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was less than minus the same multiple of the average absolute deviation Entries were executed at the open (Test 4), on a limit (Test S), or on a stop (Test 6) Optimization was for the length of the moving averages (stepped from 5 to 15 in increments of 5), the displacement (1 to 10 in steps of l), and the threshold (15 to 25 in steps of 05) Best results were achieved with the length, displacement, and threshold parameters set to 10, 10, 2 for the market-at-open and 15, 9, 15 for the limit and stop Overall, results were worse than for the crossover model Heavy losses occurred in both samples across all order types The same poor performance was observed when seasonal effects were analyzed with the momentum model Longs again performed better than shorts.



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Downloaded from Digital Engineering Library @ McGraw-Hill (www.digitalengineeringlibrary.com) Copyright 2004 The McGraw-Hill Companies. All rights reserved. Any use is subject to the Terms of Use as given at the website.

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With entry at open, portfolio equity declined smoothly and severely, with the rate of loss gradually decreasing over time With a limit order, equity steadily decreased With a stop, equity dropped sharply from the beginning of the sample until August 1988, then declined gradually In-sample, the S&P 500, NYFE, Deutschemark, and Swiss Franc were somewhat profitable across all orders Out-of-sample, the S&P 500 and NYFE neither profited nor lost, but the Deutschemark did well with entry at open, and the Swiss Franc with entry on limit and on stop As with the crossover model, there were many more profitable market-order combinations Tests of the Crossover Model with Confirmation This is identical to the basic crossover model except that entries were only taken when an appropriate reading of the Fast %K Stochastic confirmed lunar market behavior.

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registers. The clock is the device that provides synchronization and timing to all devices in the computer, and is characterized by the number of clock cycles per second it is capable of generating. These cycles are called Hertz; modern systems today operate at a range of speeds as high as 4 Megahertz, or MHz. The faster the clock, the faster the machine can perform computing operations. The ALU is the specialized silicon intelligence in the CPU that performs the mathematical permutations that make the CPU useful. All functions performed by a computer word processing, spreadsheets, multimedia, videoconferencing . . . all functions are viewed by the computer as mathematical functions and, therefore, are executed as such. It is the job of the ALU to carry out these mathematical permutations. Registers are nothing more than very fast memory located close to the ALU for rapid input/output functions during execution cycles.

Raised when the capture process has failed to capture from the requested audio and/or video devices. Raised when the capture image process has completed and an image is returned. You can retrieve the captured image by calling CaptureImageCompletedEventArgs.Result method from the event data.

Downloaded from Digital Engineering Library @ McGraw-Hill (www.digitalengineeringlibrary.com) Copyright 2004 The McGraw-Hill Companies. All rights reserved. Any use is subject to the Terms of Use as given at the website.

Specifically, if the lunar crossover suggested a buy, it was only acted upon if Fast %K was below 25%; before a buy occurred, the market had to be down or near a bottom, as expected on the basis of the lunar rhythm Likewise, a lunar sell was not taken unless the market was near a possible top, ie, Fast %K greater than 75% Entries were at the open, on a limit, or a stop (Tests 4 to 6, respectively) The length of the moving averages (avglen) was optimized from 3 to IS in increments of 3, and displacement (disp) from 0 to 15 in increments of 1 Best performance was achieved for entry at the open, and on a limit, with a moving average length of 15 and a displacement of 12; the best stop entry occurred with a length of 12 and a displacement of 5.

As a service provisioning technology, satellites may seem so far out (no pun intended) that they may not appear to pose a threat to more traditional telecommunications solutions. At one time, that is, before the advent of LEO technology, this was largely true. Geosynchronous satellites were extremely expensive, offered low bit rates, and suffered from serious latency that was unacceptable for many applications. Today, this is no longer true. Today, GEO satellites offer high-quality, two-way transmission for certain applications. LEO technology has advanced to the point that it now offers low-latency, two-way communications at broadband speeds, is relatively inexpensive, and as a consequence poses a clear threat to terrestrial services. On the other hand, the best way to eliminate an enemy is to make the enemy a friend. Many traditional service providers have entered into alliances with satellite providers; consider the agreements that exist between DirecTV and SBC Corporation. By joining forces with satellite providers, service providers create a market block that will help them stave off the short-term incursion of cable. Between the minimal infrastructure required to receive satellite signals and the soon-to-be ubiquitous deployment of DSL over twisted pair, incumbent local telephone companies and their alliance partners are in a reasonably good position to counter the efforts of cable providers wishing to enter the local services marketplace. In the long term, however, wireless will win the access game.

A number of wireless technologies have emerged in the last few years that are worth mentioning including 802.11, WiMAX, Ultra-Wideband, ZigBee, SF-OFCDM, Bluetooth, and the WAP.

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