350Z's 2007 I Fund Thread

[sugarandspice]

Re: 350Z's I Fund Thread-Feb07

Yes, but it'll still take a +-.5% change.



No, one or the other or both can cause a FV.

And the baselines are established at the TSP transaction deadline?

And if that is the case, then today the Wilshire was up 1 point at noon eastern time, so if during the day it goes up another point then we could/should see an FV?
It doesn't seem to be a significant enough move but if it is % based then I guess it is. I think I need to keep better records of FV days and what happens on them actionwise. Do you have any 350?

 

[Wheels]

Re: 350Z's I Fund Thread-Feb07

And the baselines are established at the TSP transaction deadline?

And if that is the case, then today the Wilshire was up 1 point at noon eastern time, so if during the day it goes up another point then we could/should see an FV?

Check your math there sugar, a one point move in the Wilshire equals about a .15% move. You need a little more than a 3 point move to equal .5%.

 

[350zCommTech]

Re: 350Z's I Fund Thread-Feb07

And the baselines are established at the TSP transaction deadline?

Yes.

And if that is the case, then today the Wilshire was up 1 point at noon eastern time, so if during the day it goes up another point then we could/should see an FV?

No, I wrote that wrong. What I meant to say was that FVs are triggered by a .5% increase or decrease in the market relative to the S&P and Wilshire 4500 at noon. i.e. Today at noon, C fund was at .04% and S fund was at .16%. Both would have to end the day with a gain of .55% and .66%, respectively, in order to trigger a +FV.

I think I need to keep better records of FV days and what happens on them actionwise. Do you have any 350?

Yes, but there in my head. But I do keep track of the last FV date.

 

[sugarandspice]

Re: 350Z's I Fund Thread-Feb07

Check your math there sugar, a one point move in the Wilshire equals about a .15% move. You need a little more than a 3 point move to equal .5%.

I was using the number gain as my basis and not the % number so when it comes to numerical configurations and mathematical calculations that will equate to results based in financial terminology that will then be interpreted and acted upon to make future transactions, ignore all that spews from my direction. And thanks to you and 350z for strightening me out.

 

[ChemEng]

Re: 350Z's I Fund Thread-Feb07

350Z,

I know you have probably been asked this before, but would you mind sharing exactly how you make your calculation. It would suck if you left the board some day, and nobody would be left to fill your void.

Im not 350z, but here is what I am working with to get an estimate. (I also posted it in TA Tools forum, but this is an updated version.) Im still tinkering with the relationship between % change in EAFE and % change in DX. Right now my guess is that they are additive, but the estimates that I get at the time 350z posts his are different. Some reasons for this could be that hes projecting what the noon value instead of the real time value, theres a fudge factor involved, or the relationship is totally different.

Here it is. When you open it, you will be asked to enable macros. Choose "Enable Macros". If you dont, nothing will happen when you try to hit the "Get Data!" button. It may take a minute or so to run depending on your internet connection speed so you be patient if it doesnt respond immediately. Also the format of the spreadsheet is rather ugly right now. Consider yourself warned.

Im still tinkering with it though.

 

[weatherweenie]

Re: 350Z's I Fund Thread-Feb07

Eafe + 0.506%

 

[Rod]

Re: 350Z's I Fund Thread-Feb07

Im not 350z, but here is what I am working with to get an estimate. (I also posted it in TA Tools forum, but this is an updated version.) Im still tinkering with the relationship between % change in EAFE and % change in DX. Right now my guess is that they are additive, but the estimates that I get at the time 350z posts his are different. Some reasons for this could be that hes projecting what the noon value instead of the real time value, theres a fudge factor involved, or the relationship is totally different.

Here it is. When you open it, you will be asked to enable macros. Choose "Enable Macros". If you dont, nothing will happen when you try to hit the "Get Data!" button. It may take a minute or so to run depending on your internet connection speed so you be patient if it doesnt respond immediately. Also the format of the spreadsheet is rather ugly right now. Consider yourself warned.

Im still tinkering with it though.

Ooo.. I got a Microsoft Visual Basic runtime error of 438 after clicking "get data".

 

[jayhawker]

Re: 350Z's I Fund Thread-Feb07

Are you taking into account the % change in the DX to the % change in the respective foreign currencies? When the US$ is down and the Yen (for example) is up the effect on the EAFE is magnified.

Im not 350z, but here is what I am working with to get an estimate. (I also posted it in TA Tools forum, but this is an updated version.) Im still tinkering with the relationship between % change in EAFE and % change in DX. Right now my guess is that they are additive, but the estimates that I get at the time 350z posts his are different. Some reasons for this could be that hes projecting what the noon value instead of the real time value, theres a fudge factor involved, or the relationship is totally different.

Here it is. When you open it, you will be asked to enable macros. Choose "Enable Macros". If you dont, nothing will happen when you try to hit the "Get Data!" button. It may take a minute or so to run depending on your internet connection speed so you be patient if it doesnt respond immediately. Also the format of the spreadsheet is rather ugly right now. Consider yourself warned.

Im still tinkering with it though.

 

[350zCommTech]

Re: 350Z's I Fund Thread-Feb07

Im not 350z, but here is what I am working with to get an estimate. (I also posted it in TA Tools forum, but this is an updated version.) Im still tinkering with the relationship between % change in EAFE and % change in DX. Right now my guess is that they are additive, but the estimates that I get at the time 350z posts his are different. Some reasons for this could be that hes projecting what the noon value instead of the real time value, theres a fudge factor involved, or the relationship is totally different.

Im still tinkering with it though.

Eafe + 0.506%

Well folks,

The secret is out! Thanks ChemEng!

His spreadsheet is the one I'm currently using. The macros are saving me precious time. ChemEng, you are right, the big difference between your numbers and mine is the fudge factor. But it has to do with MSCI's constant changing of the way they calculate the EAFE. One day it might be the dollar and the next day it'll be something else. This is what I'm struggling with everyday because I like to be precise. Your spreadsheet will get you close enough everyday to make trading decisions on.

Take today for example, my estimate was for a gain of .564% or 13 cents and MSCI had it at .506% or 11 cents. That's two cents off and I'm still trying to figure out what they changed. The big problem is that for tomorrow, today's changes might revert back to normal.

 

[ChemEng]

Re: 350Z's I Fund Thread-Feb07

Ooo.. I got a Microsoft Visual Basic runtime error of 438 after clicking "get data".

I dont know what the issue is. I just dl'ed it from the website and it ran fine. Maybe restart and try it again?

 

[Rod]

Re: 350Z's I Fund Thread-Feb07

Well folks,

The secret is out! Thanks ChemEng!

I now feel like I felt when I found out there was no Santa!

http://img.photobucket.com/albums/v370/bic4jesus/DEADSANTA.jpg

 

[Rod]

Re: 350Z's I Fund Thread-Feb07

I dont know what the issue is. I just dl'ed it from the website and it ran fine. Maybe restart and try it again?

Same thing... now with a "read only".

 

[HAILSTORM]

Re: 350Z's I Fund Thread-Feb07

I went from 100% I to 100% G at 1155 this morning...

What kind of drop warrants getting back in? If the "early estimate" is - .10 at 1145 tomorrow, do I trade back into I? If the drop is .20 or .30, that's really easy for me to decide...but it's the .08 to .12 drops that I struggle with...

Any thoughts?

 

[ebbnflow]

Re: 350Z's I Fund Thread-Feb07

Ooo.. I got a Microsoft Visual Basic runtime error of 438 after clicking "get data".

Rod, open up any Excel worksheet and click on the Help tab, choose About Microsoft Excel, and check the version. If the version is older than version 10, then more than likely it's your Excel that's causing the trouble. Get a newer version.

 

[Rod]

Re: 350Z's I Fund Thread-Feb07

I went from 100% I to 100% G at 1155 this morning...

What kind of drop warrants getting back in? If the "early estimate" is - .10 at 1145 tomorrow, do I trade back into I? If the drop is .20 or .30, that's really easy for me to decide...but it's the .08 to .12 drops that I struggle with...

Any thoughts?

It's always difficult trying to call the bottoms. That's one thing we try to do here:

http://www.tsptalk.com/mb/showthread.php?t=3947

FWIW, I'm looking for a drop around 22.70s or 22.80s. But who knows how low it will go.

 

[ChemEng]

Re: 350Z's I Fund Thread-Feb07

I now feel like I felt when I found out there was no Santa!

http://img.photobucket.com/albums/v370/bic4jesus/DEADSANTA.jpg

Not at ALL! 350z has much more experience putting together the exact movement the I fund will have. This just tracks what it should be in rough orders of magnitude. The 2 cents difference today can be very important for other trading days. Even with this spreadsheet, I still use his numbers.

350z is still my Santa.

 

[Rod]

Re: 350Z's I Fund Thread-Feb07

Rod, open up any Excel worksheet and click on the Help tab, choose About Microsoft Excel, and check the version. If the version is older than version 10, then more than likely it's your Excel that's causing the trouble. Get a newer version.

It reads:

9.0.2720

I guess I need a new one, huh?

Is there a good link to download the latest or is that a required purchase?

 

[ChemEng]

Re: 350Z's I Fund Thread-Feb07

Rod, open up any Excel worksheet and click on the Help tab, choose About Microsoft Excel, and check the version. If the version is older than version 10, then more than likely it's your Excel that's causing the trouble. Get a newer version.

Im glad that ebb is knowledgeable about this, because Im really not. Im not a programmer as I am an excel freak with a programming itch. :nuts: But Im glad that others are finding goodness from it.

(One more thing you may want to look at is your security settings. Tools-->Macro-->Security. And change it to Medium. That just means that no macros will be loaded unless you say it can be loaded.)

 

[Rod]

Re: 350Z's I Fund Thread-Feb07

I guess it still works though... the latest reads (I) up .05

 

[Rod]

Re: 350Z's I Fund Thread-Feb07

Im glad that ebb is knowledgeable about this, because Im really not. Im not a programmer as I am an excel freak with a programming itch. :nuts: But Im glad that others are finding goodness from it.

(One more thing you may want to look at is your security settings. Tools-->Macro-->Security. And change it to Medium. That just means that no macros will be loaded unless you say it can be loaded.)

Yep, already on medium.