KBGlenn’s Activity

Wed Mar 25

NL

Boards Post

KBGlenn replied to the Berkshire Hathaway board. 4:44 PM

Re: Question of the day

Health benefits aside, anyone who says they don't like Mac & Cheese (KD...who woulda known?) is A) lying or B) has been brainwashed into thinking they don't like it and probably eats too many 100% organic berries and too much tofu. :-)

Sun Mar 8

NL

Boards Post

KBGlenn replied to the Mechanical Investing board. 4:17 PM

Re: O'Shaughnessy's TV last 5 years

I think there is a difference between market inefficiencies getting squashed and ways to leverage whatever an asset has in it to give. Wouldn't it be very hard (impossible) to ever "arbitrage" away value or momentum? Two sides of the same [more]

Wed Feb 11

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Boards Post

KBGlenn replied to the Mechanical Investing board. 8:48 PM

Re: MI blog on seeking alpha

One can just say they are a quant using proprietary methods (which is just whatever screens you use) and then you will sound super sophisticated to all your friends and family...but then your bubble will be busted when they reply qwah what? :-)

Mon Jan 19

NL

Boards Post

KBGlenn replied to the Mechanical Investing board. 11:57 AM

Re: Stop Loss?

With regard to backtesting, I would say my most frequent mistake is goofing up on the exit conditions. It is very easy to slip up here if you aren't careful. As a general backtesting rule, I always test something I think promising using next day open [more]

Sun Jan 18

NL

Boards Post

KBGlenn replied to the Mechanical Investing board. 10:06 PM

Re: Stop Loss?

Geez...the thing that bothers me about this thread is how loose folks are with backtesting results. Backtests characterize history. That's it. We hope the future resembles the past.

What we know for sure is the [more]

Fri Jan 16

NL

Boards Post

KBGlenn replied to the Mechanical Investing board. 8:09 PM

Re: Stop Loss?

Pretty much every study I've ever read, and every backtest I've ever ran = don't do stop losses. If you look at the data what you will find is that over large sample sizes, generally, a loser is a loser. What most people don't pay as much attention [more]

Tue Dec 30

NL

Boards Post

KBGlenn replied to the Mechanical Investing board. 11:07 PM

Re: folio versus ib

I use both and I like both but I think they cater to two entirely different types of investor. Honestly if I were just trading stocks and all I wanted to do was buy and sell stock I would definitely go folio. It is much easier, more convenient and [more]

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Boards Stats & Trivia

Big red star, 1000 posts Old School Fool
Board Posts 1804
Recs Received 7936
People who have rec'd these posts 1532
Recs to Posts Ratio (last 30 days) N/A
Threads Started 240
Threads Started Percentage 13.30 %
Most Frequent Board Mechanical Investing
Very First Post Re: Workshop Rankings (4/3/1999)
Percentage of Posts Rec'd 57.54 %
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