We have developed some new tools that we are using in the Dallas FastTrack Group (see 3 attached Zip files). John Bates,wrote the Cheese, Buyzone and Findzone programs and Jerry Allen wrote the Jerryfam program. However, a number of people in the Dallas FastTrack group contributed ideas and did testing on these tools. Below are descriptions of the 3 Zip Files.
The cheese.zip file contains modules to run the Cheese trade program. Also included is a Help file with instructions to install and run the program. The Cheese program is designed for both Market and Fund Analysis. It is designed to find new Market Opportunities (New Cheese) and also monitor existing positions (Old Cheese). For Market Analysis a special family named cheese.fam is included which consists of a diverse set of 18 Market Indexes. The Cheese program is designed to run on smaller families (<100 funds). For larger families the user may wish to run two related programs Buyzone and Findzone.
The Jerryfam.zip file contains modules to run the Jerryfam trade program. Also included is a Help file with instructions to install and run the program. The jerryfam program automatically builds FastTrack Families for the User including jerrynl (contains only No Load funds), jerrynle (No load Equity Funds) and jerrynlb (No Load Bond Funds). An attempt is made when building these families to not include funds which the investor may not be able to invest in. These include closed funds, funds not available to the retail public, and funds which have a minimum of $100k or more.
The Buyzone.zip file contains modules to run both the Buyzone program and the Findzone program. Also included are Help files for both of these programs. These programs are designed to create smaller Families from large fund families such as jerrynl (>1600) and jerrynle (>1300) based on User Screening Requirements. The User can take output families produced by Buyzone and Findzone and then use other FastTrack or 3rd Party ranking systems (Headsup, FastTools FUL, etc.) to perform additional analysis. Buyzone defines a simple default set of Screening Requirements designed to be favorable for buying funds. These include requirments for RSI/Stoc and Momentum. The User specifies just the input family and optionally the Max desired Relative Standard Deviation. The Findzone program is more flexible allowing the user to input 7 parameters defining the Screening Requirements. Both the Buyzone and Findzone programs should be of increasing benefit in the Fund Screening process as the FastTrack database continues to grow.
The stylesig.zip file contains modules for the stylesig program and a help file with instructions on how to install and run it. Stylesig creates signals with User Friendly names (rutsv, rutsg, rutmv, rutmg, rutlv, rutlg) for the Ishare Style Indexes (iwn, iwo, iws, iwp, ive, ivw) based on RUTTR logic. For some Small and Mid sized Funds trading results are improved if the RUTTR Signal is based on the Style Index that is the same as the Morningstar Style for the Fund.
Download cheese.zip Download jerryfam.zip Download buyzone.zip Download stylesig.zipLast updated 09/03/2002