MarketTrak Question/Comment Message


Posted By: Zhengyu Liu   Date: Sun Jul 8, 2007

Title: what is the delayed ANO value

Message:
 In your new trading model you use "delayed ANO value". Is that same as "ANO value computed seven days ago" in your daily summary? Thank you!

Response:
  The answer is yes. The delayed value is the value of the ANO computed seven days ago. Perhaps, I should have named it differently, but I was thinking that each ANO value will not have an impact on the trading model until seven days later. So it is delayed in that sense.

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