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While superframe continues to be widely utilized, an improvement came about in the 1980s in the form of extended superframe (ESF), shown in Figure 3-42. ESF groups 24 frames into an entity instead of twelve and, like superframe, reuses some of the frame bits for other purposes. Bits 4, 8, 12, 16, 20, and 24 are used for framing and form a constantly repeating pattern (001011 . . . ). Bits 2, 6, 10, 14, 18, and 22 are used as a six-bit cyclic redundancy check (CRC) to check for bit errors on the facility. Finally, the remaining bits all of the odd-numbered frame bits in the frame are used as a 4 Kbps facility data link for end-to-end diagnostics and network management tasks. ESF provides one major benefit over its predecessors: the ability to do unintrusive testing of the facility. In earlier systems, if the user reported trouble on the span, the span would have to be taken out of service for testing. With ESF, that is no longer necessary because of the added functionality provided by the CRC and the facility data link.



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A standardportfolio of futures markets is employed for all tests of entry methods reported in this section. The reason for a standard portfolio is the same as that for a fixed-exit strategy or dollar volatility equalization: to ensure that test results will

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For that update a class Tests in chapter16 test application project and add the following using statements at the top to add reference to the ValidationLibrary class library: using ValidationLibrary; If you re unfamiliar with unit testing frameworks, they typically work by examining the metadata on classes and methods to get the necessary cues as to what to do A class that contains test methods is decorated with the TestClass attribute, and individual test methods are decorated with TestMethod, as shown in the following namespace chapter16 { [TestClass] public class Tests : SilverlightTest { [TestMethod] public void TestRangeTooLow() { AssertIsFalse(ValidatorsvalidateRange(0, 10, 20)); } [TestMethod] public void TestRangeAtUpperBound() { AssertIsTrue(ValidatorsvalidateRange(20, 10, 20)); } } } Initially with the previous two tests, the TestRangeTooLow test will succeed and the TestRangeAtUpperBound will fail, which I will explain in details later in this section.

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be valid, comparable, and consistent in meaning All price series were obtained from Pinnacle Data in the form of continuous contracts, linked and back-adjusted as suggested by Schwager (1992) The standard portfolio is composed of the following markets (also see Table II-l): the stock indices (S&P 500, NYFE), interest rate markets (T-Bonds, 90-day T-Bills, lo-Year Notes), currencies (British Pound, Deutschemark, Swiss Franc, Japanese Yen, Canadian Dollar, Eurodollars), energy or oil markets (Light Crude, #2 Heating Oil, Unleaded Gasoline), metals (Gold, Silver, Platinum, Palladium), livestock (Feeder Cattle, Live Cattle, Live Hogs, Pork Bellies), traditional agriculturals (Soybeans, Soybean Meal Soybean Oil, Corn, Oats, Wheat), and other miscellaneous commodities (Coffee, Cocoa, Sugar, Orange Juice, #2 Cotton, Random Lumber) Selection of markets was aimed at creating a high level of diversity and a good balance of market types.

E1, used for the most part outside of the United States and Canada, differs from T1 on several key points. First, it boasts a 2.048 Mbps facility, rather than the 1.544 Mbps facility found in T1. Second, it utilizes a 32channel frame rather than 24. Channel 1 contains framing information and a four-bit cyclic redundancy check (CRC-4); Channel 16 contains all signaling information for the frame; and channels 1 through 15, and 17 through 31 transport user traffic. The frame structure is shown in Figure 3-43. There are a number of similarities between T1 and E1 as well: Channels are all 64 Kbps and frames are transmitted 8,000 times per second. And whereas T1 gangs together 24 frames to create an extended superframe, E1 gangs together 16 frames to create what is known as an ETSI multiframe. The multiframe is subdivided into two sub-multiframes; the CRC-4 in each one is used to check the integrity of the sub-multiframe that preceded it. A final word about T1 and E1: Because T1 is a departure from the international E1 standard, it is incumbent upon the T1 provider to perform all interconnection conversions between T1 and E1 systems. For example, if a call arrives in the United States from a European country, the receiving American carrier must convert the incoming E1 signal to T1. If a call originates from Canada and is terminated in Australia, the Canadian originating carrier must convert the call to E1 before transmitting it to Australia.

When T1 and E1 first emerged on the telecommunications scene, they represented a dramatic step forward in terms of the bandwidth that service providers now had access to. In fact, they were so bandwidth rich

While the stock index bond, currency, metal, energy, livestock, and grain markets all have representation, several markets (eg, the Nikkei Index and Natural Gas) would have improved the balance of the portfolio, but were not included due to the lack of a sufficient history In the chapters that follow, entry models am tested both on the complete standard portfolio and on the individual markets that compose it Since a good system should be able to trade a variety of markets with the same parameters, the systems were not optimized for individual markets, only for the entire portfolio Given the number of data points available, optimizing on specific markets could lead to undesirable curve-fitting Unless otherwise noted, quotes from August 1, 1985, through December 31, 1994, are treated as in-sample or optimization data, while those from January 1, 1995, through February 1,1999, are used for out-of-sample verification.

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