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These are the most recent
liquidity rankings
Subject:
Liquidity Watch List - 12/12/2003
<FONT face=arial
size=2>Date: 12/12/03 12:05 PM
Author:
DreadPotato
<FONT face=arial
size=2>Number: 153409 of 153549
SYMBOL TIM CHG SFT PST %IH MCAP PRI VOL $VOL TimeUFPI 1 0 3 55 61.99 508 29.70 30,436 903,949 9:49NIPNY 1 0 3 45 0.27 11,046 6.86 189,415 1,299,387 10:06FLWS 1 0 3 25 75.07 703 11.00 142,906 1,571,966 10:01XTND 2 0 5 5 10.51 64 4.75 28,285 134,354 9:53ACPW 2 0 5 5 34.75 122 3.01 113,338 341,147 10:05CFI 2 0 5 15 70.55 124 11.18 32,780 366,480 9:56AETH 2 0 5 5 41.22 195 4.77 135,990 648,672 10:08BZF 2 0 5 65 40.65 21.82 32,747 714,540 9:57TTF 2 0 5 45 2.24 8.43 100,557 847,696 9:50RWY 2 0 5 10 56.93 196 7.79 125,500 977,645 10:03AMSC 2 0 5 5 25.52 238 11.62 125,034 1,452,895 10:04TEN 2 0 5 10 45.53 236 6.18 237,642 1,468,628 10:08SFE 2 0 5 5 27.02 439 3.70 455,752 1,686,282 10:06GBND 2 0 4 20 40.23 218 15.85 11,213 177,726 8:30TWMC 2 0 4 30 66.98 265 7.66 38,982 298,602 10:03TWN 2 0 4 65 21.71 11.73 29,876 350,445 9:58CMCO 2 0 4 25 36.58 97 6.90 68,447 472,284 10:06EMF 2 0 4 90 8.44 13.05 38,438 501,616 10:07ALSC 2 0 4 15 55.30 238 7.25 102,102 740,240 10:06FJC 2 0 4 45 30.42 206 6.85 108,661 744,328 10:01CWST 2 0 4 15 73.02 315 13.36 55,906 746,904 10:08NAFC 2 0 4 15 51.61 240 21.04 38,077 801,140 10:07CSAR 2 0 4 45 69.74 354 12.75 67,540 861,135 10:02ROIA 2 0 4 10 82.85 1,905 19.07 48,484 924,590 10:01AIR 2 0 4 25 88.73 336 10.87 125,871 1,368,218 10:06CWP 2 0 4 25 1.16 5,511 7.02 204,600 1,436,292 10:02ZIGO 2 0 4 5 57.52 288 16.75 102,445 1,715,954 10:08GER 2 0 3 85 11.75 7.19 26,490 190,463 9:48SMF 2 0 3 50 24.75 270 9.36 50,390 471,650 10:03SAF 2 0 3 90 29.78 13.00 36,290 471,770 9:32JEQ 2 0 3 85 5.45 6.62 78,033 516,578 9:15TW 2 0 3 80 75.31 1,133 13.95 44,485 620,566 10:02LNCE 2 2 3 85 32.99 408 14.11 57,678 813,837 10:06CAE 2 0 3 50 62.81 288 21.41 40,119 858,948 10:06SCR/A 2 0 3 40 35.97 361 17.25 67,704 1,167,894 9:56COA 2 2 3 45 77.00 292 18.67 63,804 1,191,221 10:06TBCC 2 0 3 50 77.04 575 27.80 47,266 1,313,995 10:07CNMD 2 0 3 55 79.98 631 22.95 68,888 1,580,980 10:07WST 2 0 2 90 71.27 492 35.38 28,833 1,020,112 10:08NZT 2 0 2 90 6.28 6,213 26.65 61,747 1,645,558 10:08Average 3.80 41 44 1,046 13.38 86,569 885,417 Max 5 90 89 11,046 35.38 455,752 1,715,954 Min 2 5 0 64 3.01 11,213 134,354 Count 40 40 40 33 40.00 40 40 <FONT
color=#0000ff>The Ranking methodNOTES: Bold "TICKERS" are on
Weekly Rank Change List (TIM) <= 2$VOL Bottom
40(10%)Primary Sort by Timeliness™ Rank AscendingSecond Sort by
Safety Rank DescendingThird Sort by $VOL AscendingTicker
Symbol (SYMBOL)Timeliness™ Rank (TIM)Tim. Rank Chg
(NoChg=0,Down=1, Up=2) (CHG)Safety Rank (SFT)Price Stability Rank
(PST)% Institutional Holdings (%IH)Market Cap $ (Mil)
(MCAP)Stock Price (PRI)Avg Trading Volume Last Month
(VOL)Stock Price * Avg trading Volume Last Month ($VOL)
More info available here. Read the <FONT
color=#008000>exponential.pdf <FONT
color=#000000>for a summary of this method of screnning
stocks.
<A
href="">http://www.aetheling.com/MI/
Hopefully there are some ideas here that we can use with Amibroker.
Greg
<FONT face=arial
size=1>
<BLOCKQUOTE
>
----- Original Message -----
<DIV
>From:
<A title=RickParsons@xxxxxxxxxxxxxxx
href="">Rick Parsons
To: <A title=amibroker@xxxxxxxxxxxxxxx
href="">amibroker@xxxxxxxxxxxxxxx
Sent: Saturday, December 13, 2003 8:12
PM
Subject: RE: [amibroker] Exponential
Growth Rates for Position score Ranking
<FONT color=#000080
size=2>Greg,
<FONT color=#000080
size=2>
It appears one
has to pay $$ to join the boards. Maybe you should cut and paste some
meat and potatoes of your idea and send to this group.
<FONT color=#000080
size=2>
<FONT color=#000080
size=2>Thanks,
<FONT face="Vladimir Script" color=#000080
size=5>Rick
<FONT face=Tahoma
size=2>-----Original Message-----From: Greg
[mailto:gregbean@xxxxxxxxxxx]Sent: Saturday, December 13, 2003
4:42 PMTo: <A
href="">AmiBroker@xxxxxxxxxxxSubject:
[amibroker] Exponential Growth Rates for Position score
Ranking
Hi,
Here is something else to add to the stock selection ranking
toolbox.
The "Exponential Growth" model can be used in mechanical investing to
rank the stocks from any screen or set of screens.
See Rankings:
<A
href="">http://boards.fool.com/Message.asp?mid=19956557
Then read Exponential.pdf
More info available here.
<A
href="">http://www.aetheling.com/MI/
I hope these ideas will make for a powerful trading system.
GregSend BUG REPORTS to bugs@xxxxxxxxxxxxxSend
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