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Chuck - I think that I might be one of the people that Fred was
referring to in an earlier post who comes from this FT/Trade world
and also has some experience with Amibroker. I am "stuck" somewhere
for the next day and will have some time to post an overview and
hopefully answer a couple of your questions. If you bear with me,
I'll go until the board tells me to stop. Here are the bullets -
1. The FastTrack community drew a group of people together over many
years who have done a body of very impressive work on selection and
intermediate term timing. I've become familiar with the depth and
excellent quality of your work, and think that you would find it at
least interesting.
2. The work was focused on funds, particularly small cap's because of
their trend persistence, Alpha, and lower volatility.
3. Much of the work is transferrable to stocks as Gary S. has found.
4. There are approaches to working around the fund trading issues as
Fred has mentioned.
5. For whatever its worth, I've imported/ported much of the work to
Amibroker.
I'm off to dinner. More later.
Bruce R.
--- In amibroker@xxxxxxxxxxxxxxx, "Chuck Rademacher"
<chuck_rademacher@x> wrote:
> Maybe some of you guys (and gals) who trade mutual funds can answer
a couple
> of questions?
>
> 1. If there's no money to be made in (rotational trading of)
ETF's, am I
> correct when I assume that there's no money to be made in the Rydex-
like
> funds that only mimic an index?
>
> 2. Based on current rules and redemption penalties, which families
of
> mutual funds can you recommend for rotational trading?
>
> 3. If most (or all) such families of funds charge early redemption
fees, is
> it safe to assume that you are trading these mid to long term?
>
> There's no sense in me working on a system that appears to do well,
only to
> find that redemption fees are going to kill me. Or, is it
possible that
> there's enough money to be made that the fees are of little
consequence?
>
> Out of all of the above, I'm really interested in some
recommendations on
> mutual fund families to trade. I can then go do my own
investigation as to
> their fees, etc and devise my own systems that will work with those
fees.
>
> Thanks
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