wti trading simulation model presentation vince since today sent presentation model prepared john feedback would appreciate review make final version obviously simulation model going make big impact online trading happy accomplished task effciently elegantly zimin forwarded zimin lu hou ect 12 06 2000 01 25 pm zimin lu 12 06 2000 01 21 pm john j lavorato corp enron enron cc stinson gibner hou ect ect vince j kaminski hou ect ect subject wti trading simulation model presentation john put together presentation simulation model wti market maker p l results investigated assuming different scenarios key variable number trade per day therefore varied 200 1000 trades scenarios generated different spreads net open position allowed time period take look prepared let know things want add delete questions happy discuss zimin ps presentation open close trading produce exact sequence continuous trading close close approve content