Recent content by quibowibbler

Thanks, I did start to think that perhaps he was trying to make the portfolio market neutral. So if I was planing to use a smaller number of stocks in my portfolio, I guess I'd work out the beta over the portfolio rather than the market?

I've been reading an academic paper where a system was set up to advise on going long or short on a stock based on some indicator values. I thought it was odd that the author wanted to go short if the beta excess return (BXRET) of a stock was negative. I thought that beta excess return was...

I thought price movement would be related to the ratio of buy volume/ sell volume.

just like this person wanted here: http://www.trade2win.com/boards/price-volume/26795-buy-sell-volume.html Im confident that it can be calculated from price changes and toal volume but something in my methodology is out

volume of shares. I know that the volume of buys plus the volume of sells are equal to the total traded volume for one time frame. I also assume that the difference in up(buy and down(sell) volume is proportional to price movement

But in easylanguage codse it is a volume. See my link

Im trying to convert a volume indicator from Tradestation easylanguage code. If you look at https://www.tradestation.com/support/training/downloads/Volume_Reserved_Words_Reference.pdf my definition is accurate. My assumptions are based on the fact that if all the company's shares were sold at...

Hi, Im currently trying to convert some tradestation code that uses "upticks" and "downticks". I've worked out that upticks and downticks represent the volume of buys and the volume of sells respectively. Now I'm doing this for shares- I know this is a Forex forum but Im sure it is relevant...