FLARAM’s Activity

Yesterday

NL

Boards Post

FLARAM replied to the Mechanical Investing board. 9:49 AM

Re: GTR1: RS1M-hold3m in a small 401K universe I

Sorry trp(5,63) as in the url and chart is correct. I don't know how I mistyped (15,21). The 5
day delay is to minimize the effects of short term mean reversion.

RAM

NL

Boards Post

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

Re: GTR1: RS1M-hold3m in a small 401K universe I

Simular to ILWS's comments I also had the same observation that 3 month lookback is better than 1.

I like your final version using the BearCatchers. However using any momentum filter 3 months is often
better than 1 month and it is [more]

Sat Aug 23

NL

Boards Post

FLARAM replied to the Mechanical Investing board. 4:47 PM

Re: Greenblatt majic formula

See Mungo's Simple Magic from 5/2/2012
http://boards.fool.com/an-answer-to-magic-formula-mystery-30...

Brought up to present on [more]

Thu Aug 7

NL

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FLARAM replied to the Mechanical Investing board. 1:13 PM

Re: Have the definition of earnings changed

CAPE Relitive historical CAPE in use

Barclays Shiller CAPE ETN

The CAPE ratio is calculated by dividing the price of a share by its inflation adjusted average earnings for the past 10 years, thus offsetting the earnings [more]

Tue Jul 29

NL

Boards Post

FLARAM replied to the Mechanical Investing board. 2:16 PM

Re: Poll: followup to the retirement poll

Isn't it interesting that MI, a strategy heavy on technology/Computer usage, is mostly embraced by
such a mature set of people?


In my case this was by design. For most of my carrier I felt the best investment I could make was [more]

Thu Jul 24

NL

Boards Post

FLARAM replied to the Mechanical Investing board. 3:23 PM

Re: Poll: Size of porfolio sans inheirtance

MI is not as easy as it looks first glance. It takes a considerable effort to discern what screen
characteristics are important and not giving up on the first downturn. I would be surprised to
find many pure luck individuals frequenting this [more]

Wed Jul 23

NL

Boards Post

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

Re: Fundimental Trading Thesis

Oops! I didn't post the link:
http://is.muni.cz/th/322907/esf_m/Pohorsky_DP_Final.pdf

NL

Boards Post

FLARAM posted to the Mechanical Investing board. 2:32 PM

Fundimental Trading Thesis

An interesting 125 page study of Fundimental trading using Portfolio123 and Bloomburg.

Fundimental Trading Systems: A Economics Master Thesis by Josef Pohorský at Masaryk University
(second largest University in Czech [more]

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]

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