The Ultimate Forbidden Fruit
1881 Financial Predictions For The World
( Inclusive of S&P 500 NDX100 Stocks )
November 11 , 20
By Marcus Lee Yi Qing
Wealth Warning : Eating the Ultimate Forbidden Fruit may make you Seriously Rich.
Ultra High Finance For Ultra High Net Worths
& Hedge Fund Managers
Smashwords Edition 1.0, July 2009
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Disclaimer : The contents , contained herein, is solely for information purposes and may contain errors or omissions and may be subject to alterations without notice to the reader.
DealingMachines and HsNeural Software are distributed as they are. No warranty of any kind is expressed or implied . You use it at your own risks. You assume full responsibility for selecting the software to achieve your intended results, and for the installation of , use of , and the outcome obtained from the software. The author , publisher and the company Viceroy International Limited will not be liable for data accuracy, data loss, damages , loss of profits or any other kinds of losses while using or misusing this software, and any kinds of data derived
This book is dedicated to
Dr. Gerald Chan ,
Dr. Bill Fung
And All My Hedge Fund Clients
“ FANTASTIC !
…If there ever is an Oriental Alchemist of Finance , David Lee certainly qualifies as one .
His Volatility Models are believed to be more than 70 percent accurate , I personally found them to be even pin point accurate and hugely profitable .
Numerous examples abound in 2008 to 2009 when the markets were crashing and rollercoasting thru the financial crisis . In the last few years , when many models fail , Braincap Volatility Models held up spectacularly well .In Sept 4 , a long call in Hang Seng Index till September 11 2009 was worth more than a 1000 points .
His 2 hours volatility model on ES trading on Sept 9 also were worth more than 10 points each . His 2 Black swan events highlighted in the seminar book in July and August did spectacularly well turning 10c to 2 dollars .
His Basic Models have been well researched and supported in many scientific journals , namely when people buy , they do slowly as greed slowly creeps in . But when they do sell , they do in great Fear and HUGE volatility .
David Lee 's Contribution to the Financial World is to use Maths to detect spikes in Volatility as sell Signals and slow drops in Volatility as Buy signals . He found a way to quantify these signals and lay them over a 21 year track record to show a upward sloping equity line .
I and many traders have not found anyone in the world who can find a single model , lay out all the buy sell signals with the same parameters and get a single upward sloping line . David Lee, a Singapore Merchant Banking Scholar , author and adviser to Hedge Funds , has done exactly that .
For that , I salute him . “
… Product and Book Review by David LCH , CEO , Hedge Fund Manager
Contents
1
Price Patterns and Human Psyche
The Rationale for Predicting Price Patterns
Forbidden Fruits in the Garden of Eden
The Forbidden Fruits Of Finance
The Keys to Prediction : Look Forward Scenarios
The Ultimate Forbidden Fruit
REVELATIONS : Prediction Score for Heaven and Hell Markets
Intermission : Blank Page
The Marriage of Heaven and Hell
Best Of Breed Financial Markets : Pattern Recognition
2
Timing is Everything
Portable Inheritable Alpha for Hedge Funds
Collective Intellectual Work Experience
Overview and Methodology of Fund Management Expertise
BQT Quant Models
Keeping it Small and Confidential
3
REVELATIONS : Predictions and Probabilities Rating for 1881 Stocks
The Rationale for Predicting Price Patterns.
Stock Trading is a highly volatile market activity with no precise way to continually experience ongoing profits. The Stock Market May be unpredictable and there may be no surefire way to ensure growth with all trading profits and investments.
To develop the perfect Stock Market Machine May be an impossible task but with better technologies and mathematics , we can strive for the next best thing .
Towards this , we develop our serving infrastructure and breakthrough BQT ™ technology to continuously search for price patterns within the worlds Top 1001 Stocks and changed the way stock markets analyses are being conducted.
From the beginning, our developers recognized that providing the fastest and most accurate results required a new kind of rigorous approach that is highly robust and can withstand the most stressful periods of market trading .
To do this , we maximize the use of today ‘s high speed computers and use more than 200 signals in our (patent pending ) BQT ™ algorithm . Patiently , all 1001 Key Stocks of the World are put through our pattern recognition machines and analyzed individually
The importance of each prediction signal generated is then cast as an Independent Vote . And as all the Votes are independently generated and gathered from 1001 stocks worldwide , the Summation of all Signals are collated and considered to have greater value than each individual prediction signal . It is the Summation of All Prediction Signals that then leads us to conclude the future state of Equity Markets World Wide for the next 9 days . And Thus , we coined the phrase : Heaven Markets for UP Markets and Hell Markets for DOWN Markets . In principle , this methodology is similar to the methodology Google uses in its PageRank Search Algorithm that has made it the world ‘s most successful search engine .
We have always taken a pragmatic approach to help improve pattern recognition search quality and create useful products and our technology uses the collective intelligence of the world 1001 stocks to determine the future state of equity markets worldwide .
The life span of a Prediction Signal may take less than half a second but it involves a million calculations drawing multiple variables from momentum , stochastic , relative strength , time window space and trend .
This kind of detailed , high speed computation and accuracy is only made possible by Today ‘s advances In Technologies and Mathematics.
Forbidden Fruits in the Garden of Eden
By Anonymous Artist
The Forbidden Fruits of Finance :
1881 Financial Predictions for The Entire World
The predictions cover stocks from Asia , Malaysia, Jakarta, South Korea , Taiwan , Latin Americas , Mexico, Brazil , Canada Toronto, China Shanghai, India NSE , Hong Kong , Australia and including 800 US Listed ETFS , ^NDX 100 and S&P500 Index stocks , the Most Important Stocks in the world .
The S&P 500 Index represents 500 of the largest companies designed to give a big picture view of the US stock market. About $1.5 trillion in investments mirror the moves of the S&P index and 4.9 trillion in investments are measured against it .
True Secrets of Predictions .
Quantifiable over 20 years of Market History .
When 3 Predicted Lines stick together and lie parallel in ONE LINEAR DIRECTION . That is a Prediction , Highly Probable and most likely to come true .
We Offer this Highly Valuable Consultation Service to Hedge Funds and High Net Worth Players Mainly. The Service includes a predicted Look Forward Graph showing 3 Independently Generated Scenarios of a Stock Chosen by the Client . When the 3 Scenarios coincide , stick together and lie parallel in ONE LINEAR Direction , we know that it is a highly probable pattern and likely to come true . This prediction is then measured and balanced against the Intermarket Analyses of the Volatility Indexes and Overall Prediction Score for 1001 Stocks within our universe.
In Reference to the Prediction and Probabilities Rating on Pages 22 to 44 , we use 3 Types of Criteria to measure Look Forward Scenarios .
Criterion A measures 1st Day vs 4th Day Predicted Price.
Criterion B measures First 3 Consecutive UP or DOWN Prices.
Criterion C measures 4 Up or Down Prices within first 5 days.
Criteria A ,B ,C are in Increasing Order of Importance and Priority.
The Verdict is the Summation Result from Criteria A , B and C .
KEYS to PREDICTION: Look Forward Scenarios
Graph below shows a Highly Probable UP Prediction with Verdict 33 U and its 3 Criteria
Notice the 3 Predicted lines of 6 points stick together and lie parallel with each other .
6 DAYS UP Pattern superimposed over 9 DAYS actual price INCREASE for the VXO Volatility Index (^VXO)
All 3 Predicted Lines fulfill Criterion A as 1st Day vs 4th Day Predicted Price are higher . Therefore A: 100U
All 3 Predicted Lines fulfill Criterion B as FIRST 3 Consecutive prices are UP . Therefore B : 100U
All 3 Predicted Lines fulfill Criterion C as there are 4 UP Prices within the First 5 days Therefore C : 100U
Notice the first 3 points of the yellow , maroon and blue lines coincide together and seen as 1 single line .
Graph above shows a 6 DAYS DOWN Pattern superimposed over 9 DAYS actual price DECREASE for the Dow Jones Index (^DJI)
This pattern is deliberately chosen to depict a LESS Probable Down Prediction . Looking at it , one can decipher that it may be a Less Probable Pattern to come true as the 3 Predicted Lines do not Stick together and do not lie Parallel with each other .
Nevertheless , with the Verdict at 33 D , and its 3 Criteria A , B and C all showing Down , the prediction Still Came True .
Notice both Predictions for the DJI and VXO agree with each other from 4/11/2008 . The rule in the market is when Volatility increases , the Market Drops .
Track Records Over 20 Years : What have we learned .
The Perfect Hedge is a Long Equity and Long Volatility Portfolio .
It produces a Straight Equity Line over 20 years with Low Drawdowns and High Hit Rates for Long Equity and Long Volatility Signals .
Even In the Most Volatile years of 2006 to 2009 , Applying the Same Principle of Long Equity and Long Volatility Produces Superb returns in excess of 20 percent each year with Low Drawdowns.
And Rates of Returns Far in excess of 20 percent each year over 20 years.
Yellow Equity Line Below shows a Combo of Both Long and Short Positions for DJI and VXO . Blue Line shows Long Volatility and Long Stock Position . Red line shows Short Volatility and Short Stock Positions .
As far as Possible Try to Impose a Minimum Threshold level for Trading Signals . That is trade Only when Criterion B and Criterion C Probabilities Rating are above threshold reading of 33 U or 33D .
When we apply this rule to VXO and DJI , the Equity Line is a lot more smoother which means Lower Drawdown of Equity and Higher Leverage can be applied . Please refer to following Equity Line below .
Broadly speaking for all the Stock Predictions and Probabilities Rating table in Page 35, If there is a choice , Choose those Signals that fulfill a minimum threshold Score of at least 33 U or 33 D When Threshold of Predictions increased to 33 percent , the number of Resultant Trades is only 12 Trades a Year .
When we trade only those Signals with a threshold minimum , the hit rate is 70 percent for the sell signals , 38 hits out of 54 . For Buy Signals 24 hits out of 36 signals or 66 percent hit rate .
With hit rates of 70 and 66 percent and low equity line drawdown , excess returns in excess of 20 percent can be generated from 2006 to 2009 .
Without Threshold Condition , a lot more signals are generated but equity line is less smooth and the accuracy rate declines to 64 percent for sell signals , 128 hits out of 200 and buy signals got hit rates of 112 out of 197 or slightly above 56 percent .
Resultant 50 Trades a Year. Without Threshold of Predictions , one trades all signals .
Even with hit rates of 64 and 55 percent , excess returns in excess of 20 percent can be generated from 2006 to 2009 .
Refer to Table Below Generated for the VXO and DJI :
Notice Verdict is Neutral as Only Criterion C and Criterion A are available. Thus we look for the next best thing which is to Prefer Criterion C to Criterion A as Criterion C is Greater in Importance and Priority over Criterion B and Criterion A . Criterion B in turn is Greater in Importance and Priority over Criterion A .
Remember the rule :
Criterion A measures 1st Day vs 4th Day Predicted Price.
Criterion B measures First 3 Consecutive UP or DOWN Prices.
Criterion C measures 4 Up or Down Prices within first 5 days.
Criteria A ,B ,C are in Increasing Order of Importance and Priority.
The Verdict is the Summation Result from Criteria A , B and C .
Using VXO Volatility Index ‘s Criterion C as a leading Indicator, the Decision is to go Short Volatility as Criterion C shows 33D for Volatility VXO and Go Long for Dow Jones Index as Criterion C for DJI is 44 U .
So How do we Trade Volatility ?
Fortunately there are 49 Highly correlated Ultrashort ETFs to choose from ,
Please see table Below :
Top 20 Positively VIX Correlated ETFs
In Ascending Order of Correlation .
Name Symbol
ProShares UltraShort Semiconductors SSG
ProShares UltraShort Oil & Gas DUG
ProShares UltraShort Technology REW
ProShares UltraShort Financials SKF
ProShares UltraShort Consumer Goods SZK
ProShares UltraShort Basic Materials SMN
ProShares UltraShort Consumer Services SCC
ProShares UltraShort SmallCap600 SDD
ProShares Short SmallCap600 SBB
ProShares UltraShort Industrials SIJ
ProShares Short QQQ PSQ
ProShares Short Russell2000 RWM
ProShares UltraShort QQQ QID
ProShares UltraShort Russell2000 TWM
ProShares Short MidCap400 MYY
ProShares UltraShort MidCap400 MZZ
ProShares Short Dow30 DOG
ProShares UltraShort Dow30 DXD
ProShares Short S&P500 SH
ProShares UltraShort S&P500 SDS
The Ultimate Forbidden Fruit :
Financial Predictions for November 11 , 2009
With Today’s Advanced Computing Technologies and Mathematics, the Impossible Task of Predicting Financial Markets just got a little easier.
With Fuzzy Logic Pattern Recognition Technologies, we can make far better predictions on the future of 1001 most important stocks worldwide.
After billions of computations ,the predicted results are summarized in the VERDICT COLUMN.
For Detailed Predictions on a Per Stock Basis , please refer to pages 22 to 44. For each individual Stock , look at its Criteria A , B and C which describes its look forward Scenario . Finally the Summation Result of Criteria A , B and C is output as the Verdict.
If the VERDICT is Neutral , look for its UP , DOWN Probabilities within Criteria A, B and C . And if so , Look for the Next BEST Thing . Look for the Next Best Verdict . That is , See if Criteria A and B are UP . If so , Probability is higher for the Stock to be up . Similarly if Criteria A and B are both Down , Probability is higher for the Stock to be Down .
Look for stocks with the highest VERDICT RATING to go up verses those with highest VERDICT RATING to go down .
Highest Rating for Stocks Going UP is 100U, Lowest Rating is 33U
Highest Rating for Stocks Going Down is100D, Lowest Rating is 33D
And looking at the final prediction score ,one sees the only difference between Heaven & Hell Markets is sometimes only a few stocks away.
REVELATIONS :
Prediction Score for Heaven and Hell Markets , November11, 2009 :
247 UP Stocks vs 269 Down Stocks
Prediction Verdict : November 11 2009 for Next 2 weeks…
More Hell than Haven…
Equity Markets Looking to GO DOWN . End Result : We Shall See …
Intermission
My Idea of Measuring Heaven and Hell Markets
is inspired by William Blake who wrote The Marriage
of Heaven and Hell.
Here , the material world of physical desires share equal parts .
with the divine world . Heaven and Hell reside together.
The 1 Million Dollar Watch.
No, It does Not Foretell the
Future Either .
Timing is EVERYTHING
Train and Trade like a Real Hedge Fund Manager .
When to be Fearful when others are Greedy
When to be Greedy when others are Fearful
Dehumanise the trader .
Be a Hybrid Half Machine Half Human Trader .
Throw away charts as they cloud your thinking .
A billion Calculations to make a buy sell decision .
Ying and Yang , quant and quality ,
Quantitative and Qualitative .
Visually looking at Volatility .
Looking at 1000 stocks in 1 second .
Jim Symons Renaissance Technologies : String Theory and Fractals .
Volatility as a fractal , Intraday , daily , weekly .
When all the stars align , 1000 stocks , or 3000 stocks , 3 volatilites , 49 ultrashorts ,
Hedge : Long and Long : long volatility ( buy puts ) and long stocks .
Macro Hedge Funds : from stocks , to Cash Bonds to Oil to currencies
Basic Building Block is Volatility and 1000 stocks from Russell 1000 .
Being 65 percent sure vs 90 percent sure .
Always in the market verses blue moon markets.
Puts , Calls , Ultra Long Ultra Short ETFS , SDS SSO , Warrants Hang Seng
Joining the Hedge Fund Industry
Portable Inheritable ALPHA for Hedge Funds
Quant Track record is Portable and Inheritable .
Our Quant Models offer a very low cost way to test and generate ideas over a Global Alpha space .Through licensing of BQT Quant Models , Alpha can then be ported , generated from different geographies , different industry sectors and inherited year after year.
We want to be prudent and look for meaningful licensing opportunities with a small group of Hedge Funds .
We have spreadsheet models which closely map actual track records of hedge fund clients . Actual track records are highly correlated to the models.
Actual Returns from clients for 4 North Asian Indexes vary but have been in excess of 15 percent per annum since 1997. The returns are characterized by low Standard Deviation and Sharpe ratios comparable with Hedge Fund industry standards.
Model Wise ,
Cumulative returns for the 4 North Asian Indexes approximate 260 percent since 1997.
Cumulative returns for Hang Seng Portfolio approximate 190 percent since 2003 , ( Hang Seng Index returned 120 percent for same period ) .
Cumulative returns for Nikkei portfolio approximate 110 percent since 2003 ( Nikkei Index returned 45 percent for same period )
Collective Intellectual Work Experience
Scientists and Professors from Top Universities MIT and Carnegie Mellon. Software Architect Worked as Research Head at HP Research Centre.
Founder David Lee Graduated with BBA, 1986 and Sole Recipient of Singapore Merchant Banking Scholarship. Banking Scholarship led to stints in Goldman Sachs New York and trips to Chicago Trading Houses.
This helped to incubate an idea to develop a machine driven program trading software for foreign exchange , collectively known as
BrainCapital Quant Technologies ( BQT ) / BQT Quant Models.
Between 1993 and 1997, BQT was used extensively by program traders at HSBC , Swiss Bank Corp and BHF Bank . Subsequently, a governmental grant and venture capital group funding by Boston based VC followed in 1998 .
Since then , BQT has been used by a very small group of MNC Banks and also a Top 10 Program Trader who traded 12 percent of the NYSE .
Prior to running BQT , David Lee spend a total of 9 years with Major Investment Houses . 5 years with IBJ ( Mizuho Holdings) and 4 years with Salomon Smith Barney (Citicorp) in managing and advising portfolios of both HNWs and Institutional Clients respectively .
Overview and Methodology of Fund Management Expertise .
Indeed, in these very interesting and distressful times , the hedge fund industry is in turmoil with more investors wanting to get out than get in .
Nevertheless, Hedge Fund Firms that have strong methodologies and great track record regardless of market conditions , will continue to attract clients.
Towards this, we would like to highlight 2 key trends .
Firstly, the Hedge Funds that grow BIG and Fast , have a better chance of survival . In our view , Growing and Scaling Size of AUM is easier with Quantitative based Technologies ( Quant ) Some of the biggest and best managed Hedge Funds with excellent track records are Quant based firms like DE Shaw and Renaissance Technologies.
Second Trend is that successful Hedge Funds do well regardless of market conditions . Firms like DE Shaw and Renaissance Technologies consistently know when to hold high beta stocks in bull markets and short high beta stocks in bear markets .
On an asset allocation level, David Swensen , Investment Chief of Yale University , is also a supporter of Market Timing Tools to rebalance portfolios on a regular basis , navigate within different asset classes , different betas amidst volatile conditions .
The Yale Model utilizes Monte Carlo simulations, to simulate thousands of possible scenarios and helped Yale turn in one of the best investment track records in history .
We use Quantitative Technologies to generate highly reliable Implied Volatility estimates which then impacts beta decisions for portfolio rebalancing .
Mathematically, this is a lot easier as Volatility is mean reverting and stochastic in nature . Since 1993 , when VIX ( Implied Volatility Index) is first quoted , it is the only constant that has consistent negative correlation with equity returns .
Amidst the ups and downs of equity markets in the last 15 years, Volatility as an asset class overlay , help generate an upward sloping equity line for portfolios.
BQT Quant Models
Using a Hybrid of neural nets , fuzzy logic and genetic algorithms , the technologies generates millions of calculations and predict periods of rising Volatility before they happen .Statistically , it can be verified that the technologies has a 65 to 80 percent accuracy rate for 9 week and 9 day models .
Transparency of Quant Models .
Traders and users of Quant models know that there is clear transparency in Quant Models . We know exactly , What we did , When and Why .
For example , Clients have independently generated a long volatility scenario since April and May 3rd week 2008. Several weeks later, in June 3rd week to July 2th week , VIX has gone up 18 percent . And Hedging has been done thru various Instruments. The SDS , UltraShort Powershare which has a 90 percent positive correlation with the VIX , has moved up by a similar percentage . The Put spread SPYUW-SPYUP moved from 1.6 to 3.2 , a move of 100 percent , the Straight Put SPYUW Sept 2008 strike 127 moved from 3.7 to 6.7 , a move of 81 percent .
There is a Clear Quantity of Risk Verses Reward .
Every trade is quantifiable in terms of risk and reward . For Hedge Funds , the ability to make estimates of volatility is very useful as it is the driving force to determine beta composition , market neutrality in long short portfolios and cash / stock ratios .
Quant model is exact in using a definite and equal betting fund size of 15 percent per trade which is then subdivided into the number of signal trades under the long short Universe.
The trade exits within a maximum of 20 percent of profit and by the 9th week , systematically.
With BQT Models , one has a good picture of what the next quarter is going to look like , with a 70 percent accuracy hit rate for VIX Portfolio , and profit per trade which is 2 times the size of loss per trade . It is this strict adherence to betting size , exit strategy and high reliability of implied volatility signals that leads to upward sloping equity line with low standard deviation of returns . Refer to spreadsheet , chart worksheet.
Separation of Alpha from Market Timing .
Like in the Yale Model , BQT Models Free the Hedge Fund Manager from market timing decisions . Alpha skills in stock selection are segregated as market timing is undertaken by Quant model and systematically executed . Fund Manger can concentrate fully on alpha generating strategies .
Quant Track record is Portable and Inheritable .
Our Quant Models offer a very low cost way to test and generate ideas over a Global Alpha space .Through licensing of BQT Quant Models , Alpha can then be ported , generated from different geographies , different industry sectors and inherited year after year.
After constructing HK and TSE stock portfolios from their index components , one can easily go on and test a brand new Quant Model , using component stocks from EWT , MSCI Taiwan .
Indeed , in Scaling and Growing a Hedge Fund Firm , Quant Models can help quickly test and generate ideas to offer a variety of New Funds to suit different Investor appetites .
Quant Clients Add Value thru stock Selection and Country Selection.
Clients can have a lot of flexibility to add value to the Quant Models by using their Fundamental Database to select which groups of stocks to long or short.
For country selection , HSI verses TSE Portfolio , the rewards are much greater if one chooses correctly , Hong Kong over Japan from years 2000 to 2008 .
Keeping it Small and Confidential
Client details and trades are kept strictly confidential .
At the behest of clients , we want to keep the client base small so that returns can be maintained and the different Hedging Instruments be flexibly combined.
In using Volatility as an asset class for Hedging , one is assured by the following metrics .
The window for hedging through SDS UltraShort Power share is more than a few Billion US dollars each day. There are another 20 ETFS that have strong positive correlation to the VIX and can act as VIX Proxies . The Short Futures Index Market is huge in size and very liquid . The Straight Puts and Put Spreads market are less liquid but offers a higher Hedging Ratio .
Rating Table for Next 9 Periods from November 11 2009
Criterion For Next 3 to 6 Days .
Criterion C for Next 6 to 9 Days
Symbol From Level Criterion BCriterion C
^AEX 317.97 N 33 D
^BFX 2477.98 33 U 33 U
^BSESN 16849.5996 33 D 50 D
^DJA 3476.9099 N 33 D
^DJC 133.41 50 D N
^DJI 10291.2598 N N
^DJT 3988 N 66 U
^DJU 375.99 N 50 U
^DWC 11258 N N
^FCHI 3814.3899 N N
^FTSE 5266.7998 N 16 U
^FVX 2.29 N 16 D
^GDAXI 5668.3501 N 66 U
^GSPC 1098.51 N 16 D
^HSI 22627.2109 N N
^IIX 225.38 33 U N
^IRX 0.06 66 D 50 D
^IXBK 1591.47 66 U 16 U
^IXF 1929.92 N N
^IXFN 3573.3101 N 100 D
^IXIC 2166.8999 N 66 U
^IXID 1672.91 N 16 U
^IXIS 3461.0801 N N
^IXK 1099.03 N 66 U
^IXTR 1882.5699 N 33 U
^IXUT 211.15 N N
^JKSE 2403.8799 16 D 33 U
^KLSE 1270.15 N N
^KS11 1594.8199 33 D 16 U
^MID 701.98 N N
^N225 9871.6797 N 66 D
^NBI 814.38 N N
^NDX 1782.95 N 100 U
^NY 5094.3301 N 16 U
^NYA 7155.3599 N 83 D
^NYI 5312.27 33 U N
^NYL 5277.29 N 33 D
^NYY 5192.0498 N 16 D
^NZ50 3161.54 N 16 U
^OEX 509.92 N 33 U
^OMXSPI 300.532 N N
^OSEAX 395.842 50 D 33 D
^PSE 832.35 83 D N
^QQV 20.63 N N
^RUA 639.87 N N
^RUI 601.23 N 16 U
^RUT 592.71 N 50 U
^SML 314.35 N 16 U
^SMSI 1231.9301 N 33 U
^SOXX 315.76 N 16 U
^SPSUPX 250.23 N 16 D
^SSMI 6374.7002 N 100 U
^STI 2740.4299 N N
^TNX 3.47 N 33 D
^TWII 7668.0601 N N
^TYX 4.41 N N
^VIX 23 N N
^VXN 23.06 N 33 U
^VXO 21.76 N N
^XMI 1136.5 N N
A 27.46 N 16 U
AA 13.43 N 16 D
AAPL 203.25 16 D 16 U
AARTIDRUG.NS 87.8 50 D 16 D
AARTIIND.NS 43.7 N 16 D
AARVEEDEN.NS 61 16 D N
ABB.NS 764.7 N N
ABBA.JK 58 100 D 33 D
ABC 24.27 N N
ABGSHIP.NS 194 50 D 83 D
ABIRLANUV.NS 839.4 N 33 D
ABK 0.8 66 U 16 U
ABSHEKIND.NS 14.7 33 U N
ABT 53.26 N N
ABX.TO 45.07 100 D N
ACAS 2.93 N N
ACE 52.26 N N
ACE.NS 34.6 33 D 16 U
ACS 54.86 N N
ADBE 35.92 16 U 16 D
ADHUNIK.NS 100.15 N 33 D
ADI 27.72 N N
ADM 32.16 N N
ADORWELD.NS 143.3 N 33 D
ADP 43.39 N N
ADSK 27.69 N N
ADSL.NS 248.25 66 U 100 U
ADVANIHOT.NS 52.45 N N
ADVANTA.NS 478.3 N 50 U
AEE 25.63 N 33 U
AEGISCHEM.NS 156.2 16 D N
AEM.TO 63.48 N 16 U
AEP 31.7 N N
AER.TO 9.84 N 16 D
AES 13.59 N 16 D
AET 29.87 N N
AET-UN.TO 20.85 N 16 D
AFL 44.94 83 D N
AFL.NS 48.7 N N
AFTEK.NS 16.85 N 50 D
AGG.AX 9.2 16 U N
AGI.TO 10.48 33 D 16 D
AGN 60.06 16 U N
AGRODUTCH.NS 13.55 16 U 16 D
AGU.TO 54.97 N N
AHAP.JK 90 N 16 U
AHMEDFORG.NS 59.65 33 U 33 D
AIAENG.NS 316.4 66 D 16 D
AICHAMP.NS 28.75 50 D 33 D
AIG 36.75 50 D 50 D
AIV 13.5 N 33 D
AIZ 32.07 16 D 16 D
AIZ.AX 1.02 N 16 U
AJANTPHAR.NS 91.55 16 U N
AKAM 23.88 N N
AKSHOPTFB.NS 23.55 50 U 16 U
ALA-UN.TO 18.27 N N
ALCHEM.NS 129.6 N N
ALFAA.MX 74.91 16 D N
ALFALAVAL.NS 1238.25 N N
ALKALI.NS 132.15 N 16 U
ALKYLAMIN.NS 66 33 U N
ALL 29.36 16 U N
ALLSEC.NS 35.3 N 16 U
ALMI.JK 630 N N
ALMONDZ.NS 46.05 N N
ALOKTEXT.NS 20.3 66 D 50 D
ALPA.NS 11.8 N 33 D
ALPHAGEO.NS 241.5 83 U 50 U
ALPSINDUS.NS 10.25 100 D 100 D
ALTR 20.88 16 D 66 D
ALUA.BA 3.29 33 D 16 D
AMARAJABA.NS 156.15 N 33 U
AMAT 13.25 N 16 U
AMBIKCO.NS 102.9 50 D N
AMD 5.32 16 D 16 D
AMFG.JK 1820 16 D 16 D
AMGN 54.78 N 83 U
AMP 39.14 N N
AMT 39.99 N 33 D
AMXL.MX 31.85 N 50 D
AMZN 129.91 83 D 16 U
AN 18.75 33 U N
ANANTRAJ.NS 138.35 50 D N
ANDHRABAN.NS 120.55 N 33 U
ANDHRSUGA.NS 120.2 N 50 U
ANF 37.59 16 U 33 D
ANGAUTO.NS 43.75 16 D 16 D
ANIKINDS.NS 54.8 N 16 D
ANKURDRUG.NS 199.85 N 66 U
ANTGRAPHI.NS 0.4 83 U N
AOC 40.16 N 16 D
APA 100.63 N N
APARINDS.NS 163.05 N N
APC 64.98 N 33 D
APD 82.8 N 16 U
APLI.JK 62 16 D N
APOL 54.7 16 U N
ARA.MX 8.97 66 U N
ARCZ6.SA 3.65 N 50 U
ARE.TO 12.86 N N
ARZ.TO 4.99 N N
ASDM.JK 205 N N
ASH 37.33 N N
ATI 33.37 16 D N
ATVI 11.38 83 U 66 U
AUTLANB.MX 30.21 16 D N
AUTO.JK 4925 33 D 33 D
AVB 72.46 N N
AVP 34.39 33 D N
AVY 39.28 16 D 16 D
AXP 40.05 50 D N
AXTELCPO.MX 10.1 N N
AYE 22.76 100 U 16 U
AZO 147.51 N N
BA 50.68 N N
BAC 16.43 N N
BACA.JK 98 N N
BAX 57.1 16 D 33 D
BBBY 37.86 N N
BBD-B.TO 4.59 N 16 D
BBDC4.SA 35.65 N 16 U
BBT 25.2 N N
BBY 42.25 N 16 U
BC 11.83 66 D 33 D
BCE.TO 27.09 N N
BCR 80.9 16 D N
BDK 62.39 N 16 U
BDX 72.82 N 16 U
BEI-UN.TO 38.09 N N
BEN 115.01 16 U 33 U
BHI 43.22 66 U N
BIDU 430.51 N 33 U
BIG 25.8 33 D N
BIIB 46.43 N 16 D
BIMBOA.MX 83.7 33 D 16 U
BIN.TO 14.3 N N
BIR.TO 7.86 16 D 16 D
BJS 19.71 16 U N
BK 27.52 N N
BKF 46.74 N 50 U
BLL 50.4 N N
BMA.BA 11.95 N N
BMC 38.07 N 16 U
BMO.TO 51.37 N N
BMS 28.56 N N
BMY 23.25 N N
BNI 97.65 N 50 D
BNP-UN.TO 21.97 50 D 16 D
BNS.TO 47.82 50 D N
BOLSAA.MX 16.35 N N
BOW.AX 1.52 50 D N
BPO.TO 11.5 N N
BRAP4.SA 37.79 N 16 U
BRCM 28.67 N N
BRKM5.SA 11.94 N 16 D
BSC 10.3978 N 33 U
BSX 8.38 33 D 66 D
BTE-UN.TO 26.95 33 U N
BTU 45.26 16 D 16 D
BVF.TO 14.31 33 D N
BXP 64.98 N N
C 4.16 66 D 33 U
CA 21.93 16 D 16 D
CAE.TO 8.75 N 16 D
CAG 21.98 N 50 U
CAH 30.56 N 16 D
CAM 41.16 N 16 D
CAR-UN.TO 13.6 50 D 16 U
CAT 60.06 N 16 U
CB 50.92 N N
CBE 42.57 N 33 D
CBG 11 16 U N
CBS 13.21 33 D 83 D
CCA.TO 31.67 N 50 D
CCE 20.27 16 D 16 U
CCL 31.6 N N
CCO.TO 31 N 50 D
CCU 38.8 N N
CDA.AX 0.96 16 U 50 U
CEG 32.28 N N
CELG 53.86 N 83 D
CEMEXCPO.MX 15.59 N 100 U
CEPH 59.93 16 D N
CERN 80.42 16 D N
CFP.TO 6.85 N 16 U
CHK 25.18 16 D 16 U
CHKP 32.27 83 U 83 U
CHRW 58.15 33 U 16 D
CI 30.9 66 D 16 D
CIEN 12.46 50 D 66 D
CINF 26.49 50 D N
CITGQ.PK 0.21 100 U 66 U
CIX.TO 19.46 33 D 33 D
CL 81.72 N 50 U
CLC-UN.TO 13.75 100 D 33 D
CLM.TO 5.23 N N
CLS.TO 9.59 N N
CLX 60.34 N 33 U
CM.TO 65.74 N N
CMA 28.68 N N
CMCSA 15.1 N N
CMD 16.13 16 U 33 U
CME 313.27 16 D 50 D
CMI 47.39 N 33 U
CMS 14.23 N N
CNP 12.82 N N
CNQ.TO 70.76 N N
CNR.TO 56.85 N 66 D
CNX 48.55 83 D 16 D
COF 39.64 N N
COH 35.99 N N
COL 52.6 N N
COM.TO 4.03 100 U N
COMPARTO.MX 60 N 33 U
COP 53.16 N 16 D
COST 60.4 N N
COS-UN.TO 30.44 N N
COV 44.24 N 50 D
CP.TO 51.31 16 D 16 D
CPB 33.03 N 16 D
CPG.TO 38.7 N 33 U
CPWR 7.63 N N
CR.TO 11.73 N N
CSC 54.6 N N
CSCO 23.92 N N
CSH-UN.TO 5.94 16 D N
CSX 48.22 N N
CTAS 29.04 N 16 U
CTC-A.TO 57.77 N 33 D
CTL 34.59 N 33 D
CTSH 44.18 N 33 U
CTXS 39.19 16 U N
CVG 11.67 16 U 33 U
CVH 23 16 D 16 U
CVS 30 33 U 16 U
CVX 78.51 N 16 D
D 36.66 N N
DD 34.11 50 U N
DDG 50.66 N 66 U
DDR 9.02 16 D 16 D
DDS 13.72 50 D 66 D
DE 48.01 N N
DELL 15.59 N N
DF 16.76 N N
DFS 15.4 N 16 U
DGX 58.14 N N
DHI 12.36 N 50 D
DHR 72.43 N N
DIS 29.29 N 16 U
DISH 20.69 N N
DOG 53.36 16 U 16 U
DOV 41.64 N N
DOW 26.71 N N
DRI 32.62 N N
DTE 39.51 33 U N
DTV 29.44 50 D 16 D
DUG 12.34 16 U N
DUK 16.14 N 50 U
DVN 68.9 16 U 16 U
DXD 30.63 N N
DYN 2.08 16 D N
EBAY 23.76 N N
ECH 51.7 N 50 U
ECL 46.24 N 16 U
ED 42.47 N N
EDS 9.2999 100 U 100 U
EEV 11.48 N 16 U
EFU 38.47 N 33 D
EFX 29.12 N N
EFZ 58.16 N 33 U
EIS 51.896 N 33 D
EIX 33.92 N 16 U
EK 4.29 66 D N
EL 46.53 16 D N
ELEKTRA.MX 547.49 N 16 U
ELET3.SA 27.8 N 16 D
ELET6.SA 24.7 16 D 16 D
ELPL6.SA 35.95 N 16 U
EMC 16.99 N 16 D
EMN 59.3 N 16 U
EMR 41.35 N 16 U
EOG 90.25 N 33 D
EP 10.12 50 D 33 U
EPP 42.94 N 66 U
EQR 31.42 N N
ERAR.BA 20.15 N 16 U
ERTS 18.45 N N
ESRX 85.9 16 D 16 D
ESV 46.38 N 33 D
ETFC 1.51 16 D N
ETN 65.02 N N
ETR 77.56 N N
EUM 39.69 16 U 16 U
EUO 17.16 16 U N
EWA 24.13 N 33 D
EWC 26.01 16 D N
EWD 25.46 N N
EWG 22.61 16 U 16 D
EWH 16.07 N N
EWI 20.69 N 16 U
EWJ 9.65 33 U 16 U
EWK 13.25 N N
EWL 22.39 N 50 U
EWM 10.99 N N
EWN 20.89 66 D 100 D
EWO 21.88 50 D 33 D
EWP 51.47 16 D N
EWQ 26.54 N 16 D
EWS 11.27 N 16 U
EWT 12.47 N N
EWU 16.54 N 33 U
EWV 51.92 33 D 33 D
EWW 47.43 16 D 16 U
EWY 45.75 N N
EWZ 76.04 N N
EXC 47 16 U 16 U
EXPD 32.92 N 66 U
EXPE 24.09 N 66 D
EZA 56.31 N 16 D
F 8.33 N 16 U
FAST 37.24 N N
FCX 82.94 50 U 33 U
FDO 29.68 N N
FDX 82.5 N N
FE 42.81 N N
FEMSAUBD.MX 58.2 N 16 U
FHN 12.42 16 U 16 U
FII 27.55 N 50 U
FIS 22.94 16 D N
FISV 48.51 N N
FITB 9.73 N 16 D
FLEX 7.18 N 16 D
FLIR 28.89 83 U N
FLR 44.72 16 U 50 D
FNM 1.02 N N
FO 41.6 66 D 16 D
FPL 51.27 16 D 16 D
FRAN.BA 8.55 N 16 U
FRE 1.18 16 U 16 U
FRX 28.89 N N
FSLR 119.85 66 U N
FTR 7.36 N N
FWLT 33.11 50 U N
FXP 7.56 N 66 D
GAPB.MX 36.86 50 D N
GAS 39.08 16 D 50 U
GCARSOA1.MX 41.41 N 16 D
GCI 11.23 N N
GD 66.97 N N
GE 15.83 N N
GENZ 52.87 16 U 16 U
GEOB.MX 35.6 N N
GFINBURO.MX 38.97 83 D N
GFNORTEO.MX 48.05 16 D 16 D
GGAL.BA 2.18 N N
GGBR4.SA 28.45 N N
GILD 47.14 N N
GIS 66.95 N 50 U
GLL 10.17 N 16 D
GLW 16.29 N N
GME 24.43 16 D 33 U
GMEXICOB.MX 29.55 N N
GMODELOC.MX 59.5 N 33 U
GNW 11.6 50 D 16 D
GOOG 570.56 N 50 U
GPC 36.93 50 D 83 D
GPS 22.7 N 66 D
GR 58.84 N N
GRMN 29.51 16 U 16 U
GS 179.85 N 83 U
GT 13.53 N N
GWW 98.82 16 D N
HAL 31.42 N N
HANS 34.79 16 U N
HAR 39.1 N 16 U
HAS 29.22 N 16 U
HBAN 3.86 N N
HCBK 13.46 N 16 D
HCP 29.23 N 16 U
HD 27.31 N 16 U
HES 57.4 N 16 U
HIG 25.68 N N
HNZ 42.13 N N
HOG 26.84 N 16 U
HOLX 15.75 16 D N
HOMEX.MX 76.92 N N
HON 38.73 N 33 U
HOT 33.82 16 U N
HPQ 50 N 33 U
HRB 19.54 N 50 U
HSIC 51.85 33 U 50 U
HSP 48.09 16 U 50 U
HST 10.65 N N
HSY 38.1 N N
HUM 41.71 16 D 16 D
IACI 19.72 N N
IBM 127.19 N N
ICA.MX 30.45 N N
ICE 108.13 N N
ICHB.MX 43.41 16 D 16 D
IFF 40.92 N N
IGT 20.59 N 66 U
ILMN 33.27 N N
INFY 49.68 N 16 U
INTC 19.84 N 33 U
INTU 30.05 N N
IP 24.97 N N
IPG 6.87 N N
IR 35.65 N N
ISRG 272.45 50 U N
ITSA4.SA 11.2 N N
ITT 52.9 N N
ITW 49.16 N N
JAVA 8.47 16 D 16 D
JBHT 33.29 16 D N
JBL 14.7 N N
JCI 27.53 N 16 U
JCP 29.87 100 U 16 U
JDSU 7.2 50 D 50 D
JEC 44.57 N 16 U
JNJ 60.87 N N
JNPR 25.35 16 D 16 U
JNS 14.01 N N
JNY 19.54 N 33 U
JOYG 57.16 16 U N
JPM 44.32 N 16 D
JWN 34.86 N N
K 52.74 16 D 16 U
KBH 15.66 16 D 16 D
KEY 5.76 N 16 U
KFT 26.82 N 16 D
KG 11.34 N N
KIM 12.8 N 50 D
KIMBERA.MX 55.49 N N
KLAC 33.64 16 D 83 D
KMB 64.01 N 100 U
KO 56.13 50 D 16 U
KR 23.62 N 33 D
KSS 54.59 83 U 16 U
LBTYA 23.54 N 33 D
LEG 19.83 16 D 50 D
LEN 15.12 50 D 50 D
LH 73.24 N N
LIFE 50.95 N N
LINTA 11.17 N N
LIZ 5.24 16 U 16 D
LLL 77.61 N 16 D
LLTC 27.29 N N
LLY 35.19 N N
LM 31.26 N 66 D
LMT 75.08 N 16 D
LNC 24.77 16 U N
LOGI 17.69 N N
LOW 21.3 N 33 D
LRCX 35.62 N 83 D
LSI 5.56 16 D 16 U
LTD 18.38 N 16 U
LUK 23.02 N 16 U
LUV 9.43 50 D 100 D
LXK 26.11 16 U 16 D
M 17.86 N N
MAR 27.19 N N
MAS 13.58 N N
MAT 20.38 N N
MBI 3.75 50 D N
MCD 62.83 N 33 D
MCHP 26.71 N 16 U
MCK 63.8 N 33 U
MCO 24.13 N 33 D
MDP 28.55 N 16 D
MDT 40.1 16 D N
MET 35.52 N 16 U
MEXCHEM.MX 24.22 N 16 D
MHP 30.3 N N
MHS 61.79 N N
MI 5.37 33 D 50 D
MICC 71.66 N 16 D
MIL 68.69 N 33 D
MKC 35.68 16 D 16 U
MMC 24.38 N 16 U
MMM 77.96 N N
MO 18.97 33 U 33 U
MOLX 19.88 N 50 D
MON 74.9 66 D N
MOT 8.77 16 U N
MRK 33.22 16 U N
MRO 34.96 N N
MRVL 15.54 N N
MS 33.75 N 16 U
MSFT 29.12 N 16 D