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Gary, thought I'd step in help out. (Gary might be out to dinner.)
Here's a clip from Ganz's site where he talks about the importance
of small caps on market direction and says how they added the NASDAQ
volume as a measure of confidence. So an improvement could be to
use RU2000 vol., but I don't think any volume would do. (that begs
the question about how closely NYSE and NASDAQ volume correlate?)
Joe
>>>>>>>>>>>>>>>>>>>>madriver.com/~wwganz>>>>>>>>>>>>>>>>>>>>>>>>>>>>>
>>>>>>>>>>>>>>
RUTTR is a timing signal developed in 1998 that tracks the
intermediate trend in small cap stocks using the Russell 2000
index. In 1999, RUTTR was modified to RUTVol by adding NASDAQ
volume as an additional measure of confidence. RUTVol has
demonstrated more versatility in dealing with both bull and bear
markets. It underperforms RUTTR slightly in the pre-2000 bull
market but outperforms it significantly during the recent (on-
going?) bear market.
<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<
--- In amibroker@xxxxxxxxxxxxxxx, "jtelang" <jtelang@xxxx> wrote:
> Gary,
>
> I was going through Werner's site and was looking for an
> explanation why Nasdaq volume was chosen in RUTVOL, but
> couldn't find it. Was there a reason, or does it not really
> matter which exchange was used?
>
> Sorry if this was discussed earlier and if I just missed
> it. Please point me to the thread if possible in that
> case.
>
> Thanks in advance.
>
> Jitu
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