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Investing/Strategies / Mechanical Investing
|Subject: Re: Blending at a Whole New Level||Date: 8/8/2008 1:44 PM|
|Author: lsmr409||Number: 211825 of 249317|
I know you haven't finalized your approach yet, but I just had a few questions for you...
How many screens and stocks would you plan to hold at one time? Would you potentially be holding (for example) SomeMoSafe, NoMoSafe, and SomeMoC all at the same time, or would you eliminate screens with heavy overlap, and move further down the list? If you decide to use an all-history lookback, would you pick a fixed starting point for all screens (say 12/1988)?
Is there a place to find the GTR1 'recipes' for the NoMo and SomeMo screens? I'd love to take a look at those.....
Thanks very much and regards,
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