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Thanks Fred,
Having traded only stocks in the past, and looking at things from a *stock*
trader's perspective, I guess the main reason for my concern is that, should
my fund suddenly start to tank, would I be able to sell/cover my position
quickly and easily without taking too much of a bath? Liquidity is obviously
important with trading stocks, but I really don't even know if it is a
factor in trading funds. I have a couple of books on the way - I suppose I
should have waited to read them before starting to ask dumb questions
8 - )
Steve
----- Original Message -----
From: "Fred" <ftonetti@xxxxxxxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Sunday, August 14, 2005 10:27 PM
Subject: [amibroker] Re: Funds
> 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.
>>
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>>
>>
>>
>>
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