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Let me also state that for the most part I am pretty much exclusively
using AB as opposed to PT.
The reasons for this are very simple:
- AB does an adaquete job for what I need which is probably more than
most users need in this area.
- AB is where future development is going to for the most part take
place.
- I am a trader and I would rather spend my time developing systems
and trading those systems then developing and supporting tools.
If I have helped in some small way to contribute ideas about the
implementation of portfolio trading in AB that's a good thing. If
not then forgive me for wasting everyones time.
Fred
PS For any of you who are still using PT or for some reason are
interested in using PT, PLEASE direct any and all questions either to
http://groups.yahoo.com/group/PortfolioTrader/ or to me directly at
ftonetti AT optonline.net, not to TJ as he has more than enough
things to do.
--- In amibroker@xxxxxxxxxxxxxxx, "Fred" <fctonetti@xxxx> wrote:
> 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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