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Re: [amibroker] Q: Trading mutual funds: Vol. for Russell2k: Yahoo



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Not sure exactly what you are looking for, but as for individual stocks listed in the Russell 2K, I can send you the 2003 list which Chuck was kind enough to send me.
 
If you are looking for composite volume of Rut2K volume just throw all the stocks into a watchlist, then run an add to composite.
 
Jayson or Anthony may know of an easier way to generate composite volume for the Rut2K in a more efficient manner.  I'd certainly be open to suggestions as ATC is a drag to run daily.  I suppose that you could use For loops as well, but again not the most efficient solution.
 
Hope this helps,
Garydalengo <dalengo@xxxxxxxxx> wrote:
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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