Stock Model

Quote from nitro:

Someone asked for Cramer's portfolio. I hope this is an accurate list.

ORCL, -3
UPS, -2
PRU, 2
KSS, 2
HOT, 0
UN, 1
SYK, -1
USB, 3
AAPL, -3
PNRA, -3
ISRG, -4
HOG, -4
PNC, 3
JCI, -2
SNY, 0
ESV, 0
VIA-B, -4
UN, 1
JNPR, -2
IBM, -3
HES, 3
FCX, 1
FLR, -4
ESRX, -4
EMC, -2
DD, -2
DE, -1
CMI, 0
COST, -3
KO, 0
CAT, -2
BAC, 1
T, 5
APA, 2
AXP, 2
AA, -1
ACN, -2
More...
ORCL, -1
UPS, -3
PRU, 2
KSS, 3
HOT, 1
UN, -4
SYK, -1
USB, 3
AAPL, -2
PNRA, -3
ISRG, -3
HOG, -1
PNC, 3
JCI, 0
SNY, 1
ESV, -1
VIA-B, -3
JNPR, -2
IBM, -2
HES, 3
FCX, 1
FLR, -4
ESRX, -3
EMC, -3
DD, 0
DE, 0
CMI, -1
COST, 0
KO, -1
CAT, 0
BAC, 1
T, 4
APA, 2
AXP, 1
AA, 0
ACN, -1
 
Well if anything this thread just shows how to get a bunch of post count.

Unless there are results behind the model you're really wasting your time, Nitro.
 
Quote from bwolinsky:

Well if anything this thread just shows how to get a bunch of post count.

Unless there are results behind the model you're really wasting your time, Nitro.
More...
You mean I am wasting your time. That is for you to decide if it offers you value or not. I guarantee you this is not a waste of my time.
 
Quote from nitro:

You mean I am wasting your time. That is for you to decide if it offers you value or not. I guarantee you this is not a waste of my time.
More...

As far as that goes, do you have a backtest? Can you see the average profit? And if you're not going for profitability, which is really all that matters, are you trying for relative outperformance with this model?

I don't see much to go on with regard to how a 7 would perform versus a 6, or 5, or 3, or whatever.
 
Quote from bwolinsky:

As far as that goes, do you have a backtest? Can you see the average profit? And if you're not going for profitability, which is really all that matters, are you trying for relative outperformance with this model?

I don't see much to go on with regard to how a 7 would perform versus a 6, or 5, or 3, or whatever.
More...
Perhaps you know of my other major thread, FV. It took me two years to feel really comfortable with what I have there. This is a newborn baby for me. Again, I have a problem with backtesting because it is very difficult to get historical data that allows me to rank because of the novelty of it. Further, I am programming efficient frontier software that will be have to include having constraints from the ranking, something I don't know how to do quite yet. It is quite a challenge because if I have 500 symbols, it will require me to invert a 500 x 500 matrix with constraints, something that requires quite a bit of computation. Finally, I plan to further add constraints from FV and cointegration. One step at a time.

Is this worth anything yet? Imo quite a bit, but you have to do some of the work yourself to drill down into the values and symbols yourself. There is quite a bit of [trading] strategy that can be applied even to the raw numbers. If this were a finished polished research and software, I would charge lots of money for it, if I would even expose (any of) it at all.

I plan to make this a turnkey program the way that FV is, but that is ways off. Enjoy it, it may disappear soon. As I said, if you have your own ideas, post them, and I will give you the models opinion. For example, say you want to pair trade X and Y. It might be interesting to you to know what the rank is, and see how it plays out. Or say you have a portfolio of 5 diversified stocks, maybe you want to get five that have rankings greater than 1? Etc etc etc....
 
Quote from nitro:

T, 1
GE, -1
SHY, -1
BIIB, -2
NEM, 0
ABV, -3
VZ, -3
ALK, 0
LULU, -6
NVS, -2
VOD, 0
AMGN, 0
KO, 0
MJN, -3
CMG, -6
JPM, 0
PCLN, -6
BMY, -3
MCD, -2
ALTR, -3
NVO, -3
XOM, -1
CL, -3
PM, -2
PG, -2
GOOG, -4
INTC, -1
LO, -1
LLY, -1
AAPL, -4
More...
Rentec

T, 4
GE, 1
SHY, -1
BIIB, -2
NEM, -1
ABV, -4
VZ, 0
ALK, 3
LULU, -6
NVS, 2
VOD, 3
AMGN, 2
KO, -1
MJN, -2
CMG, -4
JPM, 0
PCLN, -4
BMY, 1
MCD, -1
ALTR, 1
NVO, -3
XOM, 1
CL, 0
PM, -2
PG, 0
GOOG, -3
INTC, 3
LO, 1
LLY, 3
AAPL, -2
 
Quote from nitro:

AAPL, -2
BIDU, -5
SLW, -6
MCD, -2
MRO, 1
DE, -1
NVO, -3
ARMH, -7
ABV, -4
MO, -4
PCLN, -5
FFIV, -6
ILMN, -6
CPL, 0
More...

Extremely popular:

AAPL, -2
BIDU, -6
SLW, -5
MCD, -1
MRO, 3
DE, 0
NVO, -3
ARMH, -5
ABV, -4
MO, -3
PCLN, -4
FFIV, -5
ILMN, -6
CPL, -1
 
Quote from nitro:

Because the entire world seems to be talking about the XLF and its components, I thought I would bring perspective to it by posting cold hard numbers and no opinion:

XLF, -1
BAC, -1
C, 0
GS, 0
JPM, 1
MS, -4
TRV, -1
WFC, -1

As you can see, other than MS, the XLF and components contain no more model-risk than anything else in the market currently. Short MS Long GS suggests itself.
More...

BAC, 1
C, 2
GS, 0
JPM, 0
MS, -2
TRV, 3
WFC, 3

The XLF components, from the perspective of [just] the model, doesn't look so terrible. The pair trade suggested above should probably be unwound, as the spread of 2 - 0 = 2 is not enough edge, imo.
 
Bridgewater Partners portfolio ("top" holdings):

INTC, 3
AXP, 1
WERN, -1
NWL, 1
IM, 1
WPI, -2
ARO, 2,
GE, 1
MHP, -1
JKHY, -1
LLL, 2
IP, 3
TER, 4
ABC, 1
LLY, 3
AMAT, 2
DDS, 3
M, 3
FCX, 1
MSM, -2
DLTR, -1
ESI, 1
LEG, -2
MMM, 0
AVT, 2
CDNS, -4

Wow, that is a total score of 24, and blows away the runner up Warrent Buffet portfolio. Interesting.
 
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