fabijo
Well-known member
Here's another spreadsheet:
http://mircats.com/fabio/Projecting.Growth.xls
It's about 10MB in size, so if you have a slow connection, it may be a while. There are three sheets:
Real Prices: Put the TSP fund prices on this sheet. The other sheets get their info from this one. To see what allocation to go to, look at what allocation is showing for the next day - the last price is for Dec 15, which is on row 897. Look in the allocation columns on row 898.
Projected Price: This has all the decision making and math for the MACD and Bollinger Bands.
Two Days: This has the math for projecting the likely ranges of fund prices two days from now, based on standard deviations and the mean change in log(Price). It also has some columns for calculating how far away today's price is from the lowest and uppermost prices that were calculated two days ago. These percentages are used in the decision making process on the page, Projected Price.
There are some numbers that can be changed, if you want to experiment with the monkey. You can change the parameters for the MACD, Bollinger Bands, # of days for the mean of log(price), percentage limits for the upper and lower projected values.
Feel free to explore the workbook and hopefully find some flaws or possible improvements. It also has the VIX, but I have yet to find a good way to use the VIX in the decision-making process. It saves you from big losses, but sometimes keeps you from gains. I might find a way to use growth probabilities on the VIX, but that's when I get more time.
One way to trace a formula is to select the cell you are curious about, then choose Tools -> Formula Auditing -> Trace Dependents (or Trace Precedents). Excel then will put lines connecting the cell to the dependents and/or precedents. At least this will work in 2003; I don't know about the other versions of Excel.
Peace.
http://mircats.com/fabio/Projecting.Growth.xls
It's about 10MB in size, so if you have a slow connection, it may be a while. There are three sheets:
Real Prices: Put the TSP fund prices on this sheet. The other sheets get their info from this one. To see what allocation to go to, look at what allocation is showing for the next day - the last price is for Dec 15, which is on row 897. Look in the allocation columns on row 898.
Projected Price: This has all the decision making and math for the MACD and Bollinger Bands.
Two Days: This has the math for projecting the likely ranges of fund prices two days from now, based on standard deviations and the mean change in log(Price). It also has some columns for calculating how far away today's price is from the lowest and uppermost prices that were calculated two days ago. These percentages are used in the decision making process on the page, Projected Price.
There are some numbers that can be changed, if you want to experiment with the monkey. You can change the parameters for the MACD, Bollinger Bands, # of days for the mean of log(price), percentage limits for the upper and lower projected values.
Feel free to explore the workbook and hopefully find some flaws or possible improvements. It also has the VIX, but I have yet to find a good way to use the VIX in the decision-making process. It saves you from big losses, but sometimes keeps you from gains. I might find a way to use growth probabilities on the VIX, but that's when I get more time.
One way to trace a formula is to select the cell you are curious about, then choose Tools -> Formula Auditing -> Trace Dependents (or Trace Precedents). Excel then will put lines connecting the cell to the dependents and/or precedents. At least this will work in 2003; I don't know about the other versions of Excel.
Peace.
