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The code is similar to that presented in earlier chapters Only the generation of the entry signals has changed Entry signals are now issued using a pseudo-random number generator (RNG) Before entering the loop that steps through bars to simulate the process of trading, the RNG is initialized with a unique seed The initialization seed is determined by the market number and by a parameter (ranseed) By changing the parameter, a totally different sequence of random entries is generated The exact seed values are irrelevant in that, for every seed, a unique series will be generated because the period of the RNG is extremely large The RNG used is the one described as ran2 in Numen cal Recipes in C (Press et al, 1992) The period of this RNG is greater than 2 multiplied by 10 .



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The Interexchange Carriers (IXCs)





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There are four main long-distance players in the United States: AT&T, MCI, Verizon, and Sprint. These carriers face a number of seemingly insurmountable problems including rapidly increasing customer counts, growing minutes of use (MoU) per subscriber, and a rapidly declining dollars-per-transported-bit-per-mile figure, the combination of which is deadly. Needless to say, this explains their compelling argument for accelerated local service and broadband entry. One bone of contention for the IXCs is that more than 40 percent of all IXC revenues are paid to ILECs as access charges. Access charges are the fees paid to ILECs by long-distance carriers for the right to use local exchange facilities for the origination or termination of traffic transported to or from one exchange to another by an interexchange carrier. And while some access charges are billed directly to the end user, most of them are paid by interexchange carriers not an insignificant amount of money. IXCs hope that future regulatory decisions will address the magnitude of this fee. In fact, one reason that VoIP has become so popular among those deploying the service is that it is currently classified by the FCC as an information service rather than as a telecom service, which means that VoIP carriers are exempt from many of the regulatory tethers that bind traditional service providers.

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This RNG is by far better than those that normally come as part of a programming language library Inside the loop, where trading actually takes place, signals are generated based on random numbers The steps are very simple On each bar, a uniformly distributed random number between 0 and 1 is obtained from the RNG If the random number is less than 0025, a short signal is generated The probability of a short being generated on any bar is 0025; ie, a short signal should occur every 40 bars, on average If the random number is greater than 0975, a long signal is issued, these signals should also occur, on average, every 40 bars In other words, on average, a long or a short trading signal should occur every 20 bars The limit and stop prices are calculated in the usual way.

The Cable Multiple System Operators (MSOs)

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As we often hear, There s the good news, and then there s the bad news . . . In cable, the good news is that cable MSOs are taking two-thirds of all broadband data (ISP) customers and own two-thirds of the broadband consumer market. In fact, three out of five of the largest broadband providers are cable companies.

Orders are placed and exits specified in the usual manner The steps that are used to conduct each of the three tests are as follows: On the in-sample data and for each entry order type, 10 distinct series of random.

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Furthermore, they are going after voice customers with VoIP, offering the service at an incremental fee plus video, a strategy that erodes the ILECs base In fact, because they are also content providers with plenty of mindshare, cable MSOs are a more serious competitive threat to ILEC local service dominance than the CLECs are The CLECs, after all, do not, for the most part, go after residence customers; they are too difficult to provision en masse Instead they go after the aggregated enterprise customers that reside in MTUs because provisioning them is a simpler and less costly process In fact, many analysts predict that if cable MSOs can crack the code on delivery of voice and can centralize their management and repair functions, they could become the first choice for the delivery of integrated services.

entries are generated and traded. The best of those sequences are then examined on the verification or out-of-sample data. The process mimics that of optimizing a parameter in a real system by stepping it from, e.g., 1 to 10; here the parameter simply selects a totally different series of random entries for each value.

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