OmniVest Forum OmniVest Forum
forums calendars search
today this week
 
register logon control panel Forum Rules
You are currently browsing as a guest.
You should logon to access more features
A Self-Moderated Community - ALL MEMBERS, PLEASE READ!
Vote for Members who contribute the most to your trading, and help us moderate content within the Forums.


This message cannot be deleted. It is the first message of the thread.
Administrators or moderators may choose to delete the entire thread


 
SteveJ

Veteran
100
Posts: 105

Joined: 10/11/2012
Location: UK

User Profile
 
Subject : Portfolios based on FUNDAMENTAL analysis
Posted : 3/26/2014 1:52 AM
Post #29588

The strategies in Omnivest are, as we all know, entirely based on (optimised) technical analysis of various lists of stocks or ETFs. Soon the lists will be based on point in time data (dynamic lists) which will be a huge step forward. I hope the dynamic lists will also be available in Omnidata for OT.

Technical analysis is, however, only a part of the overall investing jig saw. The world's richest / most successful investors (Buffett, O'Neil, Zweig, Greenblatt, Lynch and so on) take little, if any, notice of squiggly lines on graphs relying almost exclusively on fundamental analysis.

Personally, I like to have regard to both. Until Omnivest came along my regular investing 'chore' was to find good companies at value prices based on fundamental analysis then check their technical position and manage the trades taken in OT. That is something I shall continue to do with the bulk of my capital but how I would love to do it in Omnivest!

At present I develop strategies using back testable point in time fundamental data. Attached is a graph of one of my portfolios based simply on 'raw' analysis before considering the technical position. Nothing startling but around 20% per annum with a maximum drawdown of less than 40% over the last 10 years. The portfolio is about 50% large cap and about 25% each mid and small. Most fund managers would 'kill' for such returns as, I dare say, would most Omnivest users?

Imagine being able to develop such portfolios in Omnivest then analyse them technically and also combine them with other technical and fundamentally based portfolios then trade them automatically through the trade processor. Mouth watering!

Nirvana already has fundamental data in Omnidata and now has the 'technology' to create dynamic, point in time lists.

How about it Ed? What do others think?

Best

Steve
Attached file : Balanced 10 Years.jpg (143KB - 244 downloads)
Attached file : Balanced Stats.jpg (70KB - 236 downloads)

Deleting message 29588 : Portfolios based on FUNDAMENTAL analysis


Nirvana Systems
For any problems or issues please contact our Webmaster at webmaster@nirvsys.com.