FLARAM’s Activity

Wed Jul 16

NL

Boards Post

FLARAM replied to the Mechanical Investing board. 9:39 PM

Re: SIP screens 8 yrs bill2m tracking

musselmant,

The 27 and 28 came from the bill2m's spreadsheet and are the 27th week of '06 and the 28th week of '14 respectively.
I should have stripped these out.

The results are not CAGR, the values are screen portfolio [more]

NL

Boards Post

FLARAM replied to the Mechanical Investing board. 5:33 PM

Re: High Price Requirement vs Timing

When I clicked on the above GTR1 filled out a form without objection. But when I then clicked on the form's "Run Backtest" button, the following error message was displayed under the heading "Backtest Engine [more]

NL

Boards Post

FLARAM posted to the Mechanical Investing board. 3:14 PM

SIP screens 8 yrs bill2m tracking

For those SIP screens that now have 8 years or more post discovery that
Bill2m has been tracking I thought I would see how they are doing. For
simplicity I chose to only include the hold 10 data.

27 28
screen 7-Jul-06 [more]

NL

Boards Post

FLARAM replied to the Mechanical Investing board. 11:34 AM

Re: High Price Requirement vs Timing

It would be particularly interesting to see GTR1 code for the "Advanced" screen.

From Lohill's GTR1 helper. Advanced Screen:

[more]

Fri Jul 11

NL

Boards Post

FLARAM replied to the Mechanical Investing board. 1:53 PM

Re: component history of ndx

Easy enough to find the current components then.
Wikipedia's NASDAQ-100 page will get you back to 2008 as they list the changes year by year.
Then the NASDAQ's own site lists the changes back to 1995 at:
[more]

Tue Jul 8

NL

Boards Post

FLARAM replied to the Mechanical Investing board. 10:25 PM

Re: O'Shaugnessy podcast interview 8/30 on bloom

An O'Shaugnessy podcast on bloomberg.com where he describes his Trending Value was posted here.

[more]

Tue Jun 17

NL

Boards Post

FLARAM replied to the Mechanical Investing board. 8:16 PM

Re: 2 Zacks screens

For my old confused mind could someone explain:

Create [PEInd]: [Top 50% Cut-Off by [PE], grouped by [IndGroup], at step5]
Create [pPEInd]: [% Rank by [PE] (Asc), grouped by [IndGroup], at step5]

Thanks in advance
RAM

Tue Jun 3

NL

Boards Post

FLARAM replied to the Mechanical Investing board. 10:53 PM

Re: YldEarnYear in Zacks

Color me impressed.

If you are impressed with that you might want to try sp500.a =1 and rank.z = 0!1!2!3!4.
As YeidEarnYear formula is a significantly stronger predicter of profit than Zacks why
not only eliminate Zacks rank [more]

NL

Boards Post

FLARAM replied to the Mechanical Investing board. 7:06 PM

Re: YldEarnYear in Zacks

Syvash:
I think his gives an equal importance in momentum 52wk as yield/PE.
Yours momentum has a secondary importance to yield/PE.


Correct, tpoto said he was doing a YldEarnYear screen in Zacks. I was simply trying [more]

NL

Boards Post

FLARAM replied to the Mechanical Investing board. 4:03 PM

Re: YldEarnYear in Zacks

If you have a subscription to Zacks try YEY with rank.z = 0!1!2!3 which only excludes stocks that
Zacks predicts underperformance.

[more]

Thu May 29

NL

Boards Post

FLARAM replied to the Mechanical Investing board. 10:20 AM

Re: Outside the US Stock market data

You could get a few of the larger caps that have US ADR's from the Stock Investor Pro data. Not
free but only $250 for a subscription which gives you data back to 2003 with all the point in time
fundamentals.

Has historically had [more]

Fri May 23

NL

Boards Post

FLARAM replied to the Mechanical Investing board. 5:13 PM

Re: Descripancy in GTR1 SIPRO stock picks?

GTR1 updates many fields based on daily price data, the selections will often be different only one day
apart. I believe you should expect the closest match only if you run the GTR1 screen Sunday or
Monday. For example 3pt_RV starts out with [more]

Tue May 20

NL

Boards Post

FLARAM replied to the Mechanical Investing board. 12:29 AM

Re: OT:^NDX Historical data

Interesting my ping worked this time and I got 98.139.199.204 with a physical location in Lockport,
New York. When downloading software I have noticed that some mirror sites don't always have the
latest updates. But I wouldn't expect this [more]

Mon May 19

NL

Boards Post

FLARAM replied to the Mechanical Investing board. 11:45 PM

Re: OT:^NDX Historical data

It would be helpful, if anyone else on the east coast is having the same problems, before I try and
contact Yahoo.


I'm in Florida with same problem. IE, Chrome, Firefox, AmiQuote, Excel and my Python script all give
Yahoo ^NDX [more]

NL

Boards Post

FLARAM replied to the Mechanical Investing board. 9:02 AM

Re: OT:^NDX Historical data

Yahoo's ^NDX historical now only back to 2007. Verified on IE and Chrome.

However Google Finance has NDX back to 3/26/99.

RAM

Sat May 17

NL

Boards Post

FLARAM replied to the Mechanical Investing board. 8:53 AM

Re: SI Pro Backtests

What a difference in Pre Discovery Result for Silver_Parachute screen.

Sort of upside down! Post discovery better than pre discovery!

However if the economic environment was unchanged and the market operated consistently [more]

Fri May 16

NL

Boards Post

FLARAM replied to the Mechanical Investing board. 7:52 PM

Re: SI Pro Backtests

Fantastic accomplishment! Thanks for the tremendous effort you have put into this.

Minor problem, I believe your columns should be labeled:
CAGR TR GSD(20) DD(20) MDD UI(20) Sharpe(20) Beta(20) TI(20) AT

and note that the [more]

Wed May 14

NL

Boards Post

FLARAM replied to the Mechanical Investing board. 11:11 AM

Re: MI vs. humans

Oops! My mistake, it is the same article in a different publication.

RAM

NL

Boards Post

FLARAM replied to the Mechanical Investing board. 11:03 AM

Re: MI vs. humans

April AAII Journal had a nice article on the same subject.
The Case for Systematic Decision-Making by Wesley R Gray Ph.D.

The urge to use our judgment throughout the investing process is strong. I argue that, while investors need [more]

Wed May 7

NL

Boards Post

FLARAM replied to the Mechanical Investing board. 10:59 PM

Re: Forward PE screen

Only reference I know is rgearyiii post
http://boards.fool.com/backtester-update-25881130.aspx


Security Type Description Code # Active on 20061228 SIPro [more]

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