Eugene, my name is Michael. Alexana is my daughter's name, which I use as a 
screen name.




________________________________
From: nonlinear5 <[email protected]>
To: JBookTrader <[email protected]>
Sent: Wed, December 1, 2010 10:56:27 AM
Subject: [JBookTrader] Re: Status of Kalman filter?

> Eugene,
> What about Mike's idea of taking the averaging coefficients used to
> compute EMA's
> and making them a function of volatility , variance, or  standard
> deviation of the 'value' ?
>

I am not sure what post you are referring to, and I don't see anyone
named Mike in this discussion.

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