2007 Mar 12 - Mon
Trading Site of the Day -- C(omp)++ : A Portal for the Computational Finance Community
John Wiley and Sons, the book publishers, have a 'Collective Knowledge Portal' called C(comp)++.
This is a relatively new site with content just getting started. So far, content
includes a discussion learning C++, some comments relating C++ and C#, some background on
estimation, plus recent remarks on confidence intervals (or standard deviation of a standard
deviation).
[/Trading/SiteOfTheDay/D200703]
permanent link
Darvas Selections for 2007/03/12
Here are the selections for Monday.
These lists have the Darvas stop calculated in the second column.
|
Start: 2007-02-09
High: 2007-03-06
EOD: 2007-03-09
| Symbol | Stop |
| FAF | 51.45
| | GT | 27.90
| | HSY | 54.17
| | MHS | 57.93
|
|
Start: 2007-02-09
High: 2007-03-05
EOD: 2007-03-09
| Symbol | Stop |
| ARXX | 13.07
| | BRCD | 9.36
| | GT | 27.90
|
|
Start: 2007-02-09
High: 2007-03-02
EOD: 2007-03-09
| Symbol | Stop |
| CECO | 29.85
| | GT | 27.90
| | HLIT | 10.05
| | OSI | 40.08
| | PALM | 16.55
|
|
[/Trading/Darvas/D200703]
permanent link
Darvas Results at EOD 2007/03/09 with EOD Signal of 2007/03/08
In comparison, the Dow Jones Industrial Index
opened at 12262,
had a higher high of 12330,
had a higher low of 12228,
and closed up for the day at 12276.
The equity curve for today's Darvas ended up down rather than up, even though the Dow was
up marginally. For my own trading, I added Thursday's symbols to Friday's symbols.
ON that group, overall, I ended up even for the day. I did see some opportunities to take
some profit, but
left things in place instead. I think, on this set of stocks, day trading might be more
profitable: getting out when some good dollars have accumulated, waiting for the Dow to
find a low, and then getting in again.
| Symbol | # | Open | High | Low | Close | Stop | O->H | O->C |
| ARXX | 1 | 13.16 | 13.20 | 13.04 | 13.05 | 13.07 | 0.04 | -0.11
| | BRCD | 1 | 9.72 | 9.75 | 9.47 | 9.56 | 9.36 | 0.03 | -0.16
| | CECO | 1 | 29.99 | 30.00 | 29.61 | 29.71 | 29.85 | 0.01 | -0.28
| | GT | 3 | 29.27 | 29.27 | 28.23 | 28.51 | 27.90 | 0.00 | -0.76
| | HLIT | 2 | 10.58 | 10.70 | 10.15 | 10.36 | 10.07 | 0.12 | -0.22
| | HYSL | 1 | 51.60 | 51.67 | 51.58 | 51.59 | 51.50 | 0.07 | -0.01
| | OSI | 1 | 39.94 | 39.94 | 39.65 | 39.83 | 40.08 | 0.00 | -0.11
| | PALM | 1 | 17.21 | 17.51 | 16.83 | 17.12 | 16.55 | 0.30 | -0.09
| | STTS | 1 | 11.86 | 11.94 | 11.85 | 11.91 | 11.59 | 0.08 | 0.05
| | 9 | | 144.12 | | | | | 0.65 | -1.69
|
[/Trading/Darvas/D200703]
permanent link
Trading Site of the Day -- Trading Machines: Electronic and Automated Trading
Trading Machines has a directory of electronic and automated trading links. The topics covered
include:
- Brokers (which have trading API's)
- Forums
- Coding Sites
- Data Sources
- Data Sources
- FIX
- Automation Software
- Analysis Software
- Software Components
- Maths and Models (excellent sites here)
- Risk and Reliability
[/Trading/SiteOfTheDay/D200703]
permanent link
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