Stock Model

Discussion in 'Stocks' started by nitro, Aug 2, 2011.

  1. what's the time horizon?
     
    #21     Aug 6, 2011
  2. nitro

    nitro

    Congruent with VIX. If VIX is low, these ratings would be good for a couple of weeks, but obviously can change dramatically on a daily basis. With the VIX the way it is now, it must be checked daily.

    Even still, a stock is not likely to go more than a couple of points in rank from where it is on a daily basis. so -2 to +2 can be safely ignored, unless you want a very Warren Buffet or Dividend like portfolio that probably moves randomly on a daily basis, at least when returns are compared to the SP500 or some other index. In other words, trying to squeeze alpha out of them is like trying to get blood from a stone.

    Traders would concentrate on less than -3 and greater than +3 because this is where the emotion is, and where there is emotion, there is edge.

    It is important to understand that this system is just "quantum mechanics", "not quantum field theory" (although I hint at a quantum field theory on the first post - the (*).) I will explain what I mean by that in a later post. For now, this is still useful.

    On the other hand, there is value in the -2 to +2 range if you follow analysts. I have tracked some of these stocks against some analysts ratings, and I find that some analysts are able to predict a stock from say a ranking of 1, to -4 or less. That happened with TIF recently. Those guys are worth following because they lead. I thought those guys were all worthless, but I was quite wrong...The other nice thing about -2 to +2 range is normally they are slow stocks, so they can be slowly (scaled) entered into, giving less chance for error. Good for investors in other words.
     
    #22     Aug 6, 2011
  3. nitro

    nitro

    Some Gold miners:

    ABX, 0
    ACI, -1
    GFI, 0
    GG, -2
    NGD, -3
    NSU, -2
    UEC, 1
    UXG, -2
     
    #23     Aug 6, 2011
  4. nitro

    nitro

    Buying T hand over fist at 28.00 for my daughters (investment) account.
     
    #24     Aug 8, 2011
  5. nitro

    nitro

    My goal is to update all the lists once a week on the weekends.
     
    #25     Aug 12, 2011
  6. nitro

    nitro

    URI -6
    LNKD, -6
    P, -7
    CRM, -5
    AMZN, -6
    TIF, -3
    DRC, -5
    FLR, -4
    VIA-B, -4
     
    #26     Aug 14, 2011
  7. nitro

    nitro

    ACOM, -5
    AMRN, -3
    APAGF, -5
    APKT, -5
    CXO, -4
    DHX, -6
     
    #27     Aug 14, 2011
  8. nitro

    nitro

    FXEN, -7,
    HTWR, -6
    IPGP, -5
    JAZZ, -4
    LULU, -4
    LXU, -3
    NAK, -6,
    PAY, -7
    PTX, -7
     
    #28     Aug 14, 2011
  9. nitro

    nitro

    NOk, -2,
    CLWR, -5
     
    #29     Aug 14, 2011
  10. nitro

    nitro

    GLNG, -6
    MAKO, -4
    DPZ, -2
     
    #30     Aug 14, 2011