what we do
Our focus is on the development of proprietary geodesic models that characterize the behavior of leveraged long/short ETFs in pairs trades using first principles of Hamilton-Lagrange-Euler mechanics. Because of tracking errors & daily compounding phenomena, equal weightings of leveraged ETFs in a pairs trade are virtually never 50-50. Daily data & graphics will show subscribers where neutral pair weightings have moved along the path of the pairs geodesic thereby providing multiple market direction & re-balance indicators.
SDS-SSO Subscriber Intraday Alert April 15, 2009
Dear Subscriber, click to download a snapshot of the most recent PID neutral performance model i ran through. it's not exactly neutral because i let the model drift when the SDS-SSO pair value was positive. the results were achieved by re-balancing to neutral weights when PID was = or >. now the frustrating part is while i was creating this snapshot, MS Excel on my Mac crashed and the recovery file was useless. so i'm have to back track my steps using the snapshot as a guide to re-make the model. this was was like a swift kick in the balls. all i want to do now is just lay down which i probably will. the next step for me is to run an aggressive performance optimization using the same PID parameters. that will be delayed a bit because of the re-engineering work i have to do. but i'm encouraged and feel the results of the aggressive model will be worth waiting for. | | | | |
Disclaimer
Equity Informatics is a developer and service provider of proprietary financial equity pricing models & trading methods. The company familiarizes subscribers with the basic thesis of our models, provides subscribers with daily neutral pair weightings and methodologies on how to use the data as intended. subscribers shall not share any information obtained from equity informatics with any other party. use of these services are granted only to and intended for the benefit of the subscriber. Equity Informatics does not offer the sale of equities nor do our trading models constitute trading advise. It is incumbent on potential clients to perform due diligence and seek a professional financial adviser to help you determine whether subscribing to the company's services are suitable for your financial situation and level of risk. No guarentees of performance are expressly or implicitly offered nor does Equity Informatics guarantee the accuracy of market information used to provide model data to our client. equity informatics does not assume responsibility for lost principal, lost gains or tax consequences.
Copyright (c) 2009 Equity Informatics, LLC. All Rights Reserved.
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