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OV and ATM
Last Activity 4/15/2019 7:43 PM
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Buffalo Bill

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Joined: 1/2/2015
Location: Stafford, VA

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Subject : OV and ATM
Posted : 1/9/2018 10:21 AM
Post #36954

Not sure how many of you watched Ed's presentation on the new ATMS module. It looks very promising (yes, I bought it) but I am not sure how it will work in OV. If an elite trader (Mark H?) were to utilize it in one of his portfolios would you have to be an ATMS licensee to subscribe (Like ARM 4 and club members)? Not sure how that will play out. Any ideas?

It looks to have the potential to really open up OV portfolios - bigger dynamic lists utilizing more varied strategies like swing, tending, etc (vs just RTM, etc) going long and short. Looking forward to it. ATMS with ARM5 may be amazing
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Steve2

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Subject : RE: OV and ATM
Posted : 1/10/2018 1:44 PM
Post #36955 - In reply to #36954

I asked Ed that question during the first ATM webinar. He indicated that ATM cannot be used through the Elite Trader infrastructure. Elite Trader is portfolio-based. You subscribe to portfolios, configure them into an account, and then trade the trades generated from those portfolios. ATM is strategy-based. From the account level, you configure the strategies and lists you want to use for various market states. My understanding is there is no way to configure in Elite Trader portfolios although someone from Nirvana should confirm this.

Steve


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Mark Holstius

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Subject : RE: OV and ATM
Posted : 1/10/2018 2:11 PM
Post #36956 - In reply to #36955

I’m not part of the development team, but here’s an example from my understanding so far…

1. Let's say I have my Follow The Money portfolio up on Elite and show its present performance.

2. I develop ATM settings that can be applied to greatly improve the performance of the FTM portfolio based on Market State, allocation, etc.

3. I can then publish that new portfolio (FTM + ATM) with the ATM settings necessary to make it work.

4. Only those people who have purchased ATM will be able to utilize the version with ATM added.

I’m waiting for the final ATM version like everyone, but I’m definitely impressed with the improvements I’ve seen using a limited beta version Ed let me experiment with in OT today.

This looks like it could be a game changer…


Mark

BTW, Buffalo - I think you'll be happy you bought it!


[Edited by Mark Holstius on 1/10/2018 2:14 PM]

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Buffalo Bill

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Subject : RE: OV and ATM
Posted : 1/10/2018 2:50 PM
Post #36957 - In reply to #36956

Mark - to utilize ATM as its intended we have to re-think how we build OV portfolios. Currently they tend to try and capitalize on one aspect of the market, most of them volatile markets using RTM strats. But ATM is designed to work in all market states, maximizing perf and minimizing risk in each by detecting the market state and applying the right strats (long term trend vs RTM, etc), L+S mix (all L, 50-50, all S, whatever) and trade selection weighting factors.

So in your example FTMv6 would NOT be the best portfolio to apply ATM. It could improve it, sure, but that improvement would most likely involve taking far less trades during a very bullish, non-volatile market (like now) instead of switching from the RTMs and going with a WT long term trending strat instead. The portfolio would have to have many, many strats of all types, dynamic lists designed for tradeability (lots of symbols) vs volatility (my guess here) and defined market states, weighting factors for trade selection, strat selection and L+S mixes. Luckily we can OPT these factors to let OT help build all of those but it is a new paradigm vs current OV. The new ATM portfolio might not perform all that well w/o ATM but is designed from the get go to use ATM anyway and only those who bought it should use that portfolio.

Oh, and if ARM5 has some nice improvements making our strats even better ATM in OV with ARM5 strats - well, oh boy!

Hope I made sense

[Edited by Buffalo Bill on 1/10/2018 2:56 PM]

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Mark Holstius

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Subject : RE: OV and ATM
Posted : 1/10/2018 3:29 PM
Post #36958 - In reply to #36957

You're so right Buffalo,

2018 should be interesting...

Already looking forward to the Bash.

Mark


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MarkG

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Subject : RE: OV and ATM
Posted : 1/11/2018 7:11 AM
Post #36959 - In reply to #36958

The ATM equity curve looks exceptional. How do we know they are not curve fitted? Has anybody done robustness testing or out of sample data testing?


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Aaron

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Subject : RE: OV and ATM
Posted : 1/15/2018 9:00 AM
Post #36960 - In reply to #36954

So... Is this just been presented to the Elite Members? I have not received any emails...
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Jim Dean

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Subject : RE: OV and ATM
Posted : 1/15/2018 1:12 PM
Post #36961 - In reply to #36960

http://forum.thenirvanaclub.com/thread-view.asp?threadid=7847
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Aaron

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Subject : RE: OV and ATM
Posted : 1/15/2018 5:28 PM
Post #36962 - In reply to #36961

Thanks as always Jim.
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