Pascal,
This is great, thank you and your team! Any thoughts on adding the Avg Inv. Extension to the zoom panel? If I'm not mistaken, the 20DMF EOD model still uses these values and this would help us anticipate entering next day positions.
Harry
Pascal,
This is great, thank you and your team! Any thoughts on adding the Avg Inv. Extension to the zoom panel? If I'm not mistaken, the 20DMF EOD model still uses these values and this would help us anticipate entering next day positions.
Harry
Thank you, Pascal.
Thanks for the response Pascal! Permit me to make another request then, is it possible create a spreadsheet somewhere on the sute that saves the pertinent EOD 20DMF data (20DMF, OB/OS, InvETF) for those that keep track? This way, if we miss a day we won't have to pester you for the data.
Thanks very much, Pascal.
I have one suggestion / request, for when you have a moment: could you please include the MF in the table as well? Currently, it has the 20DMF and OBOS, but, not the individual MFs that make up the 20DMF (the 20DMF being an EMA of 20 MF values, I believe).
This is correct: the 20DMF is simply the average of the MF of each sector.
The problem is that I do not keep track of these individual sectors MF.
The 20DMF and other tools visit all the sectors data and calculate its average on the fly.
This means that if I want to build a table of past MF for individual sectors, I would need to use the sector composition of today, which is different from the sectors composition in the past. We have indeed added stocks in sectors and new sectors too have been added. This means that whatever study we can make of past individual sectors MF would lead to different results compared to the 20DMF measured at that time, because the 20DMF had been using a different sectors composition.
In other words: impossible!
Pascal
Sorry, but I have no idea what the problem is.
This Figure is the MF and is in the spreadsheet.
What are you talking about?
Pascal
Sorry, I misunderstood what the second column contained.