Recent content by Stevoswing

I'm not sure if this is a current thread, but I recently opened an account with IB. I would like to trade LEAPS for SPX. I have subscribed to the US Value Bundle data source but I can only find conventional options for SPX not LEAPS. Does anyone know where I can find the LEAPS? I asked IB...

OxfordStat Thank you for the link, it is very much appreciated. The overall results for the portfolio look a lot worse than other strategies you've tested (the best of which are graded B). Are you able to share the main peformance results for the S&P 500 alone? Steve

Trading Spaces Thanks for the link, I have signed up. Steve

TheLastMan I just realised I had not thanked you for the link and the historical data. So thank you very much! Steve

Tickmaster Thank you very much for taking the time to answer my questions. My questions related to end of day data. I can now see why various data providers might provide slightly different volume figures (within a few percent), but struggle to see how the differences can be as great as the...

I hope someone might be able to help me. I noticed quite a long time ago that volume data for stock indices quoted by different online providers were often not the same. In a week in June I did a sample audit for FTSE 100, Nasdaq 100, Dow Jones Industrial Average and S&P 500. I tracked the...

I'm not sure if I'm asking my question to the right forum, but hopefully someone may be able to help. On the surface an inverse ETF index tracker would appear a reasonable vehicle for shorting in a bear market. But then I read in wikipedia about "volatility loss"...

Roy No I haven't. One idea for an approximation though would be to go to Yahoo Finance and download the historical data for the dividend yield for the FTSE 100 ETF ISF. It would be very lumpy, payable quarterly I think. Please let me know if you do find the proper data! Thanks. Steve

I don't think there can be any deep underlying reason as to why 4, 9 and 13 work (a comment which I would argue holds for any mechanical system that involves counting bars). According to Perl, DeMark was fascinated by Fibonacci numbers - which takes care of 13. DeMark had hoped that 8 worked...

I see Jason Perl makes the point in his book that he has not felt the need to backtest the signals because he's been using the indicators in real time for 14 years. He also emphasises TD Sequential is an indicator, not a signal. Nevertheless, is anyone aware of any available back-tests on TD...

Hi Chris Since I did the analysis I've been manually recording the actual dividend yield each week (actually the "Yield" as defined by ft.com on their Equities-Ratios page: FT.com / Markets data / Research Data Archive). As such I haven't given much thought to a better approximation rule. It...

Thanks. To be clear, in the absence of total return data, I estimated the historical dividend yield using the above rule and then applied it to FTSE 100 prices. I then paid for FTSE 100 total return data to find out how good the rule was. I expected it to be some way out and was very...

FTSE 100 dividend yield approximation For those of you who may be interested. I paid for FTSE 100 total return data from Global Financial Data (data start 1994). I then compared that data with an estimate of the FTSE 100 total return, derived by approximating the historical dividend yield. I...

Simple dividend yield approximation For those of you who may be interested, I paid for FTSE 100 total return data from Global Financial Data (data start 1994). I then compared that data with an estimate of the FTSE 100 total return, derived by approximating the historical dividend yield. I...

Many thanks for taking the time to reply. I'll keep looking. It never ceases to amaze me how something that would appear to be so simple turns out to be so difficult. Steve