Saturday 3 September 2011

day 3 - nothing for free

all of this has now been running for one year.

has this worked ? predominantly yes

getting up signals is not too much of a problem, with the best alpha's this is over 80%, one alpha approaching 100% (alpha7) but only produces a stock pick on average about once per month, which is great if you want 11.5% per month, I need 20 alpha7's.

the sell signal is a little more problematic

currently I am working on a flat 11.5% up from buy price to sell, which I am trying to reduce to between 3 and 5 days giving me the required about 3% per day.

my trading strategy needs some thought now

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