Traders' Roundtable

Thanks Roger. The problem is the portfolio builder wizard. It is misleading as regards Mutual Funds. Choose mutual funds and it leaves out de-listed mutual funds. Choose US de-listed stocks and it does not include de-listed/defunct mutual funds. The only way to access them is as you describe above b...

I think I may have misunderstood the way CSI retrieves information. If you use the portfolio wizard and request mutual funds it only returns currently active mutual funds. If you request US de-listed stocks it looks as if then and only then will you get de-listed mutual funds. In addition to de-list...

Thanks Roger, I'll give that a try. Oddly enough, as it is CSI's fact sheets is supposed to append A for listed and I for inactive to the stocksinfo.txt file........but in the cases where I have used the appropriate procedure to write files for an entire market, this feature seem to have gone by the...

Thanks Roger, I'll give that a try. Oddly enough, as it is CSI's fact sheets is supposed to append A for listed and I for inactive to the stocksinfo.txt file........but in the cases where I have used the appropriate procedure to write files for an entire market, this feature seem to have gone by the...

I recently built text files for the entire 26,000 US mutual funds in CSI's database and ran a test on the entire universe in a single test. TB just about coped with it: well done Trading Blox. The bad news is that it is vital to know which are current and which are inactive and the disappointment is...

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Backtesting current S&P 500 constituents is not a great idea. A better idea would be to test all constituents past and present, listed or de-listed. And as Sluggo says decide if you add and then drop stocks as they come in and then drop out of the index. Another point to consider is position siz...

Are most people testing and or trading in round or odd lots in the US? Obviously much trading in Google is in odd lots but...

Are people using 100 or 1 as a round lot in testing? How are odd lot fills these days in reality?

As Sluggo says, all the information and even the Blox are here for you to test it out for yourself. In general you can expect higher profits, a bigger drawdown and increased volatility.

One other point - I believe Yahoo, Google etc have some limits on downloads and updating which need to be considered. If you want to daily update a few thousand stocks, you may need something like CSI.

Chris, sorry, I'm not sure which of the various methods you are referring to. The stand alone solution without code I assume? If that does not do what you want it to then you will have to look at the various versions which come with source code which can of course be amended to suit your purposes.

http://tradersplace.net/forum/thread/299/yahoo-stock-data-free-downloader/ I have recently been looking at free stock downloaders for Yahoo, Google. If you want to write your own I have found a couple of excellent samples. Equally, there is one free standalone and ready written application which se...

How long is a piece of string? What is the sound of one hand clapping?

I second Eric and Sluggo's post. I also highly recommend TB users take a look in the Blox Market Place and down load the excellent random portfolio plug in. I recently ran a couple of thousand random portfolio tests using a balanced 25 instrument portfolio with no overall or sector risk constraints....

Which is why people should keep their allocation low, their leverage low or both. Then they will survive till the good times roll.....

The more complex a system or concept, the more random the outcome seems to become.

Anthony as I understand it random fluctuations (eg coin flips) do not mean revert. The expected average *absolute* deviation from zero is proportional to the square root of the time. This, even though the expected value at any time is 0. Actually they do revert in that you can show that the value p...

Agreed on lack of ability to control, fate. Either there exist enough strong, long trends; or not. I talked to the head honcho at Transtrend a couple of years ago about an investment I had there for a FoF: he said exactly the same thing.

Mother Nature (e.g. evolution) and complex adaptive systems (e.g. Lawmaking) works this way too. True but don't let's forget that Mother's Nature is a very severe parent and that 99% of all species ever evolved are now extinct. Which is why some say it's best to emulate the long surviving cockroach...

Below you will find a screenshot of the latest version of my random data generator. At some stage I will explain the GUI in greater detail - but it is probably pretty obvious. I have randomised pretty well every element except for “driftâ€