|
|
|
Categories :
Business > Accounting & Finance
|
|
Long Short Signal 1.0
|
| Publisher |
Ed's Software |
| Published Date |
2008-09-13 |
| License |
Shareware |
Price |
49 USD |
| Size |
33979 KB. |
Program generates buy and sell signals. Earn as much as 52%/year with safety by going long on stock A and short on highly correlated stock B. Has 14yr database, back testing, reporting and automatically maintains database. Specializes in NT & JDSU.
|
| |
Description From Publisher
Program generates buy and sell signals. Earn as much as 52%/year with safety by going long/short on highly correlated stocks. Automatically maintains database, does back testing and reporting. Specializes in NT & JDSU. Safety: (1). Long & short on highly correlated stocks. (2) Signals to close positions ensure losses will be small. (3) Consecutive losses are prevented when the market is unstable. by inhibiting the opening of new positions. (4) Close position signal is generated after a fixed amount of loss.
Long Short Signal (LSS) maintains a database of JDS Uniphase and NORTEL Networks. These stocks have a correlation coefficient greater than .97 (1993-2008). The program watches the ratio of JDSU/NT and when that ratio gets too low or too high, it generates a signal to buy or sell the ratio short. If the ratio returns to normal it generates a signal to close positions resulting in a profit. Buying the ratio means buying JDSU and shorting NT. If the ratio is too low or too high it implies a comparison to a normal value. The normal value is an estimation of recent values of the ratio.
Program uses a digital low pass electric filter to determine a normal ratio. The filter attenuates short term spikes but it passes signal changes that occur slowly. The normal level cannot be affected by sudden spikes but it will follow slow moving ratio changes. The normal ratio will follow (with some delay) jumps that remain high (or low).
In order to generate buy and sell signals, there has to be a threshold for deviation of the ratio from the normal ratio. The threshold level and the filter design parameters were optimized to maximize account value over a 14 year period. The average ratio is expected to be somewhat constant because JDSU is an equipment supplier to NT and they are highly correlated.
The software maintains a simple book-keeping system. A signal to open positions divides the account's cash into 2 equal amounts to go long and short.
Supported OS
WinXP
Related Keywords
Long Short Signal Long Short Signal stock market stock market stock market software stock market software stock signal stock signal market timing software market timing software trade signals trade signals trading software trading software i i
|
|
Latest Accounting & Finance Realted Tools:
Barcode Maker 1.0.0.0
Barcode maker creates barcodes online free of charge |
Amphis - Time 1.3
Amphis - Time has an on screen timer and keeps a running total of the time spent on each of multiple tasks. Export to spreadsheet at the click of a button. Minimizes to System Tray to save screen space. |
InstantCashBook 3.04.4
Easy to use tool to help small business owners record their daily financial activity. Simply enter daily bank or cash payment & receipt transactions and InstantCashBook 3 will prepare all your reports like Income/ Expenses (Profit/Loss) and more. |
Desktop Budget 1.2.0.17
Desktop Budget lets you take control of your budget, and let?s you manage all your finances including your checking, your credit cards, loans, savings accounts, and any debts you might have, all with easy to use, self explanatory windows. |
Business Agreement Download 4.0
The business agreement from www.formsgateway.com is a legal document whereby two or more entities enter into a business venture. The general business agreement form outlines the responsibilities and obligations of each party. The business agreement |
Articles of Organization Download 4.0
The articles of organization from www.formsgateway.com are documents that must be filed with the state for the creation of a limited liability company LLC. The formation of the business is complete when the state accepts the articles of organization |
Sample LLC Operating Agreement Form 4.0
The LLC operating agreement from www.formsgateway.com is an agreement among limited liability company (LLC) members about the business of the LLC and the rights and duties of the members. |
Lending Redistributable Articles 1.0
Article Database Dump April 2008 at www.lendhaven.com - You may redistribute these articles provided that you must provide a link back to the author site http://www.lendhaven.com |
Joint Venture Agreement Download 4.0
The joint venture agreement form from www.formsgateway.com is an agreement whereby two or more entities enter into a joint venture. The joint venture agreement describes capital contribution schedules and structure & profit and loss distribution. |
Free invoice template-Excel invoice form 1.1
Excel Invoice Template-Free invoice Template and invoice software based on Excel. It is a great, all-purpose Excel invoice form for creating any type of business invoices. This invoice template comes with a sample that is ready to add your logo. |
Loan Agreement 2.1
This personal loan agreement is used when an individual is lending or borrowing money. The personal loan agreement form contains conditions, covenants and restrictions to be executed by the buyer. |
LLC Operating Agreement 2.1
The llc operating agreement form from legalmessenger.com is essential for forming an llc. The sample llc operating agreement is needed for starting a llc, and to incorporate llc. Download the llc operating agreement now to start setting up an llc. |
TimeLive timesheet application 2.6
TimeLive - web-based timesheet application, billing automation, expense management, employee attendance automation, project management and task management. Free downloadable and hosted (ASP) version. |
|
|
