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Re: [amibroker] Stock Pairs



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Jayson,
 
Thanks for your previous answer. Just out of curiosity. How do you filter 
on institutional interest? I use QP2 as my data source. 
 
Al V.
<BLOCKQUOTE 
>
  ----- Original Message ----- 
  <DIV 
  >From: 
  <A title=jcasavant@xxxxxxxxxxxx 
  href="">Jayson 
  To: <A title=amibroker@xxxxxxxxxxxxxxx 
  href="">amibroker@xxxxxxxxxxxxxxx 
  Sent: Monday, February 17, 2003 5:40 
  PM
  Subject: RE: [amibroker] Stock 
Pairs
  
  <SPAN 
  class=495522022-17022003>Dick,
  The 
  reason I choose to develop my own sectors is that it allows me to filter 
  stocks that I would have no interest in trading and there for do not want 
  included in the index calculation. For instance I do not trade stocks less 
  than $10 or whose volume is less than 100,000 shares (50 day average) I also 
  want to see a certain level of capitalization, institutional interest etc. 
  AddToComposite allows me to create an index on stocks that meet my overall 
  criteria. 
  <SPAN 
  class=495522022-17022003> 
  The 
  reason I opt to use Sectors over industry groups is that  many of the 
  industry groups have so few components. A group of 3 stocks offer me little 
  information. I am sure there are arguments to the other side of my reasoning 
  but that is how I do it.
  <SPAN 
  class=495522022-17022003> 
  As 
  to your question of wild fluctuations are you referring to the purple line and 
  the jump in aug-sept or are you talking about the barchart scatter lines? the 
  problem is likely due to data holes. look at some stocks like JLN , there 
  are many days where this stock does not trade at all. Perhaps this type of 
  data is causing the problem?
   Jayson 
  <FONT face=Tahoma 
  size=2>-----Original Message-----From: hoierman 
  [mailto:hoierman@xxxxxxx]Sent: Monday, February 17, 2003 5:19 
  PMTo: amibroker@xxxxxxxxxxxxxxxSubject: [amibroker] 
  Stock Pairs
  
  <SPAN 
  >Dear <SPAN 
  class=SpellE>Jayson et 
  all:
  <SPAN 
  >I like your 
  idea on Stock Pairs but wondered why you didn’t use one of the sector or 
  industry groups in the data base?  
  Thanks to your help I have been using the <SPAN 
  class=SpellE>AddComp feature to screen the 199 Industry groups in the 
  US Stocks database (this approximates the IBD industry groups). This works 
  fine on a number of groups but others have a wildly fluctuating chart. (see 
  attached gif file).  This puzzles 
  me as in looking at the stocks in these groups to see why the extreme 
  fluctuations I normally can’t ascertain any one stock that causes it.<SPAN 
  >  In this one (Shoes & Apparel) the 
  only one that made a big move was Sacuny … but I 
  don’t believe it should skew the data as much as the cart shows. <SPAN 
  > If you or anyone else has a solution to 
  this problem any suggestions will be most 
  appreciated.
  <FONT face="Times New Roman" 
  size=2> 
  <SPAN 
  >R.E<SPAN 
  class=GramE>.(Dick) Hoierman
  <SPAN 
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