Stock Model
- Thread starter nitro
- Start date
IBM, 0
Buy To Cover IBM 176.05. -9.85.
It is probably wrong to get out of IBM given that FV predicts SPX implodes, but I still don't quite know what the right way that the two systems interact.While FV affects how I enter Stock Model plays, Stock Model exits when there is no edge in holding a position within it's own perspective.
Buy To Cover IBM 176.05. -9.85.
It is probably wrong to get out of IBM given that FV predicts SPX implodes, but I still don't quite know what the right way that the two systems interact.While FV affects how I enter Stock Model plays, Stock Model exits when there is no edge in holding a position within it's own perspective.
If it means subaverage, I wonder why your models think that.
My models have had it as a good stock.
I bought a number of time. I bought it last friday around 138. and sold it around 150. I wanted to biught it again today at 138. They did not fill me. It was trading at 139 area. I doubt I would get in.
Quote from nitro:
I don't understand the question
Do you mean is there an example in the public domain? Every month in Stocks and Commodities there are some. TradeStation and WealthLab has hundreds if not thousands of systems, which in essense is a "model."
I meant: Are there models (it does not matter on which machine/system they are implemented on) that are commercially viable? I am guessing that the intent of your developing such models is to make money out of them somehow.
How about NLY? This stock is not growth, and I wonder what your models say about it. My interest in this stock is mainly because it a bond-like, has options, and therefore better than a bond (it does not break).
It means it is noise around no edge over holding SPY. The scale is -7 to +7. Stocks that interest me are <-3 and > 3, although it is the spread that counts more than anything else. You may well go long TNH at -1 if you pair it by going short to something that is -5 (the way I trade it there are many ways to do it.)
You have to remember that you are trading probably less than $1M. If you are trying to scale to $250M+, you have to think differently.