MainiacJoe’s Activity

Fri Feb 27


Boards Post

MainiacJoe replied to the Mechanical Investing board. 11:39 AM

Re: Calculating Diversification

2b. Method 2: Calculate the individual volatilities (st. dev. of log returns) for each stock. Calculate the returns of the N-stock portfolio over the same period/granularity. Take the ratio of the N-stock portfolio volatility over the average [more]

Sat Feb 21


Boards Post

MainiacJoe replied to the Mechanical Investing board. 9:21 AM

Re: A Possible Metric for Bear Catchers

It requires daily trading, right? Not interested, then. Friction can eat you alive.

No, this is Jim's "no new 99-day high in the past 99 days," with a handful of trades per year. So each datum is one day, but they come [more]

Fri Feb 20


Boards Post

MainiacJoe posted to the Mechanical Investing board. 6:36 PM

A Possible Metric for Bear Catchers

Hello again, I've not posted here for a while but never stopped lurking.

I recently thought of a way to measure the effectiveness of bear catchers. Create a histogram of daily returns from an index, say the S&P, and then find the [more]

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Boards Stats & Trivia

Big red star, 1000 posts Old School Fool
Board Posts 2618
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Most Frequent Board Mechanical Investing
Very First Post Meade & Terabeam: How long, then what? (3/21/2000)
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