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[amibroker] SISCO Index



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Hi All,

Everyone likes to manipulate numbers to find a new way to better 
time markets.  We know that the big boys (brokerage houses, 
Investment Banks, large speculators, commercials etc.,) have a 
distinct advantage.  Not only do they have this data, they also have 
the super-computer power to analyze thousands of investments with 
the goal of finding imbalances and thus the general state of those 
imbalanaces to arrive at an objective way, the current state of the 
broad market.

I would like to know the components of the formula used to calculate 
the SISCO Index.  I know that it includes the total number of stocks 
analyzed, # of stocks at or above 2 StdDev and # of stocks at or 
below -2 StdDev.  But how exactly is this information used to 
calculate this SISCO Index.  Even if we dont know the components, is 
it possible to use this information to arrive at a new, meaningful 
Index?  In what way this information can be manipulated and plotted 
to be useful in formulating an investment strategy?

This knowledge can be quite useful in formulating a broad or long-
term investment strategy.  Until recently, only the big boys had 
this information.  I think it is time to level the playing field.

Any help appreciated.

rgds, Pal




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