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PureBytes Links
Trading Reference Links
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Jitu -
Sure. Let me offer just a little background for you and maybe others
first.
The FastTrack community has developed a large number of timing and
trading systems (as Fred T. has mentioned). Many are Russell 2000
based, some are seasonal, some are based on patterns, etc. Steve
Hunter, from Ultra Financial Systems years ago created a package that
allowed the weighted combination of these signals and others
including his. Info can be found at -
www.ultrafs.com
The Composite1 tool that you referenced in my talk is one that I have
written that tries to take the idea to the next level by
incorporating multiple positions/hedges. I'll be talking about it
(and its successor) at the Clearwater conference. It is not a
commercial package - it was something that I needed and was
interested in. Although I do much of my current work in AB, I did
this with an IE front end and FT Trade tools for use by the FT
group. I'll look at making it available after the conference.
Both packages backtest, but I'd liken the benefit more to that of
business modeling with spreadsheets. It also allows non-programmers
to develop sophisticated models. And, one gets a sense of parameter
sensitivity, risk control, etc. I believe that it is a powerful
technique.
-- Bruce
--- In amibroker@xxxxxxxxxxxxxxx, "jtelang" <jtelang@xxxx> wrote:
> Bruce,
>
> I went through the PP slides for your presentation, and they
referred
> to Ultra and Composite1 tools. What are these? If not too much to
> ask, could you please point to URL's?
>
> TIA,
>
> Jitu
>
> --- In amibroker@xxxxxxxxxxxxxxx, "bruce1r" <bruce1r@xxxx> wrote:
> > About a month ago, Gary Serkhoshian posted a link to a screen cam
> > movie of a presentation that he did on basket trading with AB at
a
> > Nov. conference. We can now make all of the presentations from
the
> > conference generally available for download. I'm going to post
the
> > info note in total below because I know that many do not get e-
> mails
> > of postings from the group with attachments. The note should
> explain
> > everything. Hope you find them useful.
> >
> > -- Bruce R.
> >
> > ___________________
> >
> > On behalf of the Houston HAL-PC Investment Group and the Dallas
FT
> > Group, I would like to invite you to download the screen cam
movies
> > of the Conference that the two groups held on Nov. 1, 2003. The
two
> > groups get together twice a year, and at this one we captured
each
> > speaker's audio and the laptop video in Camtasia screen cam
movies.
> >
> > This turned out to be an excellent conference that covered a
range
> of
> > topics that varied from introductory to advanced. The presenters
> were
> > as follows, and three of the presenters will also be
> > presenting/instructing at the Amibroker / FastTrack Clearwater
> > Conference in February -
> >
> > Rick Perkins - Position Sizing and Managing Portfolio Risk
> > Irv Myers - Are We Unconsciously Responding to Signals and Ideas
> > Created in an Extended Bear Market During a Bullish Environment
> > Bert Steele - Usine Margin When Trading Mutual Funds
> > Gary Serkhoshian - Basket Trading as a Tool for Selection and
> Timing
> > of Stock and Fund Positions
> > Don Wilson - Tango Trading System
> > Bruce Robinson - Composite Timing Systems and a New Tool for
> Trading
> > Models
> >
> > The "price" of acquiring these presentations will be an e-mail
> > address. There are a couple of reasons for this. First, though,
let
> > me say that THE INFORMATION WILL BE KEPT STRICTLY PRIVATE. We are
> > interested in tracking how many downloads are done, and are
> > accumulating the list in order to notify people of future events.
> >
> > The download information is listed below. THIS WILL REQUIRE A
> > BROADBAND CONNECTION. The final six movies can be downloaded
> > separately, but together total 250MB, and are designed to run on
> > most, if not all PC's, without download of additional audio
> decoders.
> > These movies are self-running EXE's and are safe! If you do not
> have
> > access to a broadband connection, try to enlist the aid of
someone
> > who does. WE WILL NOT BE ABLE TO FULFILL REQUESTS FOR CD'S. The
> > Powerpoint files are also available on the site. Go to the
> following
> > URL and click on the word "register" in blue -
> >
> > www.omniphase.com
> >
> > You will be asked for an e-mail address and name. A password will
> be
> > sent to your e-mail address. Click the link in the e-mail message
> to
> > activate the account and you will be taken to a login screen.
After
> > logging in with your e-mail address and password, you will be
taken
> > to the Private area where you can click on the message "Click
here"
> > to access the available materials.
> >
> > The screen cam movies were somewhat of an experiment and there
are
> > minor issues with the audio, but I think that you will find it
> > useful. The only thing that I ask is that if you have suggestions
> > please forward them to -
> >
> > support@xxxx
> >
> > I believe that this is an excellent way of distributing various
> types
> > of technical content, and hope to follow up with more
presentations
> > in the future.
Send BUG REPORTS to bugs@xxxxxxxxxxxxx
Send SUGGESTIONS to suggest@xxxxxxxxxxxxx
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