Thanks.
--- In [email protected], "sdkingman" <markh...@...> wrote:
>
> --- In [email protected], "whitneybroach" <WhitneyBroach@> wrote:
> >
> > Tested tango5 without Fasttrack?
> >
> > I'd like to backtest tango5 before committing to a new data feed. :)
> >
> > I found a RUTVOL implementation here
> > <http://www.amibroker.com/library/detail.php?id=307> and am still just
> > poking around.
> >
> > All helpful suggestions are appreciated.
> >
> > Best regards,
> >
>
> A couple years ago I experimented with tango5 using QP3 data. It seems that
> the RUTVOL results were slight different from those obtained by using FT
> data. How much did the difference affect performance? I could not tell. You
> can get a lot of useful information about tango5 here:
> http://www.donsfunds.com
>
