Piotroski, Ohlson, M-score, Z-score, Unholy trinity etc seem to work just fine with different fundamental criterias added to arrive at some quantitative measure.
Yes, Dogs of the Dow is a classic system.
I have just started a small account with interactivebrokers for a forward test and will...
I think it can be improved further. Last year's backtest with one extra rule that I believe to add alpha.
1 stock
2 stocks
3 stocks
4 stocks
5 stocks
6 stocks
Keep in mind that stockscreen123 uses compustat data and the backtest is performed on the known liquid stocks that make up the...
Would someone let me know wich ones would have an office in cyprus or would be willing to do remote trading with me being here? Wishing to leverage my capital and capture high alpha and reduce volatility with long short systems, albeit not day trading systems.
From what I can see most if not all...
Are you asking this to see if it would churn?
Can not provide a hard number on that average holding time, the range can be from a few days to even a year or so.. depending on the time it would take to reach the system's intrinsic value threshold or till an even better candidate appears.
The mentioned screener is based on a relative and absolute value, could not find till now a way to improve it with the help of technicals, would rather buy more at a lower level than to buy more at a higher level.
Will really appreciate if someone would take a look at the attached .xls...
It's funny how many are fast to judge fundamentals while trading technicals, and viceversa, we should all recognise and accept that we're all in the same boat, the one going against EMH trend.
Thank you Dionysus, altho needed some time for your abstract response to sink in. I'm not so keen on...
Nice analogy DionysusToast, I tend to think that next to those big large calculated sharks are also remora fish that go along just well with shark's leftovers, and i'm not afraid by those sharks and their billions as you said. Seeing their overall results it seems to me that they swim in...
Thank you Alexander, that gave me some hope, was starting to think otherwise. Could you please give me some pointers as well ? I am seriouslly considering automating the forward tests, the portfolio of systems, with interactivebrokers, wishing to remove human error from it. Would anyone know if...
Thank you Arbu, their point of view is understandable and no animosity exists. Really enjoyed my 2 months vacation ytd in London, and also got the chance to meet other traders and get their angles on markets, also participated in some insightfull seminars there.
Sorry if deviated from thread's...
Been there, left after 1 day, so could not say much about it. I left for personal reasons, could not pay to sit in a room to trade(Same products can be traded with an IB account from the comfort of a couch) something I never traded and could not find an edge on it(yet). The place was really only...
Could not find a better place than this website to post my questions.
During some 7 years of being involved in markets and systems study have come across some interesting things.
Among them are my current studies on the stock market, simple, objective, pragmatic rules of valuing...
Just a few questions from you guys with personal STA experience
1. If graduated the 1 month education/testing period, what is the average size of the backed accounts?
2. Is this prop house actually a one trick pony limiting traders to "a select few strategies"?
3. If graduated the 1 month...