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Hello,
I am wondering if one can get the volume data for Russell2k from
Yahoo site into AB. As far as I can see, they do not list the
components. Would appreciate any suggestions.
Many thanks,
-D.
(this is a repeat post - not sure it worked first time around...)
--- In amibroker@xxxxxxxxxxxxxxx, "bruce1r" <brucer@xxxx> wrote:
> 1. Basic timing -
>
> The basic metric is a signal called RUTVOL. It is a Russell 2000
> based timing signal with volume confirmation. It has not been re-
> optimized for many years. Here are the results from 9/1/88 -
11/5/03
> with 1 day trading delay for the Russell to money market -
>
> Russell 2000 held - 9.05% CAR
> Russell 2000 / RUTVOL - 16.63%
> HRTVX (Heartland Value) / RUTVOL - 21.83%
>
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