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.
Fw: Re: Feedback for www.equityinformatics.com
backtest charts using PID-5
backtest charts using PID-7
--- On Tue, 5/5/09, Michael James <super.quark@yahoo.com> wrote:
From: Michael James <super.quark@yahoo.com>
Subject: Re: Feedback for www.equityinformatics.com
To: "Nikhil Sharma"
Cc: super.quark.blogger@blogspot.com
Date: Tuesday, May 5, 2009, 2:51 PM
hi nikhil,
the attached charts plot my model back test results going back to sept-07. once you look at the charts, the data should be self-explanatory. if not, don't hesitate to ask.
there are 2 performance scenarios i maintain back tests for. one is the delta neutral scenario and the other is an ultra aggressive scenario. the ultra scenario follows a seperate "re-balance" indicator than neutral. with the ultra scenario, weightings of each pair are biased to the ETF that shows the greatest probability of going higher until the next signal. with the neutral scenario, the indicator signals a re-balance to neutral weightings computed in the model.
included are 2 sets of results for each scenario because i'm in the midst of releasing a revision to the model. the pair starting with "pid-5" is the current set of back test results for both scenarios. the pair starting with "pid-7" are the back test results using the soon to be released model revision.
current, neither model is currently calling for a re-balance. but in light of governement news today and later this week, i bleieve there may be a signal coming for a re-balance. with pid-5, both neutral and ultra scenarios share re-balance indicators. the ultra scenario uniquley uses a polarity chart to determine ETF bias. in pid-7 each scenario has it's own re-balance indicator and a polarity chart is no longer used in favor of a new technique i employ to determine ETF bias.
best regards,
mike james
--- On Tue, 5/5/09, Nikhil Sharma wrote:
From: Nikhil Sharma
Subject: Re: Feedback for www.equityinformatics.com
To: "Michael James" <super.quark@yahoo.com>
Date: Tuesday, May 5, 2009, 12:45 PM
Hi Mike I went through the comments. Can you send me the backtest data and the snapshot of the spreadsheet for review. Thanks Nikhil
On Mon, May 4, 2009 at 4:25 PM, Michael James <super.quark@yahoo.com> wrote: hi nikhil, i have a subscribers blog that's open for all to read. there's a particular post with comments that might be of interest to you. follow the comments section carefully. the link is http://squark62.blogspot.com/2009/04/sds-sso-model-update-april-24-2009.htmlif you are still interested after reading the blog, let me know and i can send you more info. i have backtest data and a snapshot of the last subscriber spreadsheet available for review. i certainly can offer you a 1 week free trial. best regards, mike james
From: Nikhil
To: super.quark@yahoo.com
Sent: Monday, May 4, 2009 3:56:34 PM
Subject: Feedback for www.equityinformatics.com
A visitor to www.equityinformatics.com has sent a message through your contact form. Name: Nikhil Company: N/A Email: Phone: 6463016607 Question/comment: Hi Mike, I am interested in knowing more about your service and strategies. Do you have a weekly/monthly free trial where I could get a glimpse of your work before subscribing to it. Also it would be great if you could send me some information about your strategy as its prudent of me to research any idea I put my money into. Look forward to your response. Thanks Nikhil -- Regards Nikhil Sharma
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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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