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[amibroker] Re: Portfolio Trading Presentation



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Trading Reference Links

As I stated earlier or in the beta forum, PT rests somewhere between 
AB's rotational and non rotational modes.  It can do some things 
AB/PT can't or at least can't easily depending on the creativity of 
the user and AB/PT can do some things that PT can't.  

I personally prefer the all in one GUI interface of PT where from an 
AFL perspective I only really need to be concerned about writing AFL 
for scoring but that's a personal preference.  There is certainly no 
need for one to use PT.  It was developed to fill what was a void in 
AB at the time and I think it accomplished that goal and it could be 
continued to be used or not depending on ones needs, preferences etc.

--- In amibroker@xxxxxxxxxxxxxxx, "Al Venosa" <advenosa@xxxx> wrote:
> 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
>   ----- Original Message ----- 
>   From: Gary A. Serkhoshian 
>   To: 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@xxxx> wrote:
>     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
>       ----- Original Message ----- 
>       From: Gary A. Serkhoshian 
>       To: amibroker@xxxxxxxxxxxxxxx 
>       Sent: Thursday, November 13, 2003 7:32 AM
>       Subject: [amibroker] Portfolio Trading Presentation
> 
> 
>       Hi all,
> 
>        
> 
>       I gave a presentation on Portfolio Trading up in scenic 
Buffalo, Texas 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.
> 
>        
> 
>       The presentation I'll give at the February AmiBroker 
conference in Clearwater will go into much more depth with plenty of 
examples and practical application.  The talk in Buffalo was only 
slotted for an hour, and fortunately I will have substantially more 
time in Clearwater in order to really dig in to portfolio trading.
> 
>        
> 
>       Should be good fun and great learning.  As if you needed 
another reason to be in Florida during the Winter (not to forget our 
friends down-under who'll be sweltering in the Summer heat : ) .
> 
>        
> 
>       Here's the link to the site:
> 
>        
> 
>       www.omniphase.com/gary
> 
>        
> 
>       username:  guest
> 
>       password:  hollywood
> 
>        
> 
>       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 : )
> 
>        
> 
>       Hope it helps, and thanks to all the contributors who make 
this board a constant source of new learning.
> 
>        
> 
>       Kind Regards,
> 
>       Gary
> 
> 
> 
> 
> 
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