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PureBytes Links
Trading Reference Links
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Thank you Anthony.
See for example
http://www.bls.gov/cpi/#data
[hit on the dinosaurs to see tables]
DT
--- In amibroker@xxxxxxxxxxxxxxx, "Anthony Faragasso" <ajf1111@xxxx>
wrote:
> Dimitri,
>
> available from Yahoo......
>
> 30 yr Tresurary Bond= ^TYX
> 90 day tresurary bill ( 13 week Bill ) = ^IRX
>
> Consumer Price index ( CPI ) .....Still looking for data
>
> Anthony
>
> -------Original Message-------
>
> From: amibroker@xxxxxxxxxxxxxxx
> Date: Saturday, April 19, 2003 16:09:07
> To: amibroker@xxxxxxxxxxxxxxx
> Subject: [amibroker] Re: system
>
> Ben,
> Do you know any data source for TB, CB, C_CPI ?
> DT
> --- In amibroker@xxxxxxxxxxxxxxx, profitok <profitok@xxxx> wrote:
> > Hello
> > have no experience in coding
> > but this one is very nice
> > Ben
> >
> > ** YROC, a simple but powerful system. **
> >
> > YROC is an econometric system first introduced into
> > ULTRA in 1995. Since 1942, it has outperformed the
> > SP500 by a wide margin with far less risk.
> >
> > A $1000 investment in 1942 managed by YROC trading
> > the SP500 would now be $635,702 while the same
> > investment buying and holding the SP500 would only
> > be $99,721.
> >
> > If you had traded YROC since the market top in 2000
> > you'd be showing a small gain instead of the -40%
> > the SP500 now shows over the same period.
> >
> > YROC Formula.
> >
> > 1. TB < TB (24 weeks ago)
> > 2. GB < GB (24 weeks ago)
> > 3. C_CPI < C_CPI (24 weeks ago)
> >
> > Where:
> > TB = 90 day Treasury Bill
> > GB = 30 year Treasury Bond
> > C_CPI = Change in the Consumer Price Index from the
> > previous month.
> >
> > Buy if two or more of 1-3 above are true.
> > Sell otherwise.
>
>
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