Enron Mail

From: andy@kalotay.com To: vkamins@enron.com Subject: More hedge effectiveness testing Cc: Bcc: Date: Mon, 11 Sep 2000 07:27:00 -0700 (PDT) Vince, Have you seen the latest version of our article? In a nutshell, it establishes both what's right and what's wrong with r-squared/regression. Essentially, r-squared is fine PROVIDED that the amount of the derivative optimal, but otherwise it makes little sense. Please let me know what you think about this. Regards, Andy Andrew Kalotay Associates, Inc. (212) 482-0900 andy@kalotay.com Visit our web-site http://www.kalotay.com - FAS133 article.pdf