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Thread: PascalA_List.xls

  1. #1
    Join Date
    May 2011
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    PascalA_List.xls

    Pascal,

    I am looking at this spreadsheet and it has helped me alot on selecting potential trades. But as a newbie, is there a document that defines the meaning of the different columns in different tabs of this spreadsheet?

    Appreciate it,
    Frank

  2. #2
    I reworked this file. Not totally complete though.

    http://www.effectivevolume.eu/conten.../How_to_EV.pdf

    Pascal

  3. #3
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    Quote Originally Posted by frank View Post
    Pascal,

    I am looking at this spreadsheet and it has helped me alot on selecting potential trades. But as a newbie, is there a document that defines the meaning of the different columns in different tabs of this spreadsheet?
    Here's my cheat sheet:

    Name:  PascalA Columns.PNG
Views: 239
Size:  156.3 KB

    Regards,

    pgd

  4. #4
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    Seattle, Washington USA
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    professional question

    Thanks, pgd. This is a wonderful cheat sheet. I'm also looking at the "Dashboard Sharpe" from the drop box-- unbelivably helpful. BIIB, which is a favorite of Morales, shows an AB buy signal of 97. It seems quite attractive.

    My problem is this: Now that I've learned about VWAP from Billy and now that I've seen on several occasions the intraday price of IWM magically drift down to the professional price and then rally hard up, I wonder How can we determine a good buy price for a Greek God stock?

    Thanks always,

  5. #5
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    Quote Originally Posted by nickola.pazderic View Post
    How can we determine a good buy price for a Greek God stock?
    I'm favoring GGT stocks that have favorable EV patterns and an AB value that is crossing through 0 from below. I'm ensuring that we're not seeing AB --> 0 from above; I think we need assurance to see the trend emerging to the long side, not the converse. Unfortunately, I cannot backtest this method, as I don't have the raw AB data -- it has to be a manual/visual check. Hence, I don't know what the edge of such an approach is (if any).

    I welcome other thoughts.

    Regards,

    pgd

  6. #6
    Join Date
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    Thanks Pascal! Thanks Paul! The new document and the cheatsheet is extremely helpful!

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