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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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