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PureBytes Links
Trading Reference Links
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Bruce,
Thanks. Would be quite interested in trying Composite1 out whenever
you make it available...
Jitu
--- In amibroker@xxxxxxxxxxxxxxx, "bruce1r" <bruce1r@xxxx> wrote:
> 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.
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