Vandan, I suspect you are not trading the US markets?
In Canada, and to some extent Australia the markets do not offer the diversity found in the US.
Here in Canada there is a heavy concentration in financials (5 big banks) and natural resource stocks. The Clenow model is intended for a more diverse market I think (in the book the S&P 500 and he suggests trying it on the Mid-cap 400 or the small cap).
Your idea of adding an industry filter sounds like a good idea.
There are similar models which actually first rank the sector/industry and then take the best performing stocks from the best performing industries.
Larry
__._,_.___
Posted by: portfoliobuilder99@gmail.com
| Reply via web post | • | Reply to sender | • | Reply to group | • | Start a New Topic | • | Messages in this topic (22) |
Have you tried the highest rated email app?
With 4.5 stars in iTunes, the Yahoo Mail app is the highest rated email app on the market. What are you waiting for? Now you can access all your inboxes (Gmail, Outlook, AOL and more) in one place. Never delete an email again with 1000GB of free cloud storage.
**** IMPORTANT PLEASE READ ****
This group is for the discussion between users only.
This is *NOT* technical support channel.
TO GET TECHNICAL SUPPORT send an e-mail directly to
SUPPORT {at} amibroker.com
TO SUBMIT SUGGESTIONS please use FEEDBACK CENTER at
http://www.amibroker.com/feedback/
(submissions sent via other channels won't be considered)
For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
http://www.amibroker.com/devlog/
This group is for the discussion between users only.
This is *NOT* technical support channel.
TO GET TECHNICAL SUPPORT send an e-mail directly to
SUPPORT {at} amibroker.com
TO SUBMIT SUGGESTIONS please use FEEDBACK CENTER at
http://www.amibroker.com/feedback/
(submissions sent via other channels won't be considered)
For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
http://www.amibroker.com/devlog/
.
__,_._,___
EmoticonEmoticon