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<SPAN
class=379234105-26022003>Jeff,
I will
look for it next week. Thanks
Jayson
<FONT face=Tahoma
size=2>-----Original Message-----From: JJ <jparent@xxxxxxxxx>
[mailto:jparent@xxxxxxxxx]Sent: Tuesday, February 25, 2003 7:59
PMTo: amibroker@xxxxxxxxxxxxxxxSubject: [amibroker] Re:
RSCi've been working on a sector rotation system for a
couple of yearsnow (on and off, not straight thru!). there are a lot
of ideas torank sectors, find momentum and so on. up here in canada
there iseven a mutual fund that ranks ETFs for momentum. they have
observedthat momentum of 12 month ROC persists. search for "tactonics"
to seemore. i think there was an article in TASC a while back that
usedFidelity Select funds in a sector strategy. there are minor
problemwith the strategies. in the case of ranking individual
stocks,volatility is not normalized, adding significant noise to
thedistribution of results. where ETFs or similar are used, market
capadds noise. i will be presenting my method at an upcoming
TorontoTASUG meeting and will post to the "past presentaions" section.
should be there sometime this friday. amibroker was a must in mystudy,
so hats off to TJ.<A
href="">http://toronto.tasug.com/jeff---
In amibroker@xxxxxxxxxxxxxxx, "Jayson" <jcasavant@xxxx> wrote:>
All,> > I just picked up an interesting article that lends itself
to thethreads of> last week regarding using one set of data to
influence another set.I posted> the PDF to the file section. Those
interested in Sector rotation mayfind it> of interest. It is geared
towards Metastock users and the last partof the> article is an ad but
for some it may be an interesting read.> > The concept lends
itself to Amibroker since we have the ability toeasily> create custom
sector indexes. For those interested in SectorRotation read> on, if
not hit delete..........Send
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