Mon, Dec 22, 2014, 6:27 PM EST - U.S. Markets closed


% | $
Quotes you view appear here for quick access.

American Capital Agency Corp. Message Board

  • jess_1554 jess_1554 Mar 30, 2013 11:10 AM Flag

    OT - ARR


    In answer to your question about GLAD/3% with ARR. I had a look back and added 3% to buy at EX+6, Sell at EX+17 and get a total of 6.1. GLAD rules do not work good with ARR. If you are using EX+2 and EX-1 plus 3%, I suspect our difference comes mostly in the net 3%. I get 1.78 for this factor. The 4% no trade between EX-1 and EX+2 could be the difference. I need to re-check this on my run. At any rate the difference seems small.

    For your info, I have tried a sell point for each point between EX-1 and EX-8, and find that none beat EX+6/EX+17 (net 4.32). EX+2/EX-4 comes closest with a net of 4.07. Note that EX+17 is not the same as next EX-3, EX-4..... because of the different lengths of the periods. These figures came from 12/16/10 - 2/13/13.

    SortNewest  |  Oldest  |  Most Replied Expand all replies
    • Thanks, Jess - You are right about the differences being small. My sample was only the last 23 months, so there may be some difference there, as well.

      I recognize that x+17 isn't the same as x-1, etc., which really was the main point of my original inquiry...(BTW, "x" vs. "EX" is just simpler for me to type...meaning is the same). I can imagine a regularity to events behaving similar around some sort of catalyst, like X everybody bails/buys at about the same time relative to that event, however, my imagination isn't as successful picturing similar consistency with a day who's relation to the event date is as varied as x+17 can be.

      I am not challenging your historic results, as I'm pretty sure you math/study is more reliable than mine....I am just expressing my logic challenge, to hopefully explain my thinking a little more completely.

      Thanks, again, for all your help...

22.41+0.11(+0.52%)Dec 22 4:00 PMEST

Trending Tickers

Trending Tickers features significant U.S. stocks showing the most dramatic increase in user interest in Yahoo Finance in the previous hour over historic norms. The list is limited to those equities which trade at least 100,000 shares on an average day and have a market cap of more than $300 million.