaptive, moving average, with its faster response, would provide the best performance; in fact, it provided one of the worst Even though traditional indicators, used in standard ways, usually fail (as do such time-honored systems as volatility breakouts), classical concepts like suppoa/resistance may not fail; they may actually be quite useful In breakouts, models based on the notion of support/resistance held up better than did, eg, volatility breakouts Likewise, moving average models.

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