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Re: [amibroker] Portfolio Trading Presentation



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Al,
 
AB can do everything that is presented in Gary's presentation 
and more.
 
Best regards,Tomasz Janeczkoamibroker.com
<BLOCKQUOTE 
>
  ----- Original Message ----- 
  <DIV 
  >From: 
  Al 
  Venosa 
  To: <A title=amibroker@xxxxxxxxxxxxxxx 
  href="">amibroker@xxxxxxxxxxxxxxx 
  Sent: Friday, November 14, 2003 9:42 
  PM
  Subject: Re: [amibroker] Portfolio 
  Trading Presentation
  
  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: 
    <A title=serkhoshian777@xxxxxxxxx 
    href="">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,
        <P class=MsoNormal 
        ><SPAN 
        >Gary<SPAN 
        >
         
        
        
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