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strategy development

Amibroker on Amazon’s EC2

April 5, 2012 by sanz prophet 3 Comments

This post is a technical description on how to set up Amibroker on EC2. For licencing Amibroker running on EC2 or another VPS contact amibroker.com.  This is a rough guide on how to setup Amibroker to run on an Amazon EC2 micro instance.Turns out, Amibroker runs fast even on this tiny micro instance.Amazon provides one year …

Read moreAmibroker on Amazon’s EC2

Filed Under: Amibroker, strategy development

Project: Google Code to Youtualfunds.com

August 1, 2011 by sanz prophet Leave a Comment

I just finished part of my summer project. I now have a “private”  fund called TRPL at http://trpl.youtualfunds.com/. The system driving the fund resides on my Google Docs account. It is written in JavaScript. It triggers once a day so it takes up negligible resources. It pulls historical data from Google Finance, runs the proper algos …

Read moreProject: Google Code to Youtualfunds.com

Filed Under: strategy development

Best Day to buy Bovespa – Part 2

March 23, 2011 by sanz prophet Leave a Comment

If you bought Bovespa on Thursday and sold on Friday every week since 2003, you would be rich (if you compounded). We know this. If one was to follow such a strategy, in real-time, would it make money? In the following strategy an investor would buy at the Close of the “optimal” day that performed …

Read moreBest Day to buy Bovespa – Part 2

Filed Under: ETF trading, Seasonal

Bovespa- Best day to Buy Brazil

March 23, 2011 by sanz prophet Leave a Comment

Best Day to Buy Brazil Index :ThursdayWorst Day to Buy Brazil Index :Friday 1993-2011 –  Buy on Close of Day. Sell on Close next day.Commissions =Slippage=0. Buying On Thursday  Sell next Day. $1,000 growth. —————————————— Buying on Friday. Sell next Day $ 10,000  growth. ——————–Note to myself:Best EOM buy Days: Monday or Tuesday.

Filed Under: ETF trading, Seasonal

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