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Strategies & Market Trends : Bob Brinker: Market Savant & Radio Host
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To: Alan Bell who wrote (3533)2/20/1998 2:05:00 AM
From: Tim Bagwell  Read Replies (1) of 42834
 
Thanks don, alan and duke for replies on model.

Since Bob talks about "weighting" I assume that his model is based on quantitative measures in each of the four areas. Subjective aspects such as stock buybacks and Asia cannot be predicted and so cannot be placed in a predictive model. However, they come in indirectly in terms of future earnings or momentum.

Bob talks about other factors that must play a part within each of the four areas but I wont list them since it might violate copyright.

Using a weighting of 0.25 for each of the four components one could construct a mathematical model that was equal to 1 for a neutral position, was greater than 1 for a bullish stance and less than 1 for a sell signal. Ideally, the model would project an expected growth rate which would equal the growth in market valuation when all other components are neutral. For example, if the S&P500 is projected to grow at 5% then the model reads 1.05.

Some of the four components are easy to calculate like the sentiment indicator and market valuation. That leaves only half of the model that is more complicated. Knowing the most recent predictions of the model might allow one to take a stab at this unknown half.
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