Curtis Faith (an original turtle) reveals the system in all details. For free ! http://www.originalturtles.org Enjoy, Oliver
Excel should be fine for backtesting. I have 250 stocks with multiyear end-of-day closing data. I don-t regress every stock against each other,...
Shareholders which own more than 5% of a company have to file a SC 13G with the SEC which discloses their holdings. Hedge funds/mutual funds...
Good work Dan. My link to eSignal works perfectly. Oliver
Hi Vlad try http://www.nasdaqtrader.com/asp/short_interest.asp for a monthly download file or http://www.viwes.com/invest/ Data for...
I think every stock today with a published imbalance would have shown up in a pre-opening indicator. Not submitting orders for those stocks would...
Does the bug only apply to charting or also to the DDE link? I'm unsing the exchange filtering in a DDE link, and I thought it worked. Am I wrong...
My broker valued my position at $1.5 ( i bought some a couple of days ago when insiders bought some stock :mad: ) S&P uses a value of $0 to...
Apart from Multex and Edgar-Online, I have only found www.10kwizard.com to offer "full" balance sheet screening (although the feature is still...
experience yes, but only to a limited degree. i like to screen b/s for special items in order to build portfolios. Screening for high leverage and...
I'm trying to identify companies with weak balance sheets. In particular, I'm looking for companies whose intangible assets are a large percentage...
i would recommend http://www.cloudmark.com/products/spamnet/ in combination with MS Outloook. Filters 90% of my spam.
A good starting point is: http://papers.ssrn.com/sol3/papers.cfm?abstract_id=141615 It describes how the quants do it.
I calculate my spread as (SharePrice(2)/SharePrice(1))*SharePrice(1) - SharePrice(2) (1) = Lead Stock (2) = Partner Stock My average spread...
That would indeed be intersting, but I don't have enough math background, nor the necessary software packages to do that. Currently I'm studying...
You can specify NYSE specialist quotes by using ticker IBM=N instead of IBM (=NYSE, =P for Philadelphia etc) Oliver
What is the advantage of using lest square methodology over normal standard deviation bands ? As fas as I understand, least squares are not...
I have been trading Pairs using entry and exit rules based on a standard deviation band around an average spread. This seems to work fine, but I...
I'm only looking for specific days where stocks openings were delayed due to imbalances and indicated opening ranges. About 200 tickers for the...
I checked Bloomberg. They do not have the NYSE print as their opening print. Try Agilent (A) today. It says the OPEN was 16.32 when in reality it...
Separate names with a comma.