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PureBytes Links
Trading Reference Links
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And if you are only interested in the volume you can find it inside
here ...
http://www.marketvolume.com
--- In amibroker@xxxxxxxxxxxxxxx, "Gary A. Serkhoshian"
<serkhoshian777@xxxx> wrote:
> 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,
> Gary
>
> dalengo <dalengo@xxxx> 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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