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jurac's Public Page
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February 13, 2012
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top ranked funds managed by jurac |
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Forum Topics created by jurac |
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Current rank: --- |
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Past ranks:                |
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manager profile
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| ABOUT
jurac |
| Age:
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NOT
AVAILABLE |
Occupation:
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Physicist |
| Other
Interests : |
NOT
AVAILABLE |
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| HOW
THE MANAGER INVESTS |
| WHAT
IS YOUR INVESTING STRATEGY? (GROWTH, VALUE, TECHNICAL ANALYSIS, ETC.) |
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answer --> |
Quantitative modeling and some common sense. I try to model the market using different physical concepts (Random walk & diffusion, Nonlinear dynamics & chaos, Plasma instabilities, Extreme value theory...). Nonlinear instabilities in the marketplace are very similar to these known in physics. Distinctively turbulent price/volume action often signals a stock breakout. Raising cash levels when a similar type of instability was observed in the Nasdaq Composite frequently proved to be fruitful. Another promising concept is using a fat-tailed distribution function for calculating forward earnings (or cash flow) based on the past earnings, instead of just extrapolating a straight line. This way the uncertainties in the projected P/E and Risk/Reward ratio could be estimated. Common sense primarily includes examining the income statements, balance sheets, 10 Q/Ks...
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| HOW
DO YOU SELECT NEW COMPANIES FOR YOUR FUNDS? |
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Unfortunately, the strategy has to change often to capture the dominant inefficiency in the marketplace.
Since the market was not advancing much in the last quarter of 2003, it was mainly the bottom fishing. When a company dropped out of favor and the stock plunged I tried to estimate 1) what is the fair price based on the underlying fundamentals 2) what is the likely time frame for this inefficiency to correct (i.e. "forgiveness lifetime") based on the past behavior of that (or a similar) stock. If the lifetime was short and the stock sufficiently under-priced -- it was a buy.
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| HOW
DO YOU DECIDE TO REMOVE A STOCK FROM YOUR FUNDS? |
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When a stock appears overpriced based on the fundamental metrics it is replaced with a cheaper one. Although this risk containment strategy might make sense in the normal circumstances, in 2003 over-enthusiastic tech environment it was more painful than the Chinese Torture - especially when the stock(s) moved up significantly after I sold out. Although… common sense tells me that the party won’t last forever.
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about this manager profile |
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This is a profile for
jurac, a member at Marketocracy's website www.marketocracy.com. Each of the funds listed here began with $1 million in cash and a Net Asset Value (NAV) of $10 per share.
Marketocracy is the only financial website where you can simulate running your own mutual fund and accurately compare your investing skill to professionally managed mutual funds and other investors. At Marketocracy, you can manage a $1 million virtual portfolio and make trades in an environment that mirrors the trading activity of the real stock market. Our portfolio management tools help you discover your investing strengths and weaknesses and help you become a better investor. You can try different investment strategies and styles to see what works best for you in a virtual environment first, before you invest your real money. It's a great place to learn, and a great place to prove your talent.
If your track record turns out to be one of the best, you?ll receive special privileges on our website and the best of the best get paid. If you're serious about investing or want to become a better investor, you'll want to signup for a free basic membership and start running your own fund. |
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[ To signup for your own account click here ]
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Who is Marketocracy?
Marketocracy Data Services is a research company whose mission is to find the best investors in the world and then track, analyze, and evaluate their trading activity. The company?s affiliate, Marketocracy Capital Management, is the investment advisor for the Marketocracy family of mutual funds and uses the research generated by Marketocracy Data Services.
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[ For more information about Marketocracy ]
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