OmniTrader Upgrade Forums
ATM
Resilient ATM method
12 replies, 1830 viewings
|
OmniTrader Upgrade Forums
ATM
Resilient ATM method
|
Last Activity 4/21/2021 9:48 AM 12 replies, 1830 viewings |
|
|
|
| Printer friendly version |
Buffalo Bill Legend   Posts: 539 Joined: 10/3/2006 Location: Stafford, VA  User Profile |
Go to checkout but no club discount? | ||
| EYEGUY Icon  Posts: 1543 Joined: 12/12/2003 Location: BALDWINSVILLE, NEW YORK User Profile |
Yep, looks like full price to one and all. Tom | ||
| mholstius Veteran  Posts: 175 Joined: 1/13/2017 User Profile |
Don’t mean to offend anyone, but with those kinds of returns it still looks like an outstanding deal to me… Wish we’d had it last month - and I’m definitely going to be using it from here on out. Anything that can decrease anxiety is a good thing these days. Mark | ||
| Don Schuman Member Posts: 10 Joined: 7/8/2007 Location: Enterprise, AL User Profile |
Can someone enlighten me? Don | ||
| jpb Veteran Posts: 168 Joined: 5/11/2005 Location: Brown Deer, WI User Profile |
| ||
| Buffalo Bill Legend Posts: 539 Joined: 10/3/2006 Location: Stafford, VA User Profile |
I've seen this before where they meant to give us our discount but the checkout page was messed up | ||
| Buffalo Bill Legend Posts: 539 Joined: 10/3/2006 Location: Stafford, VA User Profile |
No soup for you | ||
| jpb Veteran Posts: 168 Joined: 5/11/2005 Location: Brown Deer, WI User Profile |
I activated the Resilient OmniFund against one of my accounts 2 weeks ago and the account is up about 3%. I didn't activate it in time to catch the big run up day (it wasn't released yet). I know this isn't exactly the same as the ATM method but I understand they have the same fundamental design. There is another thread about creating your own version with ATM. Tom H. and I went back and forth to see if we could create something similar. We didn't know at the time that OVI was going to release a method. At best, we could beat OmniFund's with leverage but fell short with the drawdown. Taking leverage out of the picture, neither of us came close. I don't know how the ATM version compares to the OmniFund version (a number of different capabilities between OmniFund and ATM) but with all the research that went into it, the price looks reasonable to me. | ||
| edahlb Member Posts: 36 Joined: 1/6/2004 Location: Fort Lauderdale, FL User Profile |
Stay safe everyone. | ||
| Diamondjag Veteran Posts: 270 Joined: 11/25/2006 Location: Brighton, Co. User Profile |
| ||
| jpb Veteran Posts: 168 Joined: 5/11/2005 Location: Brown Deer, WI User Profile |
Why is it so hard to duplicate? Here's the link to a first pass (without looking too closely at OmniFunds). Both Tom and I cheated by looking at the lists for our final results. And as Ed has said for years, lists make a difference. This is certainly true with the Resilient OmniFund. I don't have the official ATM version to compare that thread with what I did in my experiments. But in constructing my experiment, I found it difficult to manage allocations and vary the allocation. Yes, I found an approach to do that but it wasn't straight forward. List management and when to apply a specific list or effectively multiple lists also wasn't as straight forward. I may have over complicated it, but that's my nature. And as you pointed out, calendar management on when to run the analysis and when to close the position also is a challenge. I didn't solve that. The last area where I noticed differences that I don't know how I'd accomplish it with ATM is simply the adding or subtracting from a position without closing out the whole position. For instance, I observed OmniFunds decrease and increase the position for DOG without closing it completely and reopening the new position size. Having said this, I did notice an enhancement to PR2I that just came out with a new allocation setting for concurrent market states that may answer my allocation challenge, but I suspect it wouldn't resolve the full problem without an additional market state or two. | ||
| EYEGUY Icon Posts: 1543 Joined: 12/12/2003 Location: BALDWINSVILLE, NEW YORK User Profile |
With all the concerns you have so nicely detailed and your knowledge of the problem and its possible imperfect solutions, don't you wonder If Nirvana Systems has accurately duplicated OmniFunds Resilient? I know I do. Now ATM Resilient might be a better animal but I can't see how it can duplicate OmniFunds Resilient in my own mind. Tom Helget | ||
| jpb Veteran Posts: 168 Joined: 5/11/2005 Location: Brown Deer, WI User Profile |
I agree with you. While I haven't seen the ATM method version, is suspect that the OmniFunds Resilient is a step above. But for those who don't want to go the OmniFunds route, I think the ATM version will be very helpful in this market. Jeff B |
|
|
|
|
Administrator
Forum Moderator |
Registered User
Unregistered User |
 E-Mail this thread to a friend |
Toggle e-mail notification |
