A.I.M. Users Bulletin Board

[AIM1979]

Hi Allen, Being a programmer, I have most of this automated.

Given there are now over 1900 ETF/ETNs how do you winnow it down to a manageable number?

The website seekingalpha has a 36 month and a 60 month beta for ETFs. I then select, the manual part, ETFs (or stocks for that matter) And I can see what the AIM results would be for a given period. I use BTB 50/50 with 5% buy/sell safe, though, I could change that. What matters to me is consistency in the analysis. Extending this, I could just as easily do this for stocks.

ocroft gives some excellent examples on entry point methods in posts on this board

When looking at the stocks inside an ETF, weighting doesn't matter if you want AIM performance (Think 30 AIM programs)

The narrow range positions seems to really limit any significant action using traditional numbers.

True, but, look at Mr. Lichello's portfolio example (recalling from memory as book is not in front of me so, could be wrong here). The High/low range didn't seem as significant as the implied volatility.

RT