TMT33’s Activity

Wed May 4

NL

Boards Post

TMT33 replied to the Mechanical Investing board. 4:25 PM

Re: Mungofitch, willyou please update?

I calculated the end of April value at .645

Wed Apr 6

NL

Boards Post

TMT33 replied to the Mechanical Investing board. 9:04 AM

Re: Superior Six

I believe this thread explains it http://boards.fool.com/for-the-lazy-man-28055010.aspx?sort=w...

Tue Mar 29

NL

Boards Post

TMT33 replied to the Spreadsheet Advice board. 6:55 PM

Re: Geomean

Well I finally figured out a way to do this using an if statement for bullish or bearish and keeping the returns in a single column

=(EXP(AVERAGE(IF(H10:H7627=1,LN(I10:I7627)))))^252-1

NL

Boards Post

TMT33 posted to the Spreadsheet Advice board. 5:40 PM

Geomean

I have used the geomean function for many years to compute the CAGR for a column of daily returns. Recently I have discovered a problem when trying to do this in Excel 2016 due to a limitation in the number of values that Excel can calculate (I have [more]

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Three stars, 500 posts Old School Fool
Board Posts 537
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Very First Post Foolish Workshop (8/25/1998)
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