Message-ID: <15627346.1075856590293.JavaMail.evans@thyme> Date: Thu, 28 Dec 2000 09:27:00 -0800 (PST) From: zimin.lu@enron.com To: stinson.gibner@enron.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: Zimin Lu X-To: Stinson Gibner X-cc: X-bcc: X-Folder: \Vincent_Kaminski_Jun2001_5\Notes Folders\C:\Technote\Mail\Projects X-Origin: Kaminski-V X-FileName: vkamins.nsf 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