Message-ID: <32080855.1075857690156.JavaMail.evans@thyme> Date: Tue, 1 May 2001 09:23:00 -0700 (PDT) From: lavorato@enron.com To: frank.hayden@enron.com Subject: RE: Mime-Version: 1.0 Content-Type: text/plain; charset=us-ascii Content-Transfer-Encoding: 7bit X-From: Lavorato, John X-To: Hayden, Frank X-cc: X-bcc: X-Folder: \jlavora\Sent Items X-Origin: Lavorado-J X-FileName: jlavora.pst first i heard about this. -----Original Message----- From: Hayden, Frank Sent: Tuesday, May 01, 2001 10:53 AM To: Lavorato, John Subject: John, I heard that the traders are required to put together supporting documentation for large trades, outlining fundamentals and market assumptions. Is this true? And if possible, any chance I could review the files? I'm thinking we/RAC can add value by perhaps "balancing" out analysis and maybe even suggest a way to optimize the process by periodically backtesting analytical assumptions. (e.g. Are we making money because are analysis was correct, or are there "new" features driving the market.) Frank