Setting up assets and asset lists

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This topic contains 11 replies, has 9 voices, and was last updated by  Alexander Horn 1 year, 2 months ago.

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  • #35932

    Alexander Horn
    Keymaster

    Setting up assets and asset lists

    #36483

    mitch
    Participant

    I’ve been a subscriber to QT for 2 months. Over that time, I have notice a few inconsistencies in the strategy asset list selected by QT versus the strategy assets listed on the website.

    For example, beginning Oct 1 for NASDAQ 100 strategy…
    -QT selected: NVDA, AMAT, AMZN, SYMC as the top 4
    -Website: NVDA, AMAT, CHTR, SYMC Here the #8 ranked stock during the lookback of 164 days was chosen over the #3 ranked stock. Curious why?

    Also this month, beginning Nov 1, for BUG strategy…
    -QT selects: SPY 10%, CWB 10%, PCY 40%, TIP 40%
    -Website: SPY 26%, CWB 26%, PCY 26%, TIP 21%

    I was going to upload screenshots, but don’t see that option available.

    #36511

    Vangelis
    Keymaster

    We do review the Nasdaq 100 QT stock selection and use common sense. In some cases news or other short term events may cause a stock to move in an extreme fashion. In other cases an upcoming news event may make a stock extremely risky. We may choose to replace such a position with one lower in the rank.
    The BUG strategy included in QT is a similar but not the same strategy as the BUG that we publish. Both strategies use the same underlying ETFs and both use risk adjusted momentum but the algos run on different platforms and are a bit different. The QT BUG finds the best combination of 4 ETFs and corresponding weights while the BUG ‘straight’ uses momentum criteria to overweigh winners. Cannot say which is best, except that the correlation between the two strategies is very high.

    #40965

    Tom Gnade
    Participant

    I’ve updated the Nasdaq 100 stock list from the Nasdaq website as of today.

    http://www.nasdaq.com/quotes/nasdaq-100-stocks.aspx
    http://www.nasdaq.com/quotes/nasdaq-100-stocks.aspx?render=download

    All of the legacy symbols have been left in the stock list, and new symbols have been added. The attached text file includes only the necessary .ini file line items from the [StockItems] and [StockLists] tags.

    #41266

    Lanemc
    Participant

    So, I just replace the current Stockitems and Stocklists in my .ini file and save?

    Lane

    #41321

    Tom Gnade
    Participant

    You really only need the few new symbols from [StockItems], and then copy/paste the updated $Nasdaq100 list from [StockLists] in the file I attached above over the current entry in your .ini file.

    #41332

    Gordon Cooper
    Participant

    Can we rank from BOTTOM up rather than from TOP down?

    Frank alluded to this in post #16408.

    For example, the Strategy Backtester or Portfolio Manager screens have the strategy parameter of: “Use the Top n ETFs”. How can we rank and backtest in reverse order? That is “Use the Bottom n ETFs”?

    #42660

    Richard
    Participant

    I’d like to merge my past portfolio work saved in an earlier .ini file with the most recent .ini file so my work and the latest LI portfolio updates can exist together. Placing the latest QT exe in a folder with my old .ini lets me run my old work with the then-current LI portfolios, but the newest LI portfolios are of course not there.

    Thoughts on merging legacy work with the latest .ini file would be appreciated.

    #42780

    Alexander Horn
    Keymaster

    Hello Richard,

    indeed it´s currently not easy to merge strategies between different ini files, need to see if we can come up with such functionality in future, but probably will take some time.

    What I personally do is to keep different QT folders, one only with strategies I use in my real trading, one for testing new portfolios and one for “playing around” with +50 different strategies and sub-versions.

    Whenever we release a new portfolio or strategy with a new QT version, which I feel worthy to go into my trading , then I manually replicate it – this also helps me to perfectly understand it and get ideas of how to adapt it to my own trading style. Takes 20 minutes in average, which I consider worthwhile..

    … but again, a merge functionality might be usefull, I chime in :-)

    #50124

    bhall27
    Participant

    Anyone know where I can find current constituents of the S&P 500 for free? Would like to add to QT. Thanks

    #53021

    Richard Thomas
    Participant

    I use Barchart.com

    #53049

    Alexander Horn
    Keymaster
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