OmniVest Forum - OmniVest Success
A Sneak Peek at the New Dynamic Historic Lists

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Steve Mayo

Posts: 414

Joined: 10/11/2012
Location: Austin, TX

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Subject : A Sneak Peek at the New Dynamic Historic Lists
Posted : 10/22/2014 11:38 PM
Post #34310

I've been doing some beta testing for Nirvana on the new Dynamic Historic Custom Lists capabilities that should go-live shortly. And I thought you might like a sneak-peek.

I'm excited about this new capability as I can now finally do proper testing on that famous list of 50 stocks published in a daily business newspaper. I first looked at this list back in March. At the time, I found this list to have good potential, but the effort required to properly backtest even a single strategy with it was overwhelming at the time. That problem has now been overcome, thanks to Nirvana's continual stream of improvements to OV.

I haven't had much time with Dynamic Historic Lists yet, but my early results are enticing. Momentum stocks like this tend to be volatile (read big drawdowns) so I have been applying various condition filters in Strategy Lab. The result is a nice set of high-Calmar strategies that I can't wait to incorporate into my portfolios.

I've found a few minor glitches that will need to be fixed but historic lists seems to work well, even with very long sets of data like this one. This is going to add some exciting new possibilities to OV.


Attached file : Screenshot_10_22_14__11_19_PM.png (52KB - 652 downloads)

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Richard1939

Posts: 20

Joined: 9/23/2013
Location: Herriman, Utah

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Subject : RE: A Sneak Peek at the New Dynamic Historic Lists
Posted : 10/31/2014 12:50 PM
Post #34390 - In reply to #34310

Have the historical lists feature been deployed yet. ED said a Friday which was last week?
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Bruce Britt

Posts: 81

Joined: 10/11/2012
Location: Louisiana

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Subject : RE: A Sneak Peek at the New Dynamic Historic Lists
Posted : 10/31/2014 2:14 PM
Post #34392 - In reply to #34390

Very exciting Steve! Thank you for your contributions and your efforts to advance this project.

Bruce
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Steve Mayo

Posts: 414

Joined: 10/11/2012
Location: Austin, TX

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Subject : RE: A Sneak Peek at the New Dynamic Historic Lists
Posted : 10/31/2014 2:26 PM
Post #34393 - In reply to #34390

Not live yet. I found a problem with the list manager not retaining all the items in a list...that needs to be resolved before launch. Should be soon.


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