OmniVest User Forums
User-Created Portfolios
List of Strategies
36 replies, 3619 viewings
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OmniVest User Forums
User-Created Portfolios
List of Strategies
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Last Activity 7/22/2015 8:11 AM 36 replies, 3619 viewings |
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Mark Holstius Elite    Posts: 744 Joined: 10/11/2012 Location: Sleepy Hollow, IL  User Profile |
I hope someone at Nirvana will pick this up and keep it current as new strategies are added…??? Mark [Edited by Mark Holstius on 1/28/2013 2:46 PM]  Attached file : OV Strategies List 2013-01-28.xlsx (42KB - 347 downloads) Attached file : OV Strategies List 2013-01-28.pdf (30KB - 327 downloads) Attached file : OV Strategies List 2013-01-28.jpg (555KB - 1857 downloads) | ||
| Mark Holstius Elite Posts: 744 Joined: 10/11/2012 Location: Sleepy Hollow, IL User Profile |
Just a tool to use until a true "export" to excel is available...??? Mark [Edited by Mark Holstius on 1/28/2013 4:10 PM] Attached file : OV Strategies List with details 2013-01-28.xlsx (54KB - 365 downloads) Attached file : OV Strategies List with details 2013-01-28.pdf (27KB - 334 downloads) Attached file : 01_Sort.jpg (877KB - 1821 downloads) | ||
| Pete Taylor Member Posts: 28 Joined: 10/11/2012 Location: N Bradley, England User Profile |
Thanks for putting this spreadsheet together - I think this will very useful in tracking the markets & types of strategy that make up your account. Its not that easy to see from the lists on the web site this information & the method of labelling of the various strategies doesn't really help - but this does. Thanks will have a play with this as you suggest tommorrow. | ||
| keith Member Posts: 23 Joined: 10/11/2012 Location: anaheim hills, ca User Profile |
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| TomTwiford Member Posts: 40 Joined: 12/20/2012 Location: Houston, Tx User Profile |
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| phil345 Member Posts: 7 Joined: 10/11/2012 Location: Deerfield, MA User Profile |
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| kmcintyre Elite Posts: 890 Joined: 10/11/2012 Location: Portland, OR User Profile |
I'm would like to see a group of Club members sign up for transcribing strategy results from OmniVest to a shared Excel spreadsheet (or folder of spreadsheets) so we can all perform our own data analysis without performing our own data collection. I don't want to steal your thunder. Are you interested in organizing such an effort? Are you cool with me starting a thread and posting my own Excel template for data collection? I know Excel, but I am not an expert on pivot tables (which I think would give us a big bang for our buck in terms of analysis). I have Excel 20007 installed but have access to Excel 2010. I think Excel 2013 is out??? And some club members probably are still running XP and Excel 2003. So, what to do about that... Thoughts? | ||
| Ger Regular Posts: 62 Joined: 10/11/2012 Location: Austin, TX User Profile |
Great Idea, but until OV allows an Excel spreadsheet to access its strategy tables directly, it will be very labor intensive. You can now copy a strategy's monthly/yearly P/L% table into Excel. There are currently 94 strategies and let's just assume you want to change one or more account settings per strategy, you will quickly have many hundreds of copying/pasteing to do every week or month update cycle. I have actually started this but have given up. I am waiting for OV to make the data more conveniently extractable into an Excel spreadsheet. I hope you have found a more clever way of importing the data into Excel? Gerry | ||
| Mark Holstius Elite Posts: 744 Joined: 10/11/2012 Location: Sleepy Hollow, IL User Profile |
The spreadsheet I posted was only meant as a "scratch pad" for me to keep track of strategies I'd added or subtracted from new portfolios. It seems to work well for me and I thought the list might be useful to others too... I hope Nirvana will make the data more accessible since OV is definitely giving good testing results at this point... Mark [Edited by Mark Holstius on 1/29/2013 3:52 PM] Attached file : OV_2X_Margin_Long_and_Short.jpg (688KB - 1615 downloads) Attached file : OV_IRA_No_Margin_Just_Long.jpg (703KB - 1582 downloads) | ||
| kmcintyre Elite Posts: 890 Joined: 10/11/2012 Location: Portland, OR User Profile |
I simply highlighted the table on the OV site, Ctrl-C copied it, opened Excel, and Ctrl-V pasted the table. Yea, there are nearly a hundred strategy/list combos. So that is a lot of work. (Hence my thought of sharing the workload...) Guess I'll doink around a bit and decide just how I might use monthly results tables within Excel to better select complimentary strategies. Cheers! | ||
| Jim Dean Elite  Posts: 1059 Joined: 10/11/2012 Location: L'ville, GA User Profile |
Buy SnagIt from www.techsmith.com Capture the OVest info in Text mode using autoscroll if necessary Load the resulting file into Excel First time only - map the imported cells on one worksheet tab into the analysis worksheet. From then on out as long as the OVest page does not change, that same map will work. Ps I have not done this for that page but Ive done it many times for other things like this. SnagIt is the "bees knees". | ||
| kmcintyre Elite Posts: 890 Joined: 10/11/2012 Location: Portland, OR User Profile |
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| Ger Regular Posts: 62 Joined: 10/11/2012 Location: Austin, TX User Profile |
Gerry | ||
| Ed Downs Elite Posts: 645 Joined: 2/7/2007 Location: Austin, Texas User Profile |
Yes, we have several ideas coming together about how to isolate Strategies with favorable behavior. The BIGGEST one (I think) is step-wize performance. That is, rather than Strategy performance based on a 12 year run, you will be able to say, "Recent Month", "Recent 3 Months" etc. on monthly increments. Also, we are going to add an Inter-Strategy correlation measurement so you can say "Show me all Strategies that are the [most] or [least] correlated to the ones I have selected, sorted in correlation order." I'm saying the instrumentation right now is fairly minimal. We know that. We need to add more statistics people can add to the grid and sort on, plus what I have described above. But it looks like, even with what is there, folks are making some pretty bodacious (a Texas term) Portfolios! I've said several times today that all of these recent threads are GREAT. Once we get past Beta, we can hunker down (yep, another Texas term) on usability features like this. And we will add them because I want exactly the same thing - the easiest possible way to find and aggregate Stratgies for a superior return. P.S. We have been using SnagIt for years. Best screen capture tool in the world. | ||
| KRB Member Posts: 12 Joined: 10/11/2012 Location: New Hope, PA User Profile |
In trying to come up with a way to design über portfolios, I was running into a problem being able to differentiate the different strategies, why they were included, what their strengths were, and what the best way to utilize them. I played around on the web-site like I know all of you have--making combinations and testing them out, but because of the enormous amount of choices and permutations, and then NOT having the ability to selectively sort on the Portfolios page in order to compare portfolios side by side against the different fields left me a bit hobbled on being able to see the Big picture. So I decided on Friday(2/22) after the OV evening update to try and create select dedicated portfolios to help clarify my understanding of how this all works. My idea was to create "like" portfolios in order to compare the separate components as apples vs. apples instead of apples, oranges and the rest of the fruit basket. So I studied all of the separate strategies (there's actually only 20!) and decided to organize them into the following groups: Direction, Lists, and Strategies. Then I went about making portfolios for each permutation possible in those groups. So for example, there would be 3 different portfolios for Direction: all strategies that were Long only would be one, all that were Short only, and all that were Both. This allows us to compare them against each other and find the top performers in each direction. Then I made portfolios based on all the lists. So for example, all strategies that traded the SP would be one portfolio in order to see who the top performers trading each lists were etc. And finally, I made a separate portfolio for each Strategy (R1, R2 etc.) which would show what lists were the top performers for each strategy. Yes, that means I made 36 dedicated portfolios! Now I was ready to see these bad boys side by side and start building my trading portfolios. BUT, that is when I found out that you can't sort by the different fields on the Portfolios page like you can on the Strategies page--Aaaarggg! And with 36 new portfolios, you have to keep scrolling back and forth between them. (By the way, it would be infinitely easier to compare on these pages if the top header listing all the different fields was frozen and would stay in frame as one scrolled down like you do in excel!) Since I had already spent 5 hours building the portfolios, I couldn't abandon my original idea due to this. So, I took the rest of the evening copying and pasting all of the portfolios and their statistics, components etc. into an Excel book. Yes, it took me forever, but now I can sort and compare anything I want to look at. The first page is a summary of all portfolios sorted into the 3 groups mentioned earlier. Then I tabbed (and color coded) a separate page for EACH portfolio in order to compare the individual components as well. After two days of doing this, I decided to share all this with my fellow NC members so that if anyone is interested in examining this approach, they don't have to do what I did. I realize that everyone has their own ideas and processes but since we're a club, we can save time by building on the work of each other rather than redundant research and thus speed up our evolution together! A few things to note when looking at this: I built a default account to run this in with NO filters selected so that results couldn't be attributed to one or more of those selections. Starting balance $100K, 200% buying power (margin), starting date 1/1/2000,NO boxes checked, No rounding, commissions .004, and trading balance $28244.31. I made a portfolio for All ETFs, but all other portfolios are equities only. Also, as I said earlier, All of these numbers are from the OV of 2/22/2013. I know they will change tomorrow probably, but the relationships and percentages should remain fairly consistent for analysis and comparison. BTW, I already set "print area" for each page, so if you just happen to have 37 pages lying around, you can just print the book. Ed posted that they were getting ready to add 15 trend-following strategies this week, so I will probably add them to this at some point. Have a good weekend. All the best, -Keith Attached file : Portfolio Analysis.xlsx (102KB - 502 downloads) | ||
| Mark Holstius Elite Posts: 744 Joined: 10/11/2012 Location: Sleepy Hollow, IL User Profile |
Lots of work there - and much appreciated. Mark | ||
| keith Member Posts: 23 Joined: 10/11/2012 Location: anaheim hills, ca User Profile |
thanks for your work and effort. hope ed and the team will get some of this resolved soon. keith | ||
| gbarber Veteran Posts: 282 Joined: 12/30/2012 Location: Pearland, TX User Profile |
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| kmcintyre Elite Posts: 890 Joined: 10/11/2012 Location: Portland, OR User Profile |
Keith | ||
| Randy McBeath Member Posts: 13 Joined: 10/11/2012 Location: Mountain View, CA User Profile |
Thanks for sharing this very thorough and comprehensive analysis and for all the time you spent creating a very well formatted spreadsheet. Randy | ||
| TomTwiford Member Posts: 40 Joined: 12/20/2012 Location: Houston, Tx User Profile |
My best regards, Tom | ||
| John W Elite Posts: 654 Joined: 10/11/2012 Location: Sydney, NSW, Australia User Profile |
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| Fred Gordon Legend Posts: 481 Joined: 10/11/2012 Location: Fayetteville, Ga User Profile |
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| Leo Allison Member Posts: 7 Joined: 10/11/2012 Location: Denver, Colorado User Profile |
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| Angela Duran Veteran Posts: 168 Joined: 10/11/2012 Location: Nirvana Systems User Profile |
Strategy List T1-L-IG01 IG01 Beverages T1-L-IG02 IG02 Meat and Farm Prod T1-L-IG03 IG03 OIL AND GAS Pipelines T1-L-IG04 IG04 FOOD & PROCESSED Goods T1-L-IG05 IG05 APPAREL - Clothing T1-L-IG06 IG06 Property Insurance T1-L-IG07 IG07 Minerals and Mining T1-L-IG08 IG08 Consumer Durbales T1-L-IG09 IG09 Chemicals T1-L-IG10 IG010 Communications Equipment T1-L-IG11 IG11 Metals T1-L-IG12 IG12 Oil and Gas Equipment T1-L-IG13 IG13 Steel and Iron T1-L-IG14 IG14 Oil and Gas Drilling T1-L-IG15 IG15 Independent Oil and Gas T1-L-IG16 IG16 Packaging and Containers T1-L-IG17 IG17 Apparel - Footwear T1-L-IG18 IG18 Automotive T1-L-IG19 IG19 Oil Refineries Attached file : Strategies.xls (37KB - 432 downloads) |
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