gritton

James Gritton

gritton’s Activity

Mon Aug 4

NL

Boards Post

gritton replied to the Mechanical Investing board. 11:42 PM

Re: Various Gritton Backtest Questions

For calculating the Sharpe ratio myself over the desired period, what is the source of the 1-year bond?

It's actually the 90-day T-Bills, data from Yahoo's ^IRX. OF course if you're calculating it yourself, you're free to use 1-year [more]

Mon Jul 28

NL

Boards Post

gritton replied to the Mechanical Investing board. 1:08 PM

Re: Poll: followup to the retirement poll

Wow. Bunch of old people

When I started here, I used to belong to the "under 40" group. Of course, I used to belong to a long of younger groups back in the day...

- Jamie

Fri Jul 25

NL

Boards Post

gritton replied to the Mechanical Investing board. 12:47 PM

Re: Poll: Size of porfolio sans inheirtance

If I could, I would have answered both "it's all me" and "100% lucky." C'est la vie.

- Jamie

Fri Jul 4

NL

Boards Post

gritton replied to the Mechanical Investing board. 5:17 PM

Re: most technical/timing indicators destroyed

Relevant: http://xkcd.com/882/

- Jamie

Mon Jun 30

NL

Boards Post

gritton replied to the Mechanical Investing board. 1:02 PM

Re: Recommended newsletters

At least with the newsletters the performance is all out of sample.

Yeah, that's been a problem. There was an effort a while back to put discovery dates on the screens, but it was pretty spotty. It would be nice to have an (easily [more]

Sun Jun 29

NL

Boards Post

gritton replied to the Mechanical Investing board. 1:33 PM

Re: Recommended newsletters

Q: Why is *this* one a good one?
A: It has survived so far.


Ummm how is this any different from stock screen selection?

Very different. The bad stock screens we have here have mostly "survived". [more]

Thu Jun 12

NL

Boards Post

gritton replied to the Mechanical Investing board. 12:55 PM

Re: Why do fundamentalists hate technicians.

Backtest TA methods and half of it is too vaguely defined to be testable at all, 40% fails the tests, and 10% works.
Let's be generous and say 20%, giving it a 4 our of 5 stars on the mumbo jumbo scale.

It's true that something that
[more]

Tue Jun 10

NL

Boards Post

gritton replied to the Mechanical Investing board. 11:32 AM

Re: Start date using M/I

backtest.org's behavior isn't related to Value Line's strange 1-year TR behavior, but is instead tied to a calendar weirdness of its very own. Well, not quite its own but an attempt to recreate the schedule that the [more]

CAPS Stats & Trivia

CAPS Player Rating < 20
Player Rank 0 out of 75032
Score 0.00
Score Change Today +0.32
Accuracy 0.00%
Active Picks 0
Total Picks 21
Best Pick FDG.DL (+56.04)
Worst Pick JSDA (-35.18)
Average Score per Pick 5.31
Charms Earned 0
Highest Rated Favorite No Favorites Selected
Go to gritton’s CAPS page

Boards Stats & Trivia

Big red star, 1000 posts Top Favorite Fools Feste Award Winner! Old School Fool
Board Posts 3959
Recs Received 20797
People who have rec'd these posts 1503
Recs to Posts Ratio (last 30 days) N/A
Threads Started 607
Threads Started Percentage 15.33 %
Most Frequent Board Mechanical Investing
Very First Post Am I too late? (6/14/1999)
Percentage of Posts Rec'd 53.25 %
Show gritton’s 10 Latest Posts