kmcintyre Veteran   Posts: 132 Joined: 9/12/2007 Location: Valley Center, CA  User Profile | I have the basic ATM ARM5 Nirvana Club release bits up and running. Impressive, even with a smaller account size and 2 cents a share commission (which helps cover margin interest, data fees, exchange fees, slippage, etc.) I set up a color chart to show the market state, which is based on volatility of SPY. I then paged through charts of the My Symbols stock list. It appears to me that many stocks are not strongly correlated to the SPY. I wonder if ATM would work even better if the strategy selection was per underlying, versus based on the broad market (SPY) volatility? It might all be curve fitting, but it makes sense to me... Cheers Keith | |
