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The 10 Most Recent Messages By gritton

Take me back to where I was.
  • Date: 2/20/15 10:46 AM
  • Number: 255013
  • Recommendations: 3
One good thing about all this, though. People are gonna had a tough time propounding about "global warming" with a straight face.

Apparently you haven't been in Utah lately - highs in the 60s much of this
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  • Date: 1/22/15 10:48 AM
  • Number: 254602
  • Recommendations: 9
The summary of RSP says, "seeks to replicate ... the daily performance of the S&P 500® Equal Weight Index Total Return."

That bolded part means there is a daily reset. The daily reset is what absolutely KILLS

(Continued...)
  • Date: 1/19/15 12:33 PM
  • Number: 254551
  • Recommendations: 11
As for my other buy and hold stocks I always take my original money off the table when I hit 100% gain and then tend to hold onto the remaining half of shares forever. You got your initial money off the table and now are only playing with
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  • Date: 1/19/15 12:04 PM
  • Number: 254548
  • Recommendations: 10
I would love to hear others ideas, about who succeeds, and who fails.

Those who can afford to lose, win. It's one of those "life's not fair" things, but you need to be able to handle the drawdowns.

- Jamie
  • Date: 1/19/15 12:01 PM
  • Number: 254547
  • Recommendations: 4
http://www.mechanicalinvestor.net/
...
totally hijacked and now looks like a (long) spam email


It's times like these when I wish I believed in special places in Hell. Well the
(Continued...)
  • Date: 1/17/15 2:25 PM
  • Number: 254513
  • Recommendations: 8
Another tiresome rehash of the stop loss discussion, complete with snark grenades and berating repeats of opinions set in stone.

OK, I'll agree that the snark isn't helpful. But I'm generally good with rehash - we aren't
(Continued...)
  • Date: 11/24/14 10:28 AM
  • Number: 253811
  • Recommendations: 1
is vxx options indeed 1256 contracts?

That's not easy to answer, as there's no definitive word on it. There's no tax court ruling I know, and the IRS hasn't given an guidance about those or even the more popular SPY options. The
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  • Date: 9/23/14 1:06 PM
  • Number: 253177
  • Recommendations: 7
What would be the process for backtesting a trailing stop?

You're never going to get it perfectly. You need to have the full daily "tape" for the stocks you're backtesting, to see what happens to the price after the stop is
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  • Date: 9/1/14 4:27 PM
  • Number: 252778
  • Recommendations: 2
IIRC the Gritton backtester (not the same as GTR1) has only the standard 1700 stock edition as its universe. So you don't have to do anything explicitly to limit yourself to that universe.

Quite so. If you limit yourself to
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  • Date: 8/4/14 11:42 PM
  • Number: 252271
  • Recommendations: 7
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
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Total = 10

Take me back to where I was.
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