Skip to content

AggM Applications

January 5, 2010

Well, I wish I had more time to expand upon all the indicators presented on the blog. Fortunately there are many DV Indicator community members that do just that, and find applications that I have not explored myself. There are a lot of smart people out there, and I always like to promote vertical thinking and development. One community member and fellow blogger has tried a few applications, and even demonstrated the robustness of DV Indicators on the UK’s FTSE 100 index. His blog is Mind, Money, Markets is starting to gather steam, and this week I plan to add him to the blogroll along with a few other good new blogs. Here is a very interesting application of the AggM which is a composite trend and mean-reversion indicator– it shows scaling in and out beginning with favorably high levels of the AggM and exiting at low levels. Madoff himself would be proud of the equity curve:

6 Comments leave one →
  1. Jeff permalink
    January 5, 2010 1:03 pm

    Funny, Im programming this right now for DVI site! Good timing, Jeff

    • david varadi permalink*
      January 5, 2010 1:24 pm

      as they say……timing is everything!


  2. Aristotle permalink
    January 5, 2010 3:23 pm

    MindMoneyMarkets looks like a very good blog, I’ll be adding it to my list of faves!

  3. Bill permalink
    January 6, 2010 1:40 am


    i am not sure about scaling, if i understand it correctly.

    He is going long when AGm > .7 and selling it and selling short when AGm is below .2

    am i following it.

    if yes , where is scaling in it. Scaling would be going long 25 % on greter than say .5 and then rest later.


  4. Bill permalink
    January 6, 2010 2:22 am


    one more thing i would like to know why you do 1-percentrank. whats the satistical or fundamnetal reason behind the math.


  5. January 6, 2010 10:03 pm

    I’m a little confused by the word “scaling” as he doesn’t seem to be scaling in or out.

    Other than that, looks like a great blog! Thanks for directing us over there DV.

Leave a Reply

Fill in your details below or click an icon to log in: Logo

You are commenting using your account. Log Out / Change )

Twitter picture

You are commenting using your Twitter account. Log Out / Change )

Facebook photo

You are commenting using your Facebook account. Log Out / Change )

Google+ photo

You are commenting using your Google+ account. Log Out / Change )

Connecting to %s

%d bloggers like this: