Monday, August 31, 2009
Russell 3000 Daily Stats - 20090831
PriceHouse Stats for the period 20090831 - 20090831
Total Active = 2979
Total New Listings this period = 0
Total Inactive this period = 0
Closing at new all-time highs = 5 (0.17%)
Closing at new all-time lows = 2 (0.07%)
Up Closes = 531 (17.83%)
Down Closes = 2406 (80.79%)
Average True Range = 4.00%
Price verification found 0 errors
Sunday, August 30, 2009
Russell 3000 Weekly Stats - 20090828
PriceHouse Stats for the period 20090824 - 20090828
Total Active = 2979
Total New Listings this period = 0
Total Inactive this period = 0
Closing at new all-time highs = 73 (0.49%)
Closing at new all-time lows = 6 (0.04%)
Up Closes = 6815 (45.77%)
Down Closes = 7711 (51.79%)
Average True Range = 3.92%
Price verification found 0 errors
Russell 3000 Daily Stats - 20090828
PriceHouse Stats for the period 20090828 - 20090828
Total Active = 2979
Total New Listings this period = 0
Total Inactive this period = 0
Closing at new all-time highs = 9 (0.30%)
Closing at new all-time lows = 2 (0.07%)
Up Closes = 931 (31.26%)
Down Closes = 1995 (66.99%)
Average True Range = 4.09%
Price verification found 0 errors
Thursday, August 27, 2009
Russell 3000 Stats - 08/27/2009
PriceHouse Stats for the period 20090827 - 20090827
Total Active = 2979
Total New Listings this period = 0
Total Inactive Stocks this period = 0
Closing at new all-time highs = 12 (0.40%)
Closing at new all-time lows = 2 (0.07%)
Up Closes = 1433 (48.12%)
Down Closes = 1452 (48.76%)
Average True Range = 4.24%
Price verification found 0 errors
Total Active = 2979
Total New Listings this period = 0
Total Inactive Stocks this period = 0
Closing at new all-time highs = 12 (0.40%)
Closing at new all-time lows = 2 (0.07%)
Up Closes = 1433 (48.12%)
Down Closes = 1452 (48.76%)
Average True Range = 4.24%
Price verification found 0 errors
Wednesday, August 26, 2009
Russell 3000 Stats - 08/26/2009
I'll start posting stats on the Russell 3000 components each working day. This will be a work in progress. Adding new fields as I go. I still don't have it 100% tested nor 100% automated...so may miss some days or some values may be wrong. Over time...it'll get better.
PriceHouse Stats for the period 20090826 - 20090826One last thing, tomorrow is my 15 year wedding anniversary. It has been a great 15 years...many all-time highs along with a few rough drawdowns. Exactly what life and investing are all about. What's funny is my wife and I were discussing our past anniversaries:
Total Active = 2979
Total New Listings this period = 0
Total Inactive Stocks this period = 0
Closing at new all-time highs = 15 (0.50%)
Closing at new all-time lows = 0 (0.00%)
Up Closes = 1517 (50.94%)
Down Closes = 1388 (46.61%)
Average True Range = 3.58%
Price verification found 0 errors
- our 5 year we stayed in Galveston and they evacuated the island due to a hurricane.
- our 10 year we stayed in a b&b in Kemah that at first looked remote and enchanting set off on its own peninsula. Which quickly turned into isolated and horror movie'esque..that is after big honkin' wharf rats scattered about outside all night long.
“The most wonderful of all things in life, I believe, is the discovery of another human being with whom one's relationship has a growing depth, beauty, and joy as the years increase. This inner progressiveness of love between two human beings is a most marvelous thing; it cannot be found by looking for it or by passionately wishing for it. It is a sort of divine accident, and the most wonderful of all things in life.” -- Hugh Walpole Sr.MT
Monday, August 24, 2009
Russell 3000 Stocks - 2009
The table below covers the delisted stocks of the active Russell 3000 Index. I'll update this page later to include the active stocks as well.
| Symbol | Name | Status |
|---|---|---|
| Colonial Bancgroup Inc | Delisted 08/14/2009: Filed for bankruptcy | |
| Cougar Biotechnology In | Acquired 07/10/2009: by Johnson & Johnson (JNJ) | |
| Data Domain Inc | Acquired 07/23/2009: by EMC (EMC) | |
| Embarq Corp | Acquired 07/01/2009: by CenturyTel (CTL) | |
| Entrust Inc | Delisted 07/29/2009: Acquired by private Thoma Bravo, LLC. | |
| Foundation Coal Holding | Merged 07/31/2009: with Alpha Natural Resources (ANR) | |
| Lear Corp | Delisted 07/02/2009: Filed for bankruptcy | |
| Logility Inc | Acquired 07/09/2009: by American Software (AMSWA) | |
| Sumtotal Systems Inc | Delisted 07/21/2009: Merged with private Vista Equity Partners Fund III, L.P. | |
| Wind River Systems Inc | Acquired 07/17/2009: by Intel Corp (INTC) |
Sunday, August 23, 2009
Testing Jquery DataTables
| Symbol | Name | Status |
|---|---|---|
| 1-800 FLOWERS COM | this is just a test | |
| YAHOO CORP | no status | |
| TDSC | 3d Systems Corp | |
| MMM | 3m Co | |
| PAR | 3par Inc | |
| NDN | 99 Cents Only Stores | |
| AAON | Aaon Inc | |
| AIR | Aar Corp | |
| AAN | Aarons Inc | |
| ABAX | Abaxis Inc | |
| ABT | Abbott Laboratories | |
| ANF | Abercrombie & Fitch | |
| ABBC | Abington Bancorp Inc | |
| ABMD | Abiomed Inc | |
| ABM | Abm Industries Inc | |
| ABVT | Abovenet Inc | |
| ABII | Abraxis Bioscience Inc | |
| ACTG | Acacia Research Corp | |
| AKR | Acadia Realty Trust | |
| ACCL | Accelrys Inc | |
| ACN | Accenture Ltd Bermuda | |
| ABD | Acco Brands Corp | |
| ARAY | Accuray Inc | |
| ACET | Aceto Corp | |
| ACIW | Aci Worldwide Inc | |
| APKT | Acme Packet Inc | |
| ACOR | Acorda Therapeutics Inc | |
| ACTL | Actel Corp | |
| ACTI | Actividentity Corp | |
| ATVI | Activision Blizzard Inc | |
| ATU | Actuant Corp | |
| ACTU | Actuate Corp | |
| AYI | Acuity Brands Inc | |
| ACUR | Acura Pharmaceuticals | |
| ACXM | Acxiom Corp | |
| ADPT | Adaptec Inc | |
| ADCT | Adc Telecommunications | |
| ASF | Administaff Inc | |
| ADBE | Adobe Systems Inc | |
| ADLR | Adolor Corp | |
| ADTN | Adtran Inc | |
| AEA | Advance America Cash Ad | |
| AAP | Advance Auto Parts Inc | |
| AATI | Advanced Analogic Tech | |
| ABAT | Advanced Battery Tech | |
| AEIS | Advanced Energy Inds In | |
| AMD | Advanced Micro Devices | |
| ADVS | Advent Software Inc | |
| ABCO | Advisory Board Co | |
| ACM | Aecom Technology Corp D | |
| AEPI | Aep Industries Inc | |
| ARO | Aeropostale Inc | |
| AVAV | Aerovironment Inc | |
| AES | Aes Corp | |
| AET | Aetna Inc | |
| AFCE | Afc Enterprises Inc | |
| ACS | Affiliated Computer Svc | |
| AMG | Affiliated Managers Grp | |
| AFFY | Affymax Inc | |
| AFFX | Affymetrix Inc | |
| AFL | Aflac Inc | |
| AGCO | Agco Corp | |
| FEED | Agfeed Industries Inc | |
| A | Agilent Technologies In | |
| AGYS | Agilysys Inc | |
| AGL | Agl Resources Inc | |
| ADC | Agree Realty Corp |
Monday, August 17, 2009
Links of Note
Links of note from the physics arXiv blog.
Basketball and The Theory of Networks - Bet this applies to star performers at work as well. It's all about the bottlenecks. If you have a guru at work - logically the thought is we can't live without him/her. True? Would we instead be better off without him/her? Something to think about.
How Dragon Kings Could Trump Black Swans - what's interesting is I had several extensive discussions regarding this topic today. Then found this post tonight. Now I have a name for those extreme events - Dragon Kings.
[edit]
I'm updating this post to include Covel's recent link, Nobel Prize Winner Vernon Smith on Bubbles. This type of stuff fascinates me. Covers why history never quite repeats and why we keep thinking it does.
MT
Basketball and The Theory of Networks - Bet this applies to star performers at work as well. It's all about the bottlenecks. If you have a guru at work - logically the thought is we can't live without him/her. True? Would we instead be better off without him/her? Something to think about.
How Dragon Kings Could Trump Black Swans - what's interesting is I had several extensive discussions regarding this topic today. Then found this post tonight. Now I have a name for those extreme events - Dragon Kings.
[edit]
I'm updating this post to include Covel's recent link, Nobel Prize Winner Vernon Smith on Bubbles. This type of stuff fascinates me. Covers why history never quite repeats and why we keep thinking it does.
MT
Saturday, August 08, 2009
Portfolio Performance for July 2009
Another month in the green. Let's hope we can keep the momentum going for the portfolio. Still getting trounced by the market, but hopefully I'll start catching up now that 100% of the portfolio is invested.
On to system development news...
I'm deep in the heart of testing all the changes made to the backtesting engine. Most of the simulation output was converted from plain text (csv) files to sqlite tables. This option will broaden the front-end options available to the platform. Testing should wrap up by the end of August. Then I can start sharing some of the results on this blog.
Later Trades,
MT
On to system development news...
I'm deep in the heart of testing all the changes made to the backtesting engine. Most of the simulation output was converted from plain text (csv) files to sqlite tables. This option will broaden the front-end options available to the platform. Testing should wrap up by the end of August. Then I can start sharing some of the results on this blog.
Later Trades,
MT
Subscribe to:
Posts (Atom)