botpro (p)

newwurldmn said:
Yes. Warren Buffet trades billions of dollars using a website.
More...
If that is really true that Buffett is trading via a website, then the man (or his business) is risking much, IMHO....
But, I wouldn't say that Buffett is a trader, he's more an investor, a so called "value investor", a business man.
 
botpro said:
I analyse all US stocks using AmiBroker.
Of all the high volume stocks which meet some criteria I analyse their EOD-histories going back till 2001.
Of those who were successful per quarter in more than 70% of the querters, and
those who were successful less then 30% of the quarters.
The ratio is: 716:8, ie. about 99%of the filtered stocks have positive quarter histories.
The criteria/filter I used:
Code: 
   (vc >= 10000000)                    // Volume * LastClose
&& (GoodPct >= 70 || GoodPct <= 30)    // successful quarters
&& (volaC >= 15 && volaC <= 60)        // stock volatility
&& (nper >= 15)                        // number of quarters the stock has data for
;
More...

There are about 6370 stocks and about 20 indices, all US, in my AmiBroker EOD DB.
 
botpro said:
I analyse all US stocks using AmiBroker.
Of all the high volume stocks which meet some criteria I analyse their EOD-histories going back till 2001.
Of those who were successful per quarter in more than 70% of the querters, and
those who were successful less then 30% of the quarters.
The ratio is: 716:8, ie. about 99%of the filtered stocks have positive quarter histories.
The criteria/filter I used:
Code: 
   (vc >= 10000000)                    // Volume * LastClose
&& (GoodPct >= 70 || GoodPct <= 30)    // successful quarters
&& (volaC >= 15 && volaC <= 60)        // stock volatility
&& (nper >= 15)                        // number of quarters the stock has data for
;
More...
This is complicated to explain...
In the above result "success" means the stock had a quarterly return of >= -10%.
The code was initially written for selling put options & hedging.
In that case a drop of up to about max -10% counts still as a good result for put options selling & hedging (regarded that vola stays about the same).

Update:
I now experimented for the general case, and unfortunately even then I have to use a similar negative value (now took -5%)
because with greater values the stats don't make much sense for the filtered subset...
Now I get these results:
74 stocks had in more than 70% of the quarters a return of >= -5%.
165 stocks had in less than 30% of the quarters a return of >= -5%.

As said, not that easy to explain nor to understand this stuff...
 
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And the usual legal stuff for all postings here and by this author:

Disclaimer:
All statements and expressions in this journal and in other threads are opinions, and not meant as investment advice or solicitation.
Information provided is not personal investment advice. Seek guidance from a professional investment adviser before trading or investing.
You bear responsibility for your own investment research and investment decisions.
I do not provide any personal/individualized investment advice or advice regarding suitability of any particular investment or trading method.
 
And here the 6th pos:
Underlying: UAL (United Continental Holdings, Inc.) SpotAtEOD=58.05 HV3m=36.8% IV=s.b.
Options: Exp=2016-Jun-17 Type=Put Strike=49 FillPrice=1.17 Contracts=200 --> Value=23,400
"Strike ContractName Last Bid Ask Change %Change Volume OpenInterest ImpliedVolatility
49.00 UAL160617P00049000 1.16 1.15 1.20 0.05 4.50% 5 353 39.75%" [@finance.yahoo.com]
Rationale: based on ranking of quarterly returns (GoodPct=19.5% Yield3m=-20.8%), and some other supporting/confirming factors like "optical TA :D"
 
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7th pos:
Underlying: AAL (American Airlines Group Inc.) SpotAtEOD=42.11 HV3m=35.8% IV=12.5%
Options: Exp=2016-May-20 Type=Long-Put Strike=35 FillPrice=0.53 Contracts=400 --> Value=21,200
"Strike Price Change Bid Ask Volume OpenInt
35.00 0.54 +0.06 0.52 0.54 128 1791" [@finance.google.com]
Rationale: based on ranking of quarterly returns (GoodPct=19.0% Yield3m=-18.9%), and some other supporting/confirming factors like "optical TA :D"
 
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FYI:
- every day at midnight US ET, finance.yahoo.com clears the following options fields: Bid, Ask, Change, %Change
- finance.google.com does it some time later; dunno yet when exactly
 
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8th pos:
Underlying: LVS (Las Vegas Sands Corp.) SpotAtEOD=51.94 HV3m=46.7% IV=s.b.
Options: Exp=2016-Jun-17 Type=Long-Put Strike=45 FillPrice=1.62 Contracts=150 --> Value=24,300
"Strike ContractName Last Bid Ask Change %Change Volume OpenInterest ImpliedVolatility
45.00 LVS160617P00045000 1.68 1.55 1.62 0.00 0.00% 119 0 43.07%" [@finance.yahoo.com]
Rationale: based on ranking of quarterly returns (GoodPct=22.2% Yield3m=-17.5%), and some other supporting/confirming factors like "optical TA :D"
Rmks: this HV is normally too high for my risk taste, but let's see...
 
9th pos:
Underlying: DAL (Delta Air Lines, Inc.) SpotAtEOD=47.75 HV3m=34.9% IV=6.25%
Options: Exp=2016-Jun-17 Type=Long-Put Strike=42 FillPrice=1.19 Contracts=200 --> Value=23,800
"Strike Price Change Bid Ask Volume OpenInt
42.00 1.21 +0.10 1.16 1.21 12 776" [@finance.google.com]
Rationale: based on ranking of quarterly returns (GoodPct=27.8% Yield3m=2.2%), and some other supporting/confirming factors like "optical TA :D"
 
10th pos:
Underlying: EA (Electronic Arts Inc.) SpotAtEOD=65.72 HV3m=38% IV=6.25%
Options: Exp=2016-Jun-17 Type=Long-Put Strike=57.50 FillPrice=1.55 Contracts=150 --> Value=23,250
"Strike Price Change Bid Ask Volume OpenInt
57.50 1.56 -0.18 1.51 1.58 12 725" [@finance.google.com]
Rationale: based on ranking of quarterly returns (GoodPct=29.5% Yield3m=25.3%), and some other supporting/confirming factors like "optical TA :D"
 
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