Skip to main content
No. of Recommendations: 1
I'm curious if it's possible to use this approach on screens rather than ETFs. My gtr1 backtester skills are not at a point where I can make that work.

My gtr1 backtester skills aren’t up to that point either. I programmed GPM up in Excel and rgearyiii
was kind enough to come up with the unique weighting and correlation functions that made it work.
So the screen code is 95% Robbie and 5% mine. I did change both the standard weighting and
momentum functions after I analyzed results and noticed they were not linear factors.

RAM
Print the post  

Announcements

What was Your Dumbest Investment?
Share it with us -- and learn from others' stories of flubs.
When Life Gives You Lemons
We all have had hardships and made poor decisions. The important thing is how we respond and grow. Read the story of a Fool who started from nothing, and looks to gain everything.
Contact Us
Contact Customer Service and other Fool departments here.
Work for Fools?
Winner of the Washingtonian great places to work, and Glassdoor #1 Company to Work For 2015! Have access to all of TMF's online and email products for FREE, and be paid for your contributions to TMF! Click the link and start your Fool career.