Thursday, January 6, 2011

Some interesting stats

Over last couple of days on some Internet chats story about volatility came up again. People are complaining because there in no enough volatility and they can’t make money. Daily range on ALSI is steadily declining and if we take last month into consideration it is well bellow the average.

So, I did some small exercise to find out how many points were available over last four years:

Year      Amount of all points available – Top40          Daily range
2007                   111.395                                               464
2008                   175.971                                               733
2009                   118.814                                               495
2010                    97.297                                                405

Number of points made (as percentage of total points available) by one of our systems is declining slowly from around 17% to 10.2% currently, so we are getting declining monthly returns. Reason for that is most probably lack of follow through over last 18 months or so.

So, question that I want to ask - Isn’t maybe time in South Africa to start considering intraday trading (like in US)? If you can make 20% of daily range every day you will easily beat probably all systems.

Trade with trend!

9 comments:

Jaco said...

Intraday could make you more money, but requires constant price watching. Not everyone can afford / want to do this.

Alsi Trader said...

Very true Jaco

Anonymous said...

With havin so much written content do you ever run into any issues
of plagorism or copyright infringement? My website has a lot of exclusive content I've either authored myself or outsourced but it looks like a lot of it is popping it up all over the internet without my agreement. Do you know any methods to help reduce content from being stolen? I'd genuinely appreciate it.



Also visit my page :: Safe Diets

Anonymous said...

We are a bunch of volunteers and starting a brand new scheme in our
community. Your site provided us with useful info to work on.
You have performed a formidable job and our entire group can be thankful to you.


Review my blog post; airplanes games

Anonymous said...

Does your website have a contact page? I'm having problems locating it but, I'd like to shoot you an email.
I've got some ideas for your blog you might be interested in hearing. Either way, great website and I look forward to seeing it grow over time.

my homepage - natural cellulite treatment

ninest123 said...

michael kors outlet, kate spade handbags, true religion outlet, nike air max, coach outlet, ralph lauren uk, timberland, michael kors outlet, michael kors, hollister pas cher, michael kors, air force, michael kors outlet, nike roshe, tn pas cher, north face, coach purses, nike free run uk, hogan, ray ban uk, north face, vans pas cher, mulberry, michael kors outlet, sac guess, ugg boots, new balance pas cher, michael kors, nike air max, true religion jeans, hermes, replica handbags, true religion jeans, true religion jeans, michael kors outlet, vanessa bruno, nike blazer, hollister, burberry outlet online, coach outlet, michael kors, burberry, nike air max, lululemon, converse pas cher, lacoste pas cher, ugg boots, abercrombie and fitch, oakley pas cher, ray ban pas cher

ninest123 said...

michael kors outlet, kate spade handbags, true religion outlet, nike air max, coach outlet, ralph lauren uk, timberland, michael kors outlet, michael kors, hollister pas cher, michael kors, air force, michael kors outlet, nike roshe, tn pas cher, north face, coach purses, nike free run uk, hogan, ray ban uk, north face, vans pas cher, mulberry, michael kors outlet, sac guess, ugg boots, new balance pas cher, michael kors, nike air max, true religion jeans, hermes, replica handbags, true religion jeans, true religion jeans, michael kors outlet, vanessa bruno, nike blazer, hollister, burberry outlet online, coach outlet, michael kors, burberry, nike air max, lululemon, converse pas cher, lacoste pas cher, ugg boots, abercrombie and fitch, oakley pas cher, ray ban pas cher

ninest123 said...

herve leger, converse outlet, p90x workout, ralph lauren, mcm handbags, nike air max, new balance, hollister, gucci, birkin bag, chi flat iron, louboutin, ferragamo shoes, oakley, ray ban, hollister, nfl jerseys, converse, asics running shoes, hollister, ghd, longchamp, wedding dresses, soccer jerseys, iphone cases, insanity workout, north face outlet, vans shoes, giuseppe zanotti, baseball bats, abercrombie and fitch, reebok shoes, vans, nike trainers, nike huarache, north face outlet, mac cosmetics, valentino shoes, nike roshe, instyler, bottega veneta, mont blanc, soccer shoes, nike air max, jimmy choo shoes, timberland boots, lululemon, babyliss, celine handbags, beats by dre

ninest123 said...

montre pas cher, ugg pas cher, moncler, louis vuitton, bottes ugg, coach outlet, canada goose, thomas sabo, pandora jewelry, barbour, links of london, toms shoes, moncler, moncler, replica watches, juicy couture outlet, swarovski crystal, juicy couture outlet, canada goose, pandora charms, canada goose outlet, wedding dresses, pandora jewelry, louis vuitton, marc jacobs, lancel, canada goose outlet, canada goose, louis vuitton, canada goose, ugg,uggs,uggs canada, moncler, moncler, moncler outlet, ugg,ugg australia,ugg italia, pandora charms, canada goose uk, barbour jackets, karen millen, swarovski, doudoune canada goose, louis vuitton, hollister, sac louis vuitton pas cher, moncler, moncler, supra shoes, ugg boots uk