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by ecritt
Sun Aug 29, 2004 12:15 am
Forum: Stocks
Topic: ilYzyPKPwhICaq
Replies: 88
Views: 78559

Re: emulating an index

I do not see a strong correlation between ETFs and trend following a large number of stocks on the stock market. :shock: Here is what I see as correlations for the period of 21-Dec-00 to 9-Feb-04 <TABLE border=1><TR><TD> </TD><TD>TF</TD><TD>DJI</TD><TD>GSPC</TD><TD>IXIC</TD><TD>TMW</TD></TR><TR><TD>...
by ecritt
Sun Aug 29, 2004 12:06 am
Forum: Stocks
Topic: ilYzyPKPwhICaq
Replies: 88
Views: 78559

Re: emulating an index

[quote="lperepol"][quote="mrscott"][quote="yuri"]I have to agree with Gerry, I've been looking into trading stocks mechanically for years. But my experience also dictates that trading many stocks together..begins to emulate an index. :? Would like to hear other view on this. What is wrong with emula...