|
PureBytes Links
Trading Reference Links
|
Hi, Gary:
I thoroughly enjoyed your presentation. I have a question: Can Amibroker do
most of the stuff you referred to that PT can do? I hate the thought of having
to learn yet another software package. There simply are not enough hours in the
day (at least until I retire!!).
Al Venosa
<BLOCKQUOTE
>
----- Original Message -----
<DIV
>From:
Gary
A. Serkhoshian
To: <A title=amibroker@xxxxxxxxxxxxxxx
href="">amibroker@xxxxxxxxxxxxxxx
Sent: Friday, November 14, 2003 11:47
AM
Subject: Re: [amibroker] Portfolio
Trading Presentation
Hi John,
Thanks for the kind comments. The idea behind the presentation is
that timing and selection should be viewed separately so that the results of
one don't cloud the other, and then bring the two together in a synergistic
fashion. More importantly, selection is value-added to a solid timing
methodology.
In other words, we want a selection method that matches our timing
signal. When we are trading short-term, swing-trading systems for
example, we would want as much beta as we can stand to maximize returns over
the period. Clearly there are other selection methods for short-term
systems.
An example in the mutual fund world is the RUTVOL signal which is an
intermediate term signal. Consequently, we'd want a selection method that
matches that holding period. A good example is Werner Gansz' ncAlpha
which essentially is telling you how well-behaved the price action is over a
given period. UPI is another interesting selection method for int-term
systems.
If this isn't too much info, then you could blend the two where you have
a short term selection method on day of entry, but change your ranking method
as the trade develops.
As many have written on this board, AmiBroker is limited only by what
your imagination can produce. All of the above discoveries have only
come about since my use of AB.
Hope this helps,
Gary
john gibb <jgibb1@xxxxxxxxxxxxx> wrote:
<BLOCKQUOTE class=replbq
>
nice presentation, Gary!
Can you clarify or elaborate on the
beta-volatility relationship you imply here (i hope I have quoted you
accurately)?
"...beta (for selection) is
more of a swing-term-selection methodology (where you are just trading pure
volatility off of biotech)..."
thanks,
john
<BLOCKQUOTE
>
----- Original Message -----
<DIV
>From:
<A title=serkhoshian777@xxxxxxxxx
href="">Gary A. Serkhoshian
To: <A
title=amibroker@xxxxxxxxxxxxxxx
href="">amibroker@xxxxxxxxxxxxxxx
Sent: Thursday, November 13, 2003
7:32 AM
Subject: [amibroker] Portfolio
Trading Presentation
<SPAN
>Hi all,
<SPAN
>
<SPAN
>I gave a presentation on
Portfolio Trading up in scenic <SPAN
>Buffalo<SPAN
>, <SPAN
>Texas<SPAN
> a few weeks ago, and Bruce
Robinson was kind enough to capture it as a screen cam. Should be
helpful for those still confused about portfolio trading, and for those
more experienced it'll provide a new perspective. Give it a
look.
<SPAN
>
<SPAN
>The presentation I'll give at
the February AmiBroker conference in <SPAN
>Clearwater<SPAN
> will go into much more depth
with plenty of examples and practical application. The talk in
<SPAN
>Buffalo<SPAN
> was only slotted for an hour,
and fortunately I will have substantially more time in
<SPAN
>Clearwater<SPAN
> in order to really dig in to
portfolio trading.
<SPAN
>
<SPAN
>Should be good fun and great
learning. As if you needed another reason to be in
<SPAN
>Florida<SPAN
> during the Winter (not to
forget our friends down-under who'll be sweltering in the Summer heat : )
.
<SPAN
>
<SPAN
>Here's the link to the
site:
<SPAN
>
<SPAN
><A
href="">www.omniphase.com/gary
<SPAN
>
<SPAN
>username:
guest
<SPAN
>password:
<SPAN
>hollywood<SPAN
>
<SPAN
>
<SPAN
>The file is not small (67MB),
and is a camtasia screen cam movie packaged with a player. Just
double-click, it'll unpack, and play. I know your Mother told you to
never click on .exe files off the web, but I can assure you
it is safe !! : ) Dingo will club me over the head if it isn't
: )
<SPAN
>
<SPAN
>Hope it helps, and thanks to
all the contributors who make this board a constant source of new
learning.
<SPAN
>
<SPAN
>Kind
Regards,
<SPAN
>Gary<SPAN
>
Do you Yahoo!?Protect
your identity with Yahoo! Mail AddressGuard Send BUG
REPORTS to bugs@xxxxxxxxxxxxxSend SUGGESTIONS to
suggest@xxxxxxxxxxxxx-----------------------------------------Post
AmiQuote-related messages ONLY to: amiquote@xxxxxxxxxxxxxxx (Web page:
<A
href="">http://groups.yahoo.com/group/amiquote/messages/)--------------------------------------------Check
group FAQ at: <A
href="">http://groups.yahoo.com/group/amibroker/files/groupfaq.html
Your use of Yahoo! Groups is subject to the <A
href="">Yahoo! Terms of Service.
Send BUG REPORTS to bugs@xxxxxxxxxxxxxSend
SUGGESTIONS to
suggest@xxxxxxxxxxxxx-----------------------------------------Post
AmiQuote-related m! essages ONLY to: amiquote@xxxxxxxxxxxxxxx (Web page:
<A
href="">http://groups.yahoo.com/group/amiquote/messages/)--------------------------------------------Check
group FAQ at: <A
href="">http://groups.yahoo.com/group/amibroker/files/groupfaq.html
Your use of Yahoo! Groups is subject to the <A
href="">Yahoo! Terms of Service.
Do you Yahoo!?Protect
your identity with Yahoo! Mail AddressGuard
Send BUG REPORTS to bugs@xxxxxxxxxxxxxSend SUGGESTIONS to
suggest@xxxxxxxxxxxxx-----------------------------------------Post
AmiQuote-related messages ONLY to: amiquote@xxxxxxxxxxxxxxx (Web page: <A
href="">http://groups.yahoo.com/group/amiquote/messages/)--------------------------------------------Check
group FAQ at: <A
href="">http://groups.yahoo.com/group/amibroker/files/groupfaq.html
Your use of Yahoo! Groups is subject to the <A
href="">Yahoo! Terms of Service.
<BLOCKQUOTE
><FONT
face="Courier New">---Outgoing mail is certified Virus
Free.Checked by AVG anti-virus system (<A
href="">http://www.grisoft.com).Version: 6.0.537
/ Virus Database: 332 - Release Date:
11/6/2003
Yahoo! Groups Sponsor
ADVERTISEMENT
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 the Yahoo! Terms of Service.
|