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How do hedge funds take $4M positions? For a $4M position at 2% of daily total, AvgDailyTot needs ... |
Feb 5, 2011 6:17:11 PM by kbellare |
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Chris, I did a test with Piotroski screen, holding top 15 pos, 4 weeks reb al, 5 year period. ... |
Nov 22, 2011 6:49:10 AM by marco |
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Marco - I incorporated your suggestions into my screens. The simulator turns $100 into $187.49. ... |
Nov 22, 2011 3:27:20 PM by chris319 |
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Marco - I still can't get the simulation to match the backtest anywhere near as closely as you ... |
Dec 5, 2011 10:58:07 PM by chris319 |
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Steve asked above - [quote]Please make any improvements to this system public![/quote] ... |
Jan 15, 2012 2:00:48 PM by gfagerlin |
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Hi, http://www.portfolio123.com/port_summary.jsp?portid=897105 Is a strategy like the above ... |
Apr 7, 2012 4:06:24 PM by judgetrade |
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thanks for the post. my friend subscribed to intelligent value and thought it was a scam also ... |
Jan 31, 2013 6:46:30 AM by championship7777 |
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Excellent Denny; thanks very much. I will play with this so that my Sim more exactly reflects the ... |
Feb 26, 2013 6:47:15 AM by donbarrett |
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100.000 $ Portfolio, weekly rebalance, 5 Stocks: You need stocks that trade more then 275.000 ... |
Mar 6, 2013 9:28:50 AM by judgetrade |
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Hello Denny and Dozu, Thank you for your helpful comments and suggestions. All, as I get ... |
Jan 3, 2007 9:10:09 AM by KAR |
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Russell, Let’s see, we get Port slippage because most of the stocks that the Ports recommended ... |
Nov 9, 2006 3:36:24 PM by DennyHalwes |
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Okay, so a more articulate heading would have been to study slippage not Port vs. Sim, wow does ... |
Oct 24, 2009 2:37:36 PM by maBogues |
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[quote]For all of my sims I used 1% slippage. So at the open I enter a limit order that is 1% above ... |
Jan 10, 2006 5:36:13 PM by hui |
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all, My general sense on this is that most of the ports we follow that aggressively trade the ... |
Apr 4, 2006 12:02:20 AM by DennyHalwes |
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Russell, I looked at your sim and if you add .5% for slippage it actually is about 5 ... |
Jan 31, 2007 2:19:58 PM by jbarnh |
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[quote]1) Gross market imbalance slippage: The difference between the previous close and the days ... |
Jun 20, 2008 4:31:35 PM by olikea |
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OK - go to your simulation and click on "Generate Portfolio". Follow the steps to set up ... |
Dec 6, 2008 7:44:14 AM by Stittsville123 |
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This particular result is unlikely to be achieved due slippage (the spread alone on a stock that ... |
Apr 7, 2012 9:28:10 PM by synhawk |
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Marco - First, I want to commend you on your simulations. I'm particularly impressed that you ... |
Apr 21, 2004 6:06:22 PM by bruce1r |
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I just run a simulation with a trading rule that is : sell when relative gain with s&p > ... |
Apr 29, 2004 7:19:19 AM by donald |
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