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| General Discussion · Leading stocks on the S&P for the month | |
| jemarcks msg #121321 |
8/12/2014 5:45:36 PM First you need to define what the criteria is for a leading stock of the S&P500. |
| Filter Exchange · HOW TO DESIGN A SYSTEM (NOT JUST A FILTER) | |
| jemarcks msg #121002 modified |
7/10/2014 4:48:44 PM Kevin, EDIT: My post was somehow eaten so here it is again. Thanks for this system Kevin! Great work! I am paper trading this system to see how it works on out of sample data for a while. I had a question... when the entry filter returns several stocks with a zscore of -3.87, how do you know which stock to pick? Thanks. jeff |
| Filter Exchange · PORTFOLIO SELECTION AND MANAGEMENT USING RISK/REWARD RATIOS | |
| jemarcks msg #120937 |
7/2/2014 10:47:53 AM Hi Kevin! Great work here! Thank you for sharing! Did you backtest the TAA/TSI and ROC filters on StrataSearch? If so, could you post the code here so we can backtest them too? Thanks jeff |
| Filter Exchange · Best Filters for Trading ETFs | |
| jemarcks msg #120917 |
6/30/2014 2:50:21 PM Greetings! I am new to SF. Just joined up last week and I have been reading MANY posts on trading in 401k/IRA accounts using ETFs. I have a 401k and a Brokerage link account. I can buy any ETF in my Brokerage link account and I am looking for a good trading system to use. I would like to start a thread where we can share our Best Performers. I look forward to seeing what works well! |
| Filter Exchange · PORTFOLIO SELECTION AND MANAGEMENT USING RISK/REWARD RATIOS | |
| jemarcks msg #120916 |
6/30/2014 1:40:46 PM Thanks for the link to Kevins site. Great job Kevin! So, this filter would be traded at the end of the month and pick the highest alpha? How do I backtest the ROC, TSI and the latest filter posted above? Thanks Jeff |
| Filter Exchange · PORTFOLIO SELECTION AND MANAGEMENT USING RISK/REWARD RATIOS | |
| jemarcks msg #120833 |
6/20/2014 4:47:11 PM Greetings all!! I am new to SF and have been reading forum posts for the last few days trying to catch up. Kevin, great thread and love your work! I have read most of this thread and took a few notes. I have a couple of questions to help me get up to date with the latest filters from this thread and usage models. I have a 401k that I can buy any ETF or mutual fun in and I have been working on a system based on a book I read called the Ivy portfolio which is similar to Kevin's 401k system here. Im looking for a profitable system to manage my 401k with. 1. What is the latest filter to use for 401k, TAA, and ROC? 2. I have see you post about your web site but I cant find a link to it. Maybe I skimmed over it. Can you please post it? Thanks! Jeff |
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