DoesMIWork’s Activity

Mon Mar 16

NL

Boards Post

DoesMIWork replied to the Mechanical Investing board. 6:58 PM

Re: Recent BCC Signals

Current Fiscal Year

DoesMIWork

Sun Mar 15

NL

Boards Post

DoesMIWork replied to the Mechanical Investing board. 10:31 PM

Re: Recent BCC Signals

MI,

I've been a skeptic about market timing, but there's one from P123 that I pay attention to- the only one that I understand- one based on estimates- what's expected.

If (5 week EMA of S&P earnings estimate for Current year) [more]

Wed Mar 11

Recommendation

DoesMIWork recommended musselmant's post on the Mechanical Investing board. 9:14 PM

Re: Antonacci's Optimal Momentum in GTR1
NL

Boards Post

DoesMIWork replied to the Mechanical Investing board. 7:09 AM

Re: Learned Something

Mark,

My co-worker used to call trading losses "tuition" for learning how to be a better trader.

DoesMIWork

Sat Mar 7

NL

Boards Post

DoesMIWork replied to the Mechanical Investing board. 11:39 PM

Re: O'Shaughnessy's TV last 5 years

Greenblatt's magic formula is not public either because he is lying to sell books or he's afraid of arbitrage. There's a guy who posts his market beating results here occasionally, but never fully reveals everything!

"Why exactly do you [more]

NL

Boards Post

DoesMIWork replied to the Mechanical Investing board. 4:02 PM

Re: O'Shaughnessy's TV last 5 years

Arbitraged away...

Greenblatt's formula is not public...why???

DoesMIWork

NL

Boards Post

DoesMIWork replied to the Mechanical Investing board. 10:11 AM

Re: O'Shaughnessy's TV last 5 years

"there is widespread fear from most that if they reveal their methods and/or results it will all come to a screeching halt"

To assume that any method won't get arbitraged away if it is public is really wishful thinking. I always [more]

Fri Mar 6

NL

Boards Post

DoesMIWork replied to the Mechanical Investing board. 12:25 PM

Re: O'Shaughnessy's TV last 5 years

"I don't think the factors will be arbitraged away."

I have yet to come across an author who said that their technique can be arbitraged away- O'Shaughnessey, Magic Formula, Dual Momentum...

For any system, you should [more]

Wed Mar 4

NL

Boards Post

DoesMIWork replied to the Mechanical Investing board. 2:47 PM

Re: Delving into a 49% screen

"They're also dimensionless!"

Heink,

Are you a Chemical Engineer?

DoesMIWork

Tue Mar 3

NL

Boards Post

DoesMIWork replied to the Mechanical Investing board. 2:51 PM

Re: Delving into a 49% screen

As of last month or so, Foliofn no longer lumps the "buys" together and offsets them with "sells" anymore. All buys are now lumped together and bought at the market and all sells are now lumped together and sent to the market. [more]

NL

Boards Post

DoesMIWork replied to the Mechanical Investing board. 7:17 AM

Re: Delving into a 49% screen

"should we be paying Portfolio123 for this quality control service, or should they be paying whoever provides it? "

Portfolio123 gets their data from "Compustat Snapshot - Standard & Poors - CapitalIQ - Interactive Data - [more]

Mon Mar 2

NL

Boards Post

DoesMIWork replied to the Mechanical Investing board. 9:48 PM

Re: Delving into a 49% screen

Robbie,

You do so much work for GTR1 and for everyone here; I'd hate for you to do even more work by comparing data with Portfolio123. Portfolio123 would suspend my account for life if I shared my account. However, I would be the first one [more]

NL

Boards Post

DoesMIWork replied to the Mechanical Investing board. 7:20 PM

Re: Delving into a 49% screen

You gotta love it when heavyweights like Rayvt and Robbie/DrBob2 line up on opposite sides of the fence!

There are other ways to look at the problem, in addition to varying the price, you can vary other parameters. Since I am a deep screen [more]

Fri Feb 27

Recommendation

DoesMIWork recommended FLARAM's post on the Mechanical Investing board. 6:41 PM

Re: 17.5 Yr SIP Factor histograms
NL

Boards Post

DoesMIWork replied to the Mechanical Investing board. 3:03 PM

Re: Equal weighting VS Mcap weighting

"big advantage over the Big Boys here"

If I was one of them, RSP would be my largest holding- a closet EWer. I'd outperform 80% of all my peers.

Whoever creates a leveraged RSP would make a killing, no?

DoesMIWork

NL

Boards Post

DoesMIWork replied to the Mechanical Investing board. 12:56 PM

Re: Equal weighting VS Mcap weighting

Bryan,

You must be a real fan of IBD, with their 15% of high stuff and WER!

DoesMIWork

Recommendation

DoesMIWork recommended ilmostro's post on the Mechanical Investing board. 12:45 PM

Re: Equal weighting VS Mcap weighting

Thu Feb 26

NL

Boards Post

DoesMIWork replied to the Mechanical Investing board. 7:47 PM

Re: Equal weighting VS Mcap weighting

RSP for President!!!

Anyone into looking into other smart-beta strategies???

DoesMIWork

Wed Feb 25

NL

Boards Post

DoesMIWork replied to the Mechanical Investing board. 12:51 PM

Re: VFINX VS Equal weighted S&P 500

"A small individual investor can't run his own EW portfolio of the S&P500 stocks, he can only do it via a mutual fund."

They can approximate it. Just buy 100 randomly selected SP500 stocks through foliofn. 100 out 500 is a fair [more]

Tue Feb 24

NL

Boards Post

DoesMIWork replied to the Mechanical Investing board. 9:46 PM

Re: VFINX VS Equal weighted S&P 500

Baltassar,

I would expect that the VADDX based rotation would perform better than a VFINX based, but I was wrong.

Here's {VFINX}{VEIEX}{VBMFX}

[more]

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Very First Post Re: SI Pro Screens: Post Discovery Performance I (8/30/2010)
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