A.I.M. Users Bulletin Board

[AIM1979]

Has anyone suggested volatility as a filter to select stocks / funds?

If I recall, the Beta value as determined by the Value Line index can be a measure of volatility. I think it's one of the permalinks to this board or explained there. I pick stocks based on that measure among others.

I wonder if there has been any software developed to optimise the settings based on a backtest?

To add comments after TheGrabber's post, Most people back test on paper/spreadsheet, I think, because you have to select a stock to backtest first. I have a IB account so I can pull more data easily. Others may not. OAGTom and others are great resources for this. I have software to do all that in an automated fashion. Alas, like anything else, backtesting is a strategy and no guarantee of future results (disclaimer)

RT