Thread @ Economic & Fundamental Analysis: Constructing the Monetary Model by M. Zweig

[pirx]

Thread @ Economic & Fundamental Analysis: Constructing the Monetary Model by M. Zweig

Hello everyone

I started a tread at Economic & Fundamental Analysis forum with this title: Constructing the Monetary Model by Martin Zweig (US Markets). But only later did I realize, that there is not as much activity as here and the topic could be interesting to many of you.

Basically what I´m trying to do is construct the Monetary Model, described by M. Zweig, in his book, Winning On Wall Street. The Excel file is already made, but I can not find some of the necessary economic data and this is why I´m asking for a bit of help.

Since this model is (historically tested) a great way to analyse the overall market conditions (Buy, Hold or Sell), it would be a great tool to use for many of us. I´ll just simply attach the file as soon as it´s completed.

Any help is welcome!

P.S. to Moderators: I hope that this link to a started thread is is not in a conflict with the guidelines of this forum.

 

[dbphoenix]

This may be of help to you as regards "installment debt":

http://mam.econoday.com/reports/US/EN/New_York/consumer_credit/year/2006/yearly/02/index.html

 

[pirx]

Hi Dbphoenix,

Thanks for the link! This was exactly what I was looking for! I did not know that "installment debt" is now called "consumer credit" - so knowing this helped me to find Federal Reserve Consumer Credit.

Now all that is left to find are Reserve Requirements.

 

[dbphoenix]

Glad I could help. Don't know about reserve reqs, tho. Not sure how much of Zweig still applies these days.

 

[Baruch]

Glad I could help. Don't know about reserve reqs, tho. Not sure how much of Zweig still applies these days.

Good idea with this thread. We need a thread for fundamental traders.

 

[pirx]

Glad I could help. Don't know about reserve reqs, tho. Not sure how much of Zweig still applies these days.

I guess his model is pretty much on the spot. It was accurate majority of the time for the last 45 years, so I´ll give it a try

By the way, here is a good explanation of what the Federal Reserves are:

• Reserve requirements, a tool of monetary policy, are computed as percentages of deposits that banks must hold as vault cash or on deposit at a Federal Reserve Bank.

• Reserve requirements represent a cost to the banking system. Bank reserves, meanwhile, are used in the day-to-day implementation of monetary policy by the Federal Reserve.

• As of June 2004, the reserve requirement was 10% on transaction deposits, and there were zero reserves required for time deposits.

Maybe this could be it? The Federal Reserve Board - Reserve Requirements

 

[dbphoenix]

Good idea with this thread. We need a thread for fundamental traders.

Try the CANSLIM Forum. If you put all the momentum stuff on the back burner, there are plenty of opportunities to discuss fundamentals.

 

[Baruch]

Try the CANSLIM Forum. If you put all the momentum stuff on the back burner, there are plenty of opportunities to discuss fundamentals.

OK, but the problem with CANSLIM is that I trade forex.... :cheesy:

 

[marchusyoshua]

Supedmodel

Here is my description of the model. Im still working on it will publish it then