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Fred,
Are you able to share the AFL code that provides the equity curves in
your attachment? Thanks,
JonS
_______________________________________________________________
--- In amibroker@xxxxxxxxxxxxxxx, Fred Tonetti <ftonetti@xxxx> wrote:
>
> Steve,
>
> As an alternative answer to your question ...
>
> If CAR is the goal with disregard to DD's and NDX (of sorts) is the
> vehicle, it's not too difficult to obtain semi decent results over
that
> timeframe using a simple non optimized ranking system to pick the
top n
> candidate stocks from the NDX as a rotating portfolio to trade long
and
> short (See Attached) These are hardly what I'd call outstanding
results
> given the size of the DD's, but given that this was in essence a
> "sample" ranking criteria to drive the surrounding development
activity
> the results are IMHO better than expected.
>
> Fred
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