----- Original Message -----
Sent: Sunday, August 14, 2005 1:57
PM
Subject: Re: [amibroker] Funds
Hi Bill - thanks for the reply. I was thinking
along those lines myself. I considered a few few options
for filtering - profitabilty with certain indicators, volatility
over the last X periods, etc, and I guess I will go with something like
this.
But now I am wondering about fund volume - I
mean, even though it is not reported, it seems there must be a volume, in the
sense that so many units get traded on any given day. If a stock only traded
10,000 units/day, I would not trade it for obvious reasons. With
funds, isn't there any reason to be concerned about
this?
Funds don't report volume.
However, Rydex funds report daily asset flow and some have converted
these numbers into a bull/bear indicator. As I recall, Decision Point,
is one such outfit.
Steve
----- Original Message -----
Sent: Sunday, August 14, 2005 12:42
PM
Subject: [amibroker] Funds
Hi All,
I am starting to look at funds. With stocks, my
first step is to filter out a "tradable universe" of stocks based
largely on volume. With funds, we only have close (NAV). Would anyone be
willing to share how they go about creating a tradable universe of funds?
Thanks very much!
Steve
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