Search found 102 matches
- Sun Aug 29, 2004 12:15 am
- Forum: Stocks
- Topic: ilYzyPKPwhICaq
- Replies: 88
- Views: 116289
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>...
- Sun Aug 29, 2004 12:06 am
- Forum: Stocks
- Topic: ilYzyPKPwhICaq
- Replies: 88
- Views: 116289
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 ...