Tuesday, November 18, 2014 5:17:28 PM
Hi Tom, It is true, great minds think alike, but often by different paths!
And, thanks for the list. Now I'll check them against volatility.
Since AIM thrives on volatility (I'm not sure why I didn't do this before) for the last few days I've been using an Excel spreadsheet to model volatility and here are two results.
and then
As one can see SSO has almost twice the volatility of SPYG. For the examples I've just shown a few days of each to give you the idea. I would not suggest using so few days for real trials. Not sure how long to use at this point.
The info on how to create the spreadsheet is at Finance Train. One thing to be careful of is that they don't mention that you do not use the last entry because, as you may see, it is a 100% loss because the next day's figures are not there. I'm going to try to automate that.
Have fun.
Allen
And, thanks for the list. Now I'll check them against volatility.
Since AIM thrives on volatility (I'm not sure why I didn't do this before) for the last few days I've been using an Excel spreadsheet to model volatility and here are two results.
and then
As one can see SSO has almost twice the volatility of SPYG. For the examples I've just shown a few days of each to give you the idea. I would not suggest using so few days for real trials. Not sure how long to use at this point. The info on how to create the spreadsheet is at Finance Train. One thing to be careful of is that they don't mention that you do not use the last entry because, as you may see, it is a 100% loss because the next day's figures are not there. I'm going to try to automate that.
Have fun.
Allen
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