Message-ID: <9857866.1075856529238.JavaMail.evans@thyme> Date: Tue, 2 Jan 2001 01:55:00 -0800 (PST) From: vince.kaminski@enron.com To: vkaminski@aol.com Subject: Re: EOL WTI Historical Trade Simulation Mime-Version: 1.0 Content-Type: text/plain; charset=us-ascii Content-Transfer-Encoding: 7bit X-From: Vince J Kaminski X-To: vKaminski@aol.com X-cc: X-bcc: X-Folder: \Vincent_Kaminski_Jun2001_4\Notes Folders\'sent mail X-Origin: Kaminski-V X-FileName: vkamins.nsf ---------------------- Forwarded by Vince J Kaminski/HOU/ECT on 01/02/2001 10:01 AM --------------------------- Zimin Lu 12/28/2000 05:27 PM To: Stinson Gibner/HOU/ECT@ECT cc: (bcc: Vince J Kaminski/HOU/ECT) Subject: Re: EOL WTI Historical Trade Simulation Stinson, Thanks a lot for so much work you have done for the simulation model. It seems that our work will make an impact on EOL trading, that is very exciting. Could you e-mail me the spreadsheet model so that I can catch up with the changes you have made ? I read a few books during this vocation. Especially a stochastic processes book, I finished the entire book. The queueing theory is very fascinating, and hopefully we can apply the theory to a real EBS project. I will take my family out to see the Nature Bridge Caverns near San Antonio tomorrow. See you on Tuesday. Happy New Year ! Zimin Stinson Gibner 12/27/2000 08:09 PM To: Greg Whalley/HOU/ECT@ECT, John J Lavorato/Corp/Enron@Enron cc: Vince J Kaminski/HOU/ECT@ECT, Zimin Lu/HOU/ECT@ECT Subject: EOL WTI Historical Trade Simulation Greg, Here are results corrected for spread profit per round-trip transaction. Prior results incorrectly counted a spread profit per trade. Stinson