|
PureBytes Links
Trading Reference Links
|
Fred, not exactly. My approach is to take combinations of systems
(usually two at a time) and score them (individually and combined)
against a large universe of stocks to quantify the diversification
afforded by combining the systems. Then I take the combined systems
and score them against different portfolios (in watchlists) to
quantify the diversification afforded by the different portfolios.
--- In amibroker@xxxxxxxxxxxxxxx, "Fred" <fctonetti@xxxx> wrote:
> Mark,
>
> If what you are asking about is the capability of scoring based on
> equity feedback, this is doable but you have to write the routines
> the way you want them in the scoring module. If I'm not
> understanding you then explain more please.
>
> --- In amibroker@xxxxxxxxxxxxxxx, "MarkF2" <feierstein@xxxx> wrote:
> > Can PT analyze the single equity curve of multiple systems
> > simultaneously tested against a portfolio of securities? That's
> what
> > I need an easier way of doing. Didn't see anything in the
> > documentation about it.
> >
> > --- In amibroker@xxxxxxxxxxxxxxx, "Fred" <fctonetti@xxxx> wrote:
> > > Yuki,
> > >
> > > I am not one to push s/w, especially my own, on other folks but
> > > thought Portfolio Trader would be of some value to you, no ?
> > >
> > > Fred
> > >
> > > --- In amibroker@xxxxxxxxxxxxxxx, Yuki Taga <yukitaga@xxxx> wrote:
> > > > Hi Fred,
> > > >
> > > > Wednesday, July 9, 2003, 7:23:29 AM, you wrote:
> > > >
> > > > F> I can tell ...
> > > >
> > > > <rotfl> ^^_^^
> > > >
> > > > Yuki
------------------------ Yahoo! Groups Sponsor ---------------------~-->
Free shipping on all inkjet cartridge & refill kit orders to US & Canada.
Low prices up to 80% off. We have your brand: HP, Epson, Lexmark & more.
http://www.c1tracking.com/l.asp?cid=5510
http://us.click.yahoo.com/y8_tZA/6oVGAA/ySSFAA/GHeqlB/TM
---------------------------------------------------------------------~->
Send BUG REPORTS to bugs@xxxxxxxxxxxxx
Send SUGGESTIONS to suggest@xxxxxxxxxxxxx
-----------------------------------------
Post AmiQuote-related messages ONLY to: amiquote@xxxxxxxxxxxxxxx
(Web page: http://groups.yahoo.com/group/amiquote/messages/)
--------------------------------------------
Check group FAQ at: http://groups.yahoo.com/group/amibroker/files/groupfaq.html
Your use of Yahoo! Groups is subject to http://docs.yahoo.com/info/terms/
|