About Qweas     RSS Feeds     BBS Forum Make Qweas.com My Home Page     Bookmark this page Register     Login     Help     Send Feedback  
Windows   Mac   Linux   Mobile   Games   Screensavers
Audio/Video Business Communication Desktop Develop Education Games Graphic Home Network Security Servers System Web
Accounting & Finance , Calculators & Converters , Databases & Tools , Helpdesk & Remote PC , Inventory & Barcoding , Investment Tools , Math & Scientific Tools , Office Suites & Tools , Other , PIMS & Calendars , Project Management , Vertical Market Apps
Recommends
AppleMacSoft DRM Converter for Mac

Tansee iPhone Transfer SMS

4Media iPhone Video Converter for Mac

Cucusoft iPod Video Converter + DVD to iPod Suite

iSkysoft DVD to iPhone Converter for Mac

McAfee VirusScan 2005

WinXMedia DVD Ripper

AppleXsoft Data Recovery Professional

Web Scraper Plus+

1CLICK DVDTOIPOD

iPhone Mobile Ringtone Converter

OneNote Password Recovery

Related Reviews - more
invoice software

invoice creator

personal finance software

business finace software

finance management

accounting management

financial analysis

check tools

rate calculators

liquidity calculators

mortgage calculators

payment calculator

interest calculator

budget calculators

retirement calculator

scientific calculators

cost calculators

currency calculators

asset calculators

loan calculators

time zone converters

units converters

currency converters

savings calculators
Home > Business > Accounting & Finance > Long Short Signal

Detailed Description of Long Short Signal 1.0


Long Short Signal Program generates buy and sell signals. Earn as much as 52%/year with safety by going long/short on highly correlated stocks. Automatically maintains database, does back testing and reporting. Specializes in NT & JDSU. Safety: (1). Long & short on highly correlated stocks. (2) Signals to close positions ensure losses will be small. (3) Consecutive losses are prevented when the market is unstable. by inhibiting the opening of new positions. (4) Close position signal is generated after a fixed amount of loss.

Long Short Signal (LSS) maintains a database of JDS Uniphase and NORTEL Networks. These stocks have a correlation coefficient greater than .97 (1993-2008). The program watches the ratio of JDSU/NT and when that ratio gets too low or too high, it generates a signal to buy or sell the ratio short. If the ratio returns to normal it generates a signal to close positions resulting in a profit. Buying the ratio means buying JDSU and shorting NT. If the ratio is too low or too high it implies a comparison to a normal value. The normal value is an estimation of recent values of the ratio.

Program uses a digital low pass electric filter to determine a normal ratio. The filter attenuates short term spikes but it passes signal changes that occur slowly. The normal level cannot be affected by sudden spikes but it will follow slow moving ratio changes. The normal ratio will follow (with some delay) jumps that remain high (or low).

In order to generate buy and sell signals, there has to be a threshold for deviation of the ratio from the normal ratio. The threshold level and the filter design parameters were optimized to maximize account value over a 14 year period. The average ratio is expected to be somewhat constant because JDSU is an equipment supplier to NT and they are highly correlated.

The software maintains a simple book-keeping system. A signal to open positions divides the account's cash into 2 equal amounts to go long and short.



Long Short Signal is designed for:
WinXP

Long Short Signal has the following requirements :

Modern PC




TAGS OF LONG SHORT SIGNAL

sing along , forex signal generator , keyboard shortcuts , turbo c editor shortcut keys , pc phone long distance , learn kids long division , long distance calls , long division









Site Map | Sort by Letters | Submit Software | Popular Downloads | Editor Picks | New Releases : Mac , Freeware | Updates : Mac , Freeware
Copyright © 2005-2012 Qweas Inc. All rights reserved. Get Buttons - Link to Us - About Qweas - Contact Us - Terms of Service - Copyright Policy - Guidelines - Privacy Policy