Re: EOL WTI Historical Trade Simulation

---------------------- 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