Dear Martin, Like you I don't knot the strings at the peg, but in 55 years of stringing guitars I've found that "back looping" the string around the peg puts a bit of friction on it without having a full tension crossover that can cut a string. By "back looping" I mean bringing the bitter end (seaman's term, the loose end) in the reverse direction of the "wind" and making a few turns around the standing end where it comes out of the peg, Holding that tight while winding on the first couple of turns on the peg makes a friction that isn't directly in the pull of the string tension (as a knot would be). Then once one has the string up to pitch one can clip the loose end close.
Best, Jon To get on or off this list see list information at http://www.cs.dartmouth.edu/~wbc/lute-admin/index.html
