----- Original Message -----
Sent: Sunday, August 14, 2005 12:57
PM
Subject: Re: [amibroker] Funds
Hi Bill - thanks for the reply. I was thinking
along those lines myself. I considered a few few options
for filtering - profitabilty with certain indicators, volatility
over the last X periods, etc, and I guess I will go with something like
this.
But now I am wondering about fund volume - I
mean, even though it is not reported, it seems there must be a volume, in the
sense that so many units get traded on any given day. If a stock only traded
10,000 units/day, I would not trade it for obvious reasons. With
funds, isn't there any reason to be concerned about
this?
Steve
----- Original Message -----
Sent: Sunday, August 14, 2005 12:42
PM
Subject: [amibroker] Funds
Hi All,
I am starting to look at funds. With stocks, my
first step is to filter out a "tradable universe" of stocks based
largely on volume. With funds, we only have close (NAV). Would anyone be
willing to share how they go about creating a tradable universe of funds?
Thanks very much!
Steve