Originally Posted by
Pierre Brodeur
In one of your previous posts, some time ago, you described yourself as the "idea man" in the Billy/Fred team while Pascal is the mathematician...! Again today you come up with a very interesting concept of money moving out of large to small /&Tech caps. Of course that happens, but its something I have taken for granted. However, the idea is that (more work for Pascal who is already looking at a long list of ideas) if one could measure a 20DMF for technology and small caps universes, we could visualize the money flow in and out of markets as far as volume is concerned. I know that probably many non S&P stock may not provide the minimum liquidity required for such an estimation, but perhaps with your experience you could find a liquid short cut that would approximate the real value of such 20 DMFs. Maybe a modified sectorial analysis might do the trick.
Just a thought
Pierre Brodeur