Free Special Report on Trading ETF's Including system code!.

Discussion in 'Events' started by Murray Ruggiero, Mar 27, 2009.

  1. Murray Ruggiero

    Murray Ruggiero ET Sponsor

    Profiting in Today's Dangerous Markets



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    The markets have never been so dangerous. If you've been invested in the S&P500 over the past five years you're down by 31.5%. The classic investing for your future using buy and hold is dead. If you want to make your investments grow with less risk, you need to develop mechanical trading strategies and back test them over time. Do not invest all your money in one strategy, use multiple strategies to trade the same markets and spread the risk. This way if one strategy is in a drawdown another might be making profits.



    In the past if you wanted to be able to profit from both sides of the market you needed to trade futures. ETFs have now grown up and you can profit from both sides of the market. You could use the same type of system you use to trade the S&P500 futures with a holding period of 4 to 10 days and trade using ETFs or Mutual Funds.



    In the case of the S&P500, SPY has been around since 1993 while SH has been around since September 2006. SH is negatively correlated to the S&P500. We can also use the Rydex Mutual Funds to trade the S&P500 from both sides. ETFs and mutual funds exist to trade the NASDAQ, DOW and Russell from both sides of the market. You can also trade Long Bonds from both sides of the market. In addition you can trade crude or even Gold both long and short.



    Let's look at a classic S&P500 system on Futures. We'll use our classic inter-market divergence model. Let's briefly review this concept.



    In John Murphy's first book, published in 1991 on inter-market analysis he used the crash of 1987 to lay out his inter-market hypothesis. The problem was that until I had built and published the inter-market based trading systems in 1994; no one had yet confirmed his work in a public forum. Many institutional traders used the concepts, but the rules of the mechanical trading systems which used the inter-market analysis, were not generally publicly available.



    I've developed a very simple concept for inter-market based systems.



    You can read more of the above in the full eight page PDF report including code for two ETF systems. It is well worth your time to read this special report. You can get your own copy of this report by registering on TradersStudio.com, which is free. The report will be e-mailed to you within 24 hrs. Please register yourself and recieve this valuable information in this PDF report.



    Biggest Sale Ever! :



    We know the economy is hard right now; we want to help, with a sale on tools for trading. We now are running a 20% off sale on all items on the website. Items added to your shopping cart discounts will be applied upon checkout. This means that you can purchase TradersStudio for $399.10 during this sale; you are seeing that correctly, under $400.00. You will get this 20% savings on all our systems, add-ins and also all the data we sell on www.TradersStudio.com. This sale ends, April 10, 2009.



    Please contact Sales@TradersStudio.com if you have any questions.
     
  2. Hello Murray,
    What data services can be used with your product? I only see Quotes Plus mentioned in a quick glance at the site. Are there others? I use Trading Technologies to feed my Ninja would that work? Thanks
     
  3. Murray Ruggiero

    Murray Ruggiero ET Sponsor

    Recommended vendors are CSI and Pinnacle for end of day. You can use any vendor who can produce ASC files, including intra-day ASC files. For example you can even export TradeStation data and use it in TradersStudio.
     
  4. I have gone through the report. It seems that as per the link in the article, it is not hard to convert a system from Futures to ETFs and the system in the article was simple. Suppose I were to buy your S&P 500 system, how much harder would that be to convert? Thanks! :)
     
  5. Murray Ruggiero

    Murray Ruggiero ET Sponsor

    Not very hard, maybe 20 minutes worth of work.

    If you want more information on the systems we are discussing , here is the thread discusssing the SP500 Insider system and my bond system.

    http://elitetrader.com/vb/showthread.php?s=&threadid=143772&perpage=6&pagenumber=16
     
  6. Regarding the Larry Conners book, have you, Mr.Murray ever looked at 7-7 method?
     
  7. Murray Ruggiero

    Murray Ruggiero ET Sponsor

    Yes, The entries are good but the exits are not that robust when you look at a optimization surface for the exit parameter. In addition it is not very robust on the Nasdaq.

    For a free system it's not bad.

    When evaluating any system I always optimize it on a wide range of parameters and look at the 3D optimization surface.
     

  8. Thanks for the answer, Mr. Murray. :) What were the optimization paraemters used?


    Oops! :eek: Did not realise that I posted this here, am sorry it was meant for the Oil thread. Guess I did better calm down while trading! :) :D
     
    #10     May 27, 2009