|
PureBytes Links
Trading Reference Links
|
I guess that we all need to get better at market timing if we're going to trade SPY.
Out of the 1600 or so ETF-CEF funds there are a few that stand out - all are sector funds that happen to be doing well.
Check out:
KOL - Coal
PWND - Wind Energy
IDX - Indonesia
PSTL - Steel
ReefBreak
--- In amibroker@xxxxxxxxxxxxxxx, "brian_z111" <brian_z111@xxx> wrote:
>
> Yes, last year was the real benchmark for managers/investors/traders ... I hope I learned my lessons ready for the next one. High volatility and correlated screaming bear years are here to stay.... they are the inevitable consequence of momentum trading, which is a self perpetuating system until the music stops and someone is left holding the parcel.
>
>
>
>
> --- In amibroker@xxxxxxxxxxxxxxx, "wavemechanic" <fimdot@> wrote:
> >
> > I suspect that these funds are not run by black boxes although the managers are working within a defined methodology. In any case, over the last couple of years the picture is a little different relative to the S&P500. In that case, all are in the same ballpark (a little higher/lower over time) except for two underperformers - PSP and STH. So, relative to these funds make life simple buy SPY and close your eyes.
> >
> > Bill
> >
> >
> >
> >
> > ----- Original Message -----
> > From: Ed Hoopes
> > To: amibroker@xxxxxxxxxxxxxxx
> > Sent: June 02, 2009 11:02 AM
> > Subject: [amibroker] Re: Do all trading systems stop working? - Howard Bandy's book
> >
> >
> > There are publicly traded funds organized around various trading systems. Below are a few for comparison:
> >
> > NFO - Insider Info
> > STH - Stealth
> > XRO - Sector Rotation
> > PIQ - Magni Quant
> > PSP - Private Equity
> > FVI - ValueLine 100 Stocks
> > BWV - Covered Calls
> > CSD - Spin Off Companies
> > DEF - Defensive Stocks
> > EZY - Low PE Ratio Stocks
> >
> > Now take each one of the above and do a relative performance to the overall market - like VTI Vanguards Total Market ETF - and you can see how well they work.
> >
> > NFO, PSP, EZY top the list with a modest out performance using my ranking algorithm. The majority equal the market or underperform.
> >
> > For me the most disappointing is FVI only as good as the broad market - so much for $650.00/yr fundamental/technical analysis newsletter. XRO - is the worst.
> >
> > ReefBreak
> >
>
------------------------------------
**** IMPORTANT PLEASE READ ****
This group is for the discussion between users only.
This is *NOT* technical support channel.
TO GET TECHNICAL SUPPORT send an e-mail directly to
SUPPORT {at} amibroker.com
TO SUBMIT SUGGESTIONS please use FEEDBACK CENTER at
http://www.amibroker.com/feedback/
(submissions sent via other channels won't be considered)
For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
http://www.amibroker.com/devlog/
Yahoo! Groups Links
<*> To visit your group on the web, go to:
http://groups.yahoo.com/group/amibroker/
<*> Your email settings:
Individual Email | Traditional
<*> To change settings online go to:
http://groups.yahoo.com/group/amibroker/join
(Yahoo! ID required)
<*> To change settings via email:
mailto:amibroker-digest@xxxxxxxxxxxxxxx
mailto:amibroker-fullfeatured@xxxxxxxxxxxxxxx
<*> 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/
|