BarryDTO’s Activity

Tue May 19

NL

Boards Post

BarryDTO replied to the Mechanical Investing board. 2:15 PM

Re: GTR1 question on pcntl function

step4: pcntla(adv(1,63),1,step1) >= 50
My understanding is that this step will sort the market capitalization ...


The "Command Translation" section (a very useful thing) of this backtest for this step shows ... [more]

Wed May 13

NL

Boards Post

BarryDTO replied to the Mechanical Investing board. 7:08 PM

Re: GTR1 question on pcntl function

On using CPI-adjusted fixed dollar volume thresholds, Jim said:

...don't ever use that for liquidity tests. ... It used to be expensive to trade stocks. ... adding an inflation adjustment likely makes it worse in terms of real world [more]

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BarryDTO replied to the Mechanical Investing board. 4:25 PM

Re: GTR1 question on pcntl function

Surprised you didn't know this, but in GTR1 you can do inflation adjusted cut-of

Yeah, I'm aware of that feature and actually use it when looking at the "flat dollar volume" version of a screen. I was just mimicking what [more]

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BarryDTO replied to the Mechanical Investing board. 1:49 PM

Re: GTR1 question on pcntl function

So I'm a little confused. It seems there are two formulations for YldEarnYear_SI and wondered if it is worth agreeing which is the more official version.

A few random thoughts ... "Official" versions of screens don't [more]

Tue Mar 3

NL

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BarryDTO replied to the Mechanical Investing board. 2:37 PM

Re: Delving into a 49% screen

Do the two "low-price" features of the original screen add value?

A quick correction on my earlier post, related to the "HRV-Lite" comments at the end. I accidentally left in the division by aprc in the last set [more]

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BarryDTO replied to the Mechanical Investing board. 1:20 PM

Re: Delving into a 49% screen

A different perspective on this "low-price" screen ...

-- Focusing on no-friction CAGR doesn't seem helpful to me. It makes more sense to me if we include risk measures and friction in the discussion. Naturally, there's no real [more]

Fri Feb 27

NL

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BarryDTO replied to the Mechanical Investing board. 8:54 PM

Re: Calculating Diversification

Method 2 - the ratio you are calculating is a risk adjusted return ...

It doesn't (and wasn't intended to) have any return in the calculation. It's just a ratio of two numbers related to some volatilities.

Also the math is [more]

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BarryDTO replied to the Mechanical Investing board. 10:58 AM

Re: Calculating Diversification

How do you calculate diversification?

I'm aure there are different ways to ask this question that have different meanings and might lead to different suggested approaches (e.g., how will this calculation be used - to adjust [more]

Wed Feb 25

NL

Boards Post

BarryDTO replied to the Major League Baseball board. 12:10 AM

Re: Clubhouse Confidential, Feb 24th!!!

Q: after the SF Giants, who was last NL team to win 3 World Series titles in 5 years???

During and after the World Series, I heard mentioned several times that the Cardinals in 42-46 were the last NL team to win 3 in 5 years.

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