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: amibroker@yahoogroups.com
> Sorry, what's HGSI?
>
> thanks
>
> ----- Original Message -----
> From: [EMAIL PROTECTED]
> To: amibroker@yahoogroups.com
> 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 "stand" 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: amibroker@yahoogroups.com
>
> > Allan,
> >
> > Can you define "non correlated" stategies or provide an
> example
> > without giving away the family jewels?
> >
> > Maybe it is worthy of a topic on it's own.
> >
> > BrianB2.
> >
> > --- In amibroker@yahoogroups.com, "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 math 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 amibroker@yahoogroups.com, 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 and 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 rankings 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: amibroker@yahoogroups.com
> > [mailto:[EMAIL PROTECTED]
> > > On Behalf
> > > > Of brian.z123
> > > > Sent: Wednesday, August 30, 2006 9:00 AM
> > > > To: amibroker@yahoogroups.com
> > > > 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 underlying 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 considering QP for the rankings.
> > > > Most if not all of the rankings used in QP are already
> part
> > of
> > the
> > > public
> > > > domain.
> > > >
> > > > BrianB2.
> > > >
> > > >
> > > > --- In amibroker@yahoogroups.com, 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: amibroker@yahoogroups.com
> > > [mailto:[EMAIL PROTECTED]
> > > > On Behalf
> > > > > Of Steve Dugas
> > > > > Sent: Tuesday, August 29, 2006 1:36 PM
> > > > > To: amibroker@yahoogroups.com
> &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
> 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.
> > 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: amibroker@yahoogroups.com
> > > > > 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
> > > > > Rydex/Profunds Mutual Funds to import via a lst or txt
> > f ile of
> > > the
> > > > symbols??
> > > > ; >
> > > > > _____
> > > > >
> > > > > From: amibroker@yahoogroups.com
> > > [mailto:[EMAIL PROTECTED]
> > > > On Behalf
> > > > > Of Steve Dugas
> > > > > Sent: Monday, August 28, 2006 3:28 PM
> > > > > To: amibroker@yahoogroups.com
> > > > > 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.
> > > > >
> > > > > Steve
> > > > >
> > > > > ----- Original Message -----
> > > > > From: Ken Close
> > > > > To: amibroker@yahoogroups.com
> > > > > 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.
> > > > >
> > > > > 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
> > > >
> > >
> >
> >
> >
> >
> >
> >
>
>
__._,_.___
----- Original Message -----
From: cstrader232 <[EMAIL PROTECTED]>
Date: Thursday, August 31, 2006 9:03 am
Subject: Re: [amibroker] Re: Quotes Plus Mutual Funds
To: amibroker@yahoogroups.com
> Sorry, what's HGSI?
>
> thanks
>
> ----- Original Message -----
> From: [EMAIL PROTECTED]
> To: amibroker@yahoogroups.com
> 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 "stand" 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: amibroker@yahoogroups.com
>
> > Allan,
> >
> > Can you define "non correlated" stategies or provide an
> example
> > without giving away the family jewels?
> >
> > Maybe it is worthy of a topic on it's own.
> >
> > BrianB2.
> >
> > --- In amibroker@yahoogroups.com, "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 math 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 amibroker@yahoogroups.com, 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 and 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 rankings 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: amibroker@yahoogroups.com
> > [mailto:[EMAIL PROTECTED]
> > > On Behalf
> > > > Of brian.z123
> > > > Sent: Wednesday, August 30, 2006 9:00 AM
> > > > To: amibroker@yahoogroups.com
> > > > 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 underlying 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 considering QP for the rankings.
> > > > Most if not all of the rankings used in QP are already
> part
> > of
> > the
> > > public
> > > > domain.
> > > >
> > > > BrianB2.
> > > >
> > > >
> > > > --- In amibroker@yahoogroups.com, 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: amibroker@yahoogroups.com
> > > [mailto:[EMAIL PROTECTED]
> > > > On Behalf
> > > > > Of Steve Dugas
> > > > > Sent: Tuesday, August 29, 2006 1:36 PM
> > > > > To: amibroker@yahoogroups.com
> &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
> 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.
> > 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: amibroker@yahoogroups.com
> > > > > 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
> > > > > Rydex/Profunds Mutual Funds to import via a lst or txt
> > f ile of
> > > the
> > > > symbols??
> > > > ; >
> > > > > _____
> > > > >
> > > > > From: amibroker@yahoogroups.com
> > > [mailto:[EMAIL PROTECTED]
> > > > On Behalf
> > > > > Of Steve Dugas
> > > > > Sent: Monday, August 28, 2006 3:28 PM
> > > > > To: amibroker@yahoogroups.com
> > > > > 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.
> > > > >
> > > > > Steve
> > > > >
> > > > > ----- Original Message -----
> > > > > From: Ken Close
> > > > > To: amibroker@yahoogroups.com
> > > > > 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.
> > > > >
> > > > > 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
> > > >
> > >
> >
> >
> >
> >
> >
> >
>
>
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
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