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models, with the front-weighted triangular still the best for the slope models. When looking at individual tests, the particular combination of a frontweighted triangular moving average, the slope model, and entry on stop (Test 21) produced the best out-of-sample performance of all the systems tested. The out-ofsample results for the front-weighted triangular slope models seemed to be better across all order types. There apparently were some strong interactions between the various factors across all tests, e.g., for the crossover model on the in-sample data, entry at the open was consistently close to the worst, entry on stop was somewhere in between, and entry on limit was always best, regardless of the moving average



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Performance of Trend-Following Moving Average Entry Models Broken Down by Order, Moving Average Type, Model, and Sample

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interface, nor does it adequately support congestion control This is not generally a problem for private networks, but it does become problematic for service providers who wish to interconnect PSTNs and provide national service among a cluster of providers As a result of this, many service providers have chosen to deploy SIP instead of H323 in their national networks SIP is designed to establish peer-to-peer sessions between Internet routers The protocol defines a variety of server types, including feature servers, registration servers, and redirect servers SIP supports fully distributed services that reside in the actual user devices and, because it is based on existing IETF protocols, provides a seamless integration path for voice/data integration Ultimately, telecommunications, like any industry, revolves around profitability Any protocol that allows new services to be deployed inexpensively and quickly immediately catches the eye of service providers.

used. Out-of-sample, the findings were much more mixed: With the simple moving average, the pattern was similar to that for the in-sample period; however, with the exponential moving average, the limit performed worst, the stop best, and the open not far behind. Out-of-sample, with the front-weighted triangular average, the stop performed by far the worst, with the limit back to the best performer. These results indicate interaction between the moving average, entry order, and time. The slope model, in-sample, had the entry at open always performing worst; however, although the results were often quite close, the limit and stop orders were hvice seen with the limit being favored (simple moving average and adjusted moving

Like TCP/IP, SIP provides an open architecture that can be used by any vendor to develop products, thus ensuring multivendor interoperability And because SIP has been adopted by such powerhouses as Lucent, Nortel, Cisco, Ericsson, and 3Com, and is designed for use in large carrier networks with potentially millions of ports, its success is reasonably assured Originally, H323 was to be the protocol of choice to make this possible And while H323 is clearly a capable suite of protocols and is indeed quite good for VoIP services that derive from ISDN implementations, it is still incomplete and is quite complex As a result, it has been relegated to use as a video-control protocol and for some gatekeeper-to-gatekeeper communications functions The intense interest in moving voice to an IP infrastructure is driven by simple and understandable factors: cost of service and enhanced flexibility.

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