Monday, December 28, 2015

Final M3 platform out Wednesday. 12.28.15

Several months ago I indicated that the M3 advisory service would be curtailed so that I could focus attention on the LQB hedge fund and that I would make M3 software available to users so that they could continue to conduct market research on their own (with an active support line).  My goal was to cut the cord at the first of the year after several improvements had been integrated into the platform.  It's been a larger effort than I anticipated when I started these platform updates but Wednesday I'll be sending out the final cut that includes a number of major improvements including the ability to use any of the inputs as a benchmark, thereby letting the automatic limit stop calculator recommend the "best odds" stop for any position.  Two year  performance charts for the M portfolio and the benchmark have also been added with the usual P6 and RSQ indicators to facilitate identification of the current paradigm, either momentum or mean reversion. Finally, I've added a separate version of MNR dedicated to momentum followers that allows for analysis or either long term or short term momentum.  I was hoping to cram all these algorithms into a single model but that was not to be.
The MNR model is essentially the old M3 momentum/mean reversion model.  The new MN model is just a refinement of the momentum theme....it's just has more risk control built in. Users that have purchased at least 2 of the software offerings will receive the new models at no charge.
Other M3 users will be contacted individually with an update offer.
The new display array is quite large and does not play well on this compressed site.
Here's a link to what the MNR display now looks like.
The MN array is identical except for the commands.