STOCKS

SHORT

ABC AmerisourceBergen Corp

DUK Duke Energy Corp

STOCKS

SHORTS

FO Fortune Brands Inc
NKE NIKE Inc B
NYT New York Times Co A
DTV DIRECTV Class A
M Macy's Inc

SYMC Symantec Corp
APH Amphenol Corp A
LXK Lexmark International Inc

DOV Dover Corp
JEC Jacobs Engineering Group Inc
PWR Quanta Services Inc

AUTOMATED STOCK TRADING PROGRAM SP500

We have created a computer program which is a variation of one of the trading models that we use to trade the SP500 futures. We run the program each morning on all the individual stocks comprising the SP500. We hope to eventually create a fully automated trading program with it. The study began in October 2008 and is ongoing. We will post our daily and historical results here.

AUTOMATED INSTITUTIONAL STOCK TRADING PROGRAM FOR SP500