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Bruce,
Look forward to your posts.
For all of you that think mutual fund trading is for widows and orphans, better keep an eye out for Bruce's posts as he was the one who uncluttered my mind from years of being poisoned and unprofitable in the Tradestation world.
As a good Southern preacher would say: I have been HEALED !!!
I'm out,
Garybruce1r <brucer@xxxxxxxxx> wrote:
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.> > ThanksSend BUG REPORTS to bugs@xxxxxxxxxxxxxSend 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.
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