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Strategies & Market Trends : A.I.M Users Group Bulletin Board -- Ignore unavailable to you. Want to Upgrade?

To: OldAIMGuy who wrote (5594)9/8/1998 11:44:00 PM
From: Julius Wong  Respond to of 18928
 
Tom:

Sector funds are easier to model than stocks.

A sector fund has more inertia than a stock. This was discovered by Gil Blake, see The New Market Wizards by Jack Schwager. Mark Hulbert also reported on top performing sector funds newsletters and some observations on sector funds and inertia, also chaos (modern dynamics).

Best regards,
Julius




To: OldAIMGuy who wrote (5594)9/9/1998 12:10:00 AM
From: Jack Park  Read Replies (1) | Respond to of 18928
 
That Best/Worst idea is really quite interesting. I'll need to noodle on that one now. Thanks guys.

Jack



To: OldAIMGuy who wrote (5594)9/9/1998 7:36:00 AM
From: Julius Wong  Respond to of 18928
 
Tom:

I compute (top15%)/(top15% + bot15%), where top15% is the number of stocks at the top 15% of 52-week range, bot15% the bottom 15%.
It is a measure of market general health. This ratio is probably similar to your Best/Worst indicator.

I have 800 stocks in my database. On Aug 31, the ratio was 0.0022.

Julius


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