rgearyiii

Robert Arthur Geary III

rgearyiii’s Activity

Mon Jan 25

NL

Boards Post

rgearyiii replied to the Mechanical Investing board. 11:09 PM

Re: gtr for industry median?

TGMark:
The version that's in GTR1 helper is probably more accurate, and also extends the backtest using CPiT data.
But the simpler one is a little easier to read and understand.


Besides "always use default lag [more]

Thu Dec 24

NL

Boards Post

rgearyiii replied to the Mechanical Investing board. 2:14 AM

Re: CashCowROE variant

TGMark:
Robbie's risk metric 14.58... RRM would work for me.

Until I've defined more than one risk metric.

But why not just keep calling it Geometric DDD3 (GDDD3), which describes exactly what it is?

Jim has [more]

Tue Dec 22

NL

Boards Post

rgearyiii replied to the Mechanical Investing board. 5:59 AM

Re: What is one to do?

Rayvt:
Really? This screen would have tripled in 1999? Twelve times better than the S&P?

Have you ever heard of an index called the NASDAQ 100? It more than doubled in 1999. If 100 stocks doubled, then surely a significant [more]

Fri Dec 18

NL

Boards Post

rgearyiii replied to the Mechanical Investing board. 8:53 AM

Re: screening in GTR1 with a blend

Rayvt:
Let's get real here. This doesn't come close to passing the smell test.

Not surprising--one of the screens in the blend is called "VG-Horse".

Though another one is called [more]

Thu Dec 17

NL

Boards Post

rgearyiii replied to the Mechanical Investing board. 4:22 AM

Re: GTR1 Questions

I'm happy to see that people were able to arrive at answers to questions about how the backtester works by simply playing with it, which makes me feel less negligent about abandoning the documentation years ago. To a large extent, the combination of [more]

NL

Boards Post

rgearyiii replied to the Mechanical Investing board. 12:59 AM

Re: A somewhat shinier backtester

This is a wonderful development.

I can now leave gtr1.backtest.org/2013 operational while I upload data to a separate folder on the SSD. When that is done, I can then sync the uploaded data with [more]

Thu Dec 10

NL

Boards Post

rgearyiii posted to the Mechanical Investing board. 6:40 AM

GTR1 Uptime Improvements

As some of you have noticed, I sometimes forget to remove the GTR1 backtester from "maintenance mode" (meaning the CGI scripts run without calling the backtest engine) after a nightly data update, which I may not discover until the next [more]

Thu Nov 5

NL

Boards Post

rgearyiii posted to the Mechanical Investing board. 9:21 AM

GTR1 and Downside Deviation

For many years I have planned on adding the ability to create custom-designed backtest performance metrics that users could build out of GTR1 field functions, encode as URLs and apply to any backtest by specifying the performance metrics URL in the [more]

Wed Nov 4

NL

Boards Post

rgearyiii posted to the Mechanical Investing board. 11:07 PM

Web Scraping Help Needed

Until recently, I've been running a Perl script (see below) under backtest.org's FreeBSD system to grab BATS quotes on all stocks right before the market closes. A few weeks ago the script broke due to some changes [more]

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Three stars, 500 posts Old School Fool
Board Posts 580
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People who have rec'd these posts 1066
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Threads Started 234
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Very First Post "year and one day" (5/11/2000)
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