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<SPAN
class=496482801-18022003>Al,
In QP2
it is called % inst....
<SPAN
class=496482801-18022003>
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align=baseline alt="" border=0 hspace=0
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Jayson
<FONT face=Tahoma
size=2>-----Original Message-----From: Avcinci
[mailto:avcinci@xxxxxxxxxxx]Sent: Monday, February 17, 2003 7:01
PMTo: amibroker@xxxxxxxxxxxxxxxSubject: Re: [amibroker]
Stock Pairs
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 href=""
title=jcasavant@xxxxxxxxxxxx>Jayson
To: <A
href=""
title=amibroker@xxxxxxxxxxxxxxx>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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