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Noisy/Unnoisy stocks PORTFOLIO

Posted: Fri Sep 22, 2006 8:19 am
by equityraiser
Hello,

I am wondering if there's some website where we can find examples of trend-following strategy-friendly unnoisy stock portfolios or countertrend-friendly noisy stock ones?

If someone knows how to find it... It's just too boring to test every single stock of S§P500 to find the best symbols.

Just asking for like 20 symbols...

THANKS

Posted: Fri Sep 22, 2006 9:19 am
by Paul King
Without your defintion for what you consider important attributes in the equities you want to trade it's hard to comment really. If selecting tradable instruments is boring to you, you may be in the wrong business.

This list of 19 S&P components is as good as any:

D DOMINION RES NEW
DD DU PONT E I DE NEM
DDS DILLARD'S INC
DE DEERE CO
DELL DELL INC
DF DEAN FOODS CO
DG DOLLAR GENERAL CP
DGX QUEST DIAGNOSTC
DHI D R HORTON INC
DHR DANAHER CP
DIS WALT DISNEY-DISNEY
DJ DOW JONES CO INC
DOV DOVER CP
DOW DOW CHEMICAL
DRI DARDEN RESTAURANTS
DTE D T E ENERGY CO HLDG
DUK DUKE ENERGY CP HL CO
DVN DEVON ENERGY CP (OK)
DYN DYNEGY INC HLDG CO

The proprietary filter I used is top secret, so I can't reveal it here so you'll just have to reverse-engineer it.

Paul

Posted: Fri Sep 22, 2006 9:45 am
by SBG
Paul:

Do you run your screen for equities just on S&P componets?

SBG

Posted: Fri Sep 22, 2006 9:52 am
by Paul King
No, my personal tradable list of US equities comes from NYSE, NASDAQ and AMEX equities that meet my requirements for price, market capitalization, volume and volatility - they may or may not be part of the S&P 500 (right now 478 of the S&P500 are on the list).

I have a list of about 2000 equities in total right now, but I reject a lot of them when it comes to actual trade entry becuase I have further criteria in addition to my list filter and setup signals. The main list is just one to check my setups against rather than having to test all equities on all 3 exchanges.