High Growth Stock Investor....Its Canslim on steroids....If you have
Quotes Plus and get SPP(Stock Picker Pro) you have HGSI-lite...
-----
Original Message -----
From: cstrader232
<[EMAIL PROTECTED]>
Date: Thursday, August 31, 2006 9:03
am
Subject: Re: [amibroker] Re: Quotes Plus Mutual Funds
To:
[email protected]>
Sorry, what's HGSI?
>
> thanks
>
> ----- Original
Message -----
> From: [EMAIL PROTECTED]
> To:
[email protected] > Sent: Thursday, August 31, 2006 8:35
AM
> Subject: Re: [amibroker] Re: Quotes Plus Mutual Funds
>
>
> Hello Brian,
>
> I would be happy to open up a
bit...
>
> At our fund we run several different
strategies.
>
> We run long short books,we run option dispersion
> strategies,pure option volatilty trades and directional
trades..
>
> The first two strategies "sta nd" on their own,as
the are
> "notionally hedged"....
>
> We do run
directional books that tend to be trend
> following/breakout.As you may
imagine the Sharpes on breakout
> type sytems is not terribly high,and
whether you believe Sharpe
> is an appropriate measure of
performance,many institutions who
> allocate money certainly
do.
>
> When you overlay a breakout system with a long volatility
> strategy that trades off of a lower time frame,your net returns
> typically are lower,but the standard deviation of returns is
>
significantly lower.
>
> This is one instance..I apologise for
being somewhat vague,but
> I am obligated to do so...
>
>
----- Original Message -----
> From: "brian.z123"
> Date:
Wednesday, August 30, 2006 8:15 pm
> Subject: [amibroker] Re: Quotes
Plus Mutual Funds
> To:
[email protected]>
> >
Al lan,
> >
> > Can you define "non correlated" state gies
or provide an
> example
> > without giving away the family
jewels?
> >
> > Maybe it is worthy of a topic on it's
own.
> >
> > BrianB2.
> >
> > --- In
[email protected], "matrix10014" wrote:
> > >
> >
> Hi Ken,
> > > I run a hedge fund out of NY and we do employ a
ranking
> system
> > very
> > > similar to what
you find in HGSI.We add a value
> overlay,but I
> > will
> > > tell you that trying to duplicate/improve on what they do
> is
> > > probably not the best use of your time.IMHO,if
you are a >
> momentum
> > > type trader,their approach
is excellent and I do not think
> you
> > will
> >
> build a better mousetrap.I have a very talented quant as
> well
> > phd
> > in
> > > applied m ath working
for me and much of what they do is
> > exceedingly
> >
> similar to HGSI and Zacks..
> > >
> > > When we
stopped trying to reinvent the wheel and focused
> our
> >
efforts
> > > on diversifying into "non correalted" stategies ,we
were
> far
> > more
> > > productive and
profitable
> > >
> > > Just my 2 cents
> >
>
> > > --- In
[email protected], Ken Close
wrote:
> > > >
> > > > Brian: thanks for the
reminder on your xls; I will go
> look
> > at
> >
it,
> > > but I have
> > > > plugged the trigger
on the new subscription.
> > > >
> > > >
Regarding your comment: " "My opinion was that the QP
> > ranking
> > > systems were
> > > > fairly transparent an d
could be duplicated in AB with
> > relative
> > >
ease'", I
> > > > think this is an assertion that may prove
harder to
> fulfill
> > than
> > > you
>
> > > realize. Unless you have already done this (and if you
>
> have,
> > you
> > > would be
> > >
> my new best friend because I would like to see it), I
> think
> > you
> > > will find
> > > > that
developing a ranking score (and I do not mean the
> > >
PositionScore
> > > > variable within AB) that is integer based
is extremely
> > difficult.
> > > I have
> >
> > tried numerous approaches, including using
> PositionScore,
> > and do
> > > not get
> > > >
anything meaningful. In fact, I believe I am correct
> that
>
> the
> > > only way to
> > > > create integer
ra nkings of calculated quantities within
> Ab
> > is to
> > > use the
> > > > so-called Osaka plugin,
something of complexity that I
> have
> > so
> >
far
> > > been
> > > > unwilling to tackle.
Drawing QP3 integer rankings out
> has
> > been
> >
my
> > > only
> > > > "easy" solution.
>
> > >
> > > > If anyone wants to refute my claim, I
would be more than
> > welcome
> > > to see an
>
> > > approach that is shareable, doesn't require C++
>
programming
> > > skills, and
> > > > satisfies
the need to create integer ranking scores/numbers.
> > > >
> > > > Ken
> > > >
> > > >
-----Original Message-----
> > > > From:
[email protected] > > [mailto:[EMAIL PROTECTED]
> > > On Behalf
> > > > Of brian.z123
>
> > > Sent: Wednesday, August 30, 2006 9:00 AM
> > > >
To:
[email protected]> > > > Subject: [amibroker] Re:
Quotes Plus Mutual Funds
> > & gt; >
> > > >
Ken,
> > > >
> > > > The answer to your
question is no.
> > > > You would not have access to the
ranking scores if you
> had
> > not
> > >
purchased
> > > > SPP.
> > > >
> >
> > I have posted an updated QPAmiCompare.xls file.
> > >
> I used the file in the first place to track the raw data
> >
that
> > was
> > > used in
> > > >
various places between QP and Ami.
> > > > The QP scan
database, which is installed on your hard-
> drive,
> > >
appears to be
> > > > the underly ing database for SPP.
>
> > > From the SPP help/data fields section each of the fields
> in
> > SPP
> > > states if it
> >
> > is a computed or imported field so they can be cross
> >
referenced
> > to
> > > each
> > > >
other.
> > > > So with the exception of QRS and EPS rank all of
the
> other
> > ranks
> > > are
> >
> > calculated in SPP and not part of the Ami package.
> > >
>
> > > > To correct my previous statement on ethical
grounds:
> > > >
> > > > "My opinion was that
the QP ranking systems were fairly
> > > transparent and
>
> > > could be duplicated in AB with relative ease'"
> >
> >
> > > > I am biased towards creating my own rankings
anyway.
> > > > I wasn't consi dering QP for the
rankings.
> > > > Most if not all of the rankings used in QP
are already
> part
> > of
> > the
> >
> public
> > > > domain.
> > > >
>
> > > BrianB2.
> > > >
> > > >
> > > > --- In
[email protected], Ken Close
wrote:
> > > > >
> > > > > Thanks Steve,
for your comments. I, too, am beginning to
> > > > concentrat e
on
> > > > > just ETFs and the "daily" funds from Prof unds,
Rydex, and
> > > > Potomac. Hence my
> > > >
> desire to isolate just those. If I had spent more time
> > with
> > > the
> > > > trial I
> > > >
> might have tried to get by without the SPP. but all
> the
>
> pretty
> > > red
> > > > and green
>
> > > > boxes got to me and I liked them. Can I assume that I
> > still
> > would
> > > > have
had
> > > > > access to the ranking scores even if I had not
> purchased
> > the
> > SPP?
> > > >
>
> > > > > Ken
> > > > >
>
> > > > _____
> > > > >
> > > >
> From:
[email protected] > > >
[mailto:[EMAIL PROTECTED]
> > > > On Behalf
>
> > > > Of Steve Dugas
> > > > > Sent: Tuesday,
August 29, 2006 1:36 PM
> > > > > To:
[email protected]> &g t; > > > Subject: Re:
[amibroker] Quotes Plus Mutual Funds
> > > > >
> >
> > >
> > > > > Hi Ken - I see that Joe has
already come up with a
> > solution for
> > > > you.
When I
> > > ; > > went back to QP recently, I did not sign
up for SPP
& gt; since
> > I am
> > > now
> > > > > concentrating only on 2x +/- funds. There are not
that
> > many of
> > > > them so I
> > >
> > just created my watchlists by hand. I did want to get
> the
funds
> > > > themselves
> > > > > into AB so
I could access them there, but for testing,
> etc I
> > >
> generally use
> > > > > the benchmark indices rather
than the funds
> themselves. QP
> > lacks
> > >
> several of
> > > > > these benchmarks, especially for
the foreign markets,
> so
> > for
> > >
these
> > > > I
> > > > & gt; substitute the
most popular ETF's instead.
> > > > >
> > >
> > BTW, if you like the 2x funds, don't forget about
> >
DireXion.
> & gt; Their
> > > > American
>
> > > > funds are 2.5-beta. Also, for anyone that might not be
> aware, > > > ProFunds
> > > > > introduced
their 2x +/- ETF's last month. See
> www.proshares.com > > >
for more
> > > > > info.
> > > > >
> > > > > Steve
> > > > >
> >
> > > ----- Original Message -----
> > > > > From:
Ken Close
> > > > > To:
[email protected]>
> > > > Sent: Tuesday, August 29, 2006 6:31 AM
> > >
> > Subject: RE: [amibroker] Quotes Plus Mutual Funds
> > >
> >
> > > > > Steve:
> > > > >
> > > > > Many thanks. Now that I am signed up, am
discovering various
> > > > unfriendly
> > > >
> aspects to the program(s ) that I guess I did not
> discover
> > or
> > try
> > > > hard enough
>
> > > > during the trial period. But I want the data (mainly
> the ranks
> > > > which can be
> > > >
> imported into AB) so I will have to slog thru a
> learning
curve,
> > > > just like
> > > > > with .....
well ...... AB. I dont want to do complex
> > things,
> >
> just
> > > > isolate
> > > > > ETFs and
Rydex/Profunds Mutual Funds. Should be simple
> > and
> >
> almost
> > > > > intuitive. It is not.
> >
> > >
> > > > > Thanks for the response.
>
> > > >
> > > > > Ken
> > > >
>
> > > > > PS: If you dont mind, is the easiest way to
get a
> > Watchlist
> > of
> > > the
>
> > > &g t; Rydex/Profunds Mutual Funds to import via a lst or
txt
> > f ile of
> > > the
> > > >
symbols??
> > > > ; >
> > > > >
_____
> > > > >
> > > > > From:
[email protected] > > >
[mailto:[EMAIL PROTECTED]
> > > > On Behalf
>
> > > > Of Steve Dugas
> > > > > Sent: Monday,
August 28, 2006 3:28 PM
> > > > > To:
[email protected]> > > > > Subject: Re: [amibroker]
Quotes Plus Mutual Funds
> > > > >
> > > >
>
> > > > > Ken - By Default, QP plugin does not
retrieve MF's or
> > futures.
> > Go
> > >
> to File >
> > > > > Database Settings >
Configure, check the box for MF's
> and hit
> > > >
Retrieve.
> > &g t; > >
> > > > >
Steve
> > > > ; >
> > > > > -----
Original Message -----
> > > > > From: Ken Close
>
> > > > To:
[email protected]> > > > >
Sent: M onday, August 28, 2006 3:08 PM
> > > > > Subject:
[amibroker] Quotes Plus Mutual Funds
> > > > >
> >
> > > Maybe this is obvious, but how do I chart Quotes Plus
>
3 Mutual
> > > > Funds.
> > > > >
>
> > > > I do not see any data plugin just for QP Mutual
Funds.
> > > > >
> > > > > I am plotting
stocks and ETFs find with the QP3
> database.
> > I
>
> have
> > > > mutual
> > > > > fund data
on my drive (can plot with QP charting
> package),
> > but
> > I
> > > > do not see
> > > > >
how to make AB do that.
&g t; > > > >
> > >
> > Thanks for your suggestions.
> > > > >
>
> > > > Ken
> > > > >
> > > >
> > > >
> > > >
> > > >
> > > >
> > > >
> > > > Please
note that this group is fo r 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
> > >
>
> > >
> >
> >
> >
> >
> >
> >
>
>
