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<FONT face=Arial color=#0000ff
size=2>Perhaps this is the question you want answered by me?
<FONT face=Arial color=#0000ff
size=2>
As far as your
request for having market neutral capability goes within a particlar portfolio
that is certainly doable but I need to have an answer to my other question which
is what to do with $ when a sell/cover happens and there are no remaining ranked
candidates to chose from that have their "eyes" on a trade in the same market
direction as the one that was just exited.
<FONT
face="Courier New">
Is the
scenario you are questioning any different from one where I simply don't have
any buy signals at all in a "long" only system? Since "b" and I both
primarily use a timing approach, we are in the market (long), just over half the
time. Therefore, there will be quite a few instances where we will
have exited long positions and don't wish to take new ones.
If this is a problem for PT, we could
certainly automatically shift the money (using our own AFL logic) into a known
money market or bond fund and PT wouldn't know the difference.
Of course, in this case we would either have to automatically increase the
amount invested in one instrument or have multiple instruments (albeit some may
be fake) to handle multiple transactions for the usual amount being invested in
normal stocks.
I hope this makes sense. This is a
fairly complex subject and the English language, even if it's my only language,
can be a challenge at times.
<SPAN
class=176165306-10062003>
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