- 02/28/2019 at 10:49 am #59934
R D HATHCOCKParticipant
That listing starting with AAPL was from the QT run this morning. The website lists CELG, HAS, and WTLW along with FOXA. In both cases, the strategy switched from leaders to low volatility.02/28/2019 at 11:53 am #59946
we were doing some tests with the new QuantTrader release which incorporates some new features and data source. See details here: https://logical-invest.com/quanttrader515s/
We will publish the new signals until tomorrow morning, the allocations have been updated as before until you see the March signals.
Alex03/01/2019 at 4:37 am #60035
What happend with NAS100 strategy on the website? Now it looks more agressive, with more CAGR, volatylity an maxDD.
For example, one week ago I made a portfolio
This portfolio since 2006:
One week ago: CAGR 18%, maxDD 9%.
Today: CAGR 21%, maxDD 19%03/01/2019 at 7:53 am #60198
Good morning John,
indeed there is a change, see here for details as announced in todays newsletter: https://logical-invest.com/quanttrader515s/
We changed the way QuatTrader handles the mean-reversion part of the strategy, this most importantly impacts Nasdaq. With the new calculation we better exclude stocks which have sudden jumps for example due to merger or acquisition announcements, and on the other hand do not penalize stocks which short-term under-perform but then revert to the mean.03/01/2019 at 4:15 pm #60292
Is it still possible to subscribe to only NAS100? I can’t seem to find that option.03/02/2019 at 2:39 am #60319
Unfortunately, we do not support single strategy subscriptions any more. This was done so we freely develop and implement and make new strategies available to our Portfolios without the administrative overhead. We offer Core portfolios, All-strategies, QuantTrader subscriptions as well as a few free porfolios (PP, US Sector, BUG). https://logical-invest.com/app/subscribe03/02/2019 at 11:12 am #60356
Thank you. I will look deeper into this.03/25/2019 at 12:34 pm #61672
Question, after the FOXA split off into FOXA & DIS, I’m having trouble determining the cost basis for the new position.
What do we determine to be the new entry price for the new allocation of both FOXA and DIS?
(for my own accounting , but also curious how you will track this in the historical allocations)
Broker is telling me “$0.00” for both.
thanks03/28/2019 at 6:13 am #61800
You are not alone. My broker split FOXA to part DIS part CASH part FOXA at a different price. After this month’s signals we will take a look at the rational so we can compute a cost basis.04/02/2019 at 10:26 am #62515
R D HATHCOCKParticipant
I notice GSY has shown up this much in BRS, Nas and Dow.Apparently it is coming from both the Gold and Treasury hedge strategies. It seems to be almost the same as a money market fund.
I have not seen any explanation of this modification and would like to hear more about it. Thanks.
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