|
PureBytes Links
Trading Reference Links
|
Fund volume is at least to some degree a function of fund assets ...
Keep in mind that when you place a buy order what you are in essence
doing is placing an order to buy a certain number of shares of each
of the companies that make up the funds current holdings in the same
proportion that the fund holds them. I don't see how this alters
things if the fund has a million in assets or a trillion in assets or
if some particular fund is heavily or lightly traded. The fund
manager in all cases has to go to the market and purchase or sell the
number of shares that correspond to the net effect of ALL it's
customers orders.
--- In amibroker@xxxxxxxxxxxxxxx, "Steve Dugas" <sjdugas@xxxx> wrote:
> 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?
>
> Steve
> ----- Original Message -----
> From: Steve Dugas
> To: Amibroker Yahoo Group
> 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
>
>
> Please note that this group is for discussion between users only.
>
> To get support from AmiBroker please send an e-mail directly to
> SUPPORT {at} amibroker.com
>
> For other support material please check also:
> http://www.amibroker.com/support.html
>
>
>
>
>
> SPONSORED LINKS Investment management software Investment
property software Investment software
> Investment tracking software Return on investment
software Stock investment software
>
>
> --------------------------------------------------------------------
----------
> YAHOO! GROUPS LINKS
>
> a.. Visit your group "amibroker" on the web.
>
> b.. To unsubscribe from this group, send an email to:
> amibroker-unsubscribe@xxxxxxxxxxxxxxx
>
> c.. Your use of Yahoo! Groups is subject to the Yahoo! Terms
of Service.
>
>
> --------------------------------------------------------------------
----------
------------------------ Yahoo! Groups Sponsor --------------------~-->
<font face=arial size=-1><a href="http://us.ard.yahoo.com/SIG=12hfj7qhv/M=362343.6886682.7839641.1493532/D=groups/S=1705632198:TM/Y=YAHOO/EXP=1124080042/A=2894350/R=0/SIG=10tj5mr8v/*http://www.globalgiving.com";>Make a difference. Find and fund world-changing projects at GlobalGiving</a>.</font>
--------------------------------------------------------------------~->
Please note that this group is for discussion between users only.
To get support from AmiBroker please send an e-mail directly to
SUPPORT {at} amibroker.com
For other support material please check also:
http://www.amibroker.com/support.html
Yahoo! Groups Links
<*> To visit your group on the web, go to:
http://groups.yahoo.com/group/amibroker/
<*> To unsubscribe from this group, send an email to:
amibroker-unsubscribe@xxxxxxxxxxxxxxx
<*> Your use of Yahoo! Groups is subject to:
http://docs.yahoo.com/info/terms/
|