Silicon Investor (SI) -- The First Internet Community

STOCKTALK

We've detected that you're using an ad content blocking browser plug-in or feature. Ads provide a critical source of revenue to the continued operation of Silicon Investor. We ask that you disable ad blocking while on Silicon Investor in the best interests of our community. If you are not using an ad blocker but are still receiving this message, make sure your browser's tracking protection is set to the 'standard' level.

Strategies & Market Trends : Trading the SPOOs with Patrick Slevin! -- Ignore unavailable to you. Want to Upgrade?

To: Patrick Slevin who wrote (4400)	4/13/2000 9:30:00 AM
From: fut_trade	Read Replies (1) \| Respond to of 7434

...How did you create this list? I have a database containing all the stocks in the S&P 500. I update it everyday using end-of-day quotes from excite.com (which usually takes about a couple of minutes). I also record market cap, volume etc. If you can define a volatility or relative strength coefficient, I can compute it for each stock. Then I can sort the list according to market cap and volatility. I guess the most important factor is the time frame over which the volatility is considered (1 year, 3 months, or 1 month). Perhaps, market cap could be used to select the 100 largest SPX stocks. Then the volatility coefficient could be used to select the top 24 from the list of 100?