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An Algorithm that uses Correlations Once You have Found Them
All,
There has been a lot of discussion about finding correlations in the forum recently. Here ...
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Jrinne
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2 |
165 |
Sep 11, 2022 11:46:51 AM
by
Jrinne
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Is there any method to ensure that the stocks that make up a portfolio are not too highly correlated?
I understand that this can be partially achieved by spreading across different sectors, but is ...
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Whycliffes
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4 |
176 |
Sep 9, 2022 9:17:21 AM
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yuvaltaylor
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Expected Annualized Return
What is your expected annualized return from your model/simulation/back testing, say 5 years ...
Page:
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sthorson
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11 |
319 |
Sep 8, 2022 5:55:12 PM
by
sthorson
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Stock formula for EPS#Positive as a factor
Greetings all,
I've been trying to replicate the EPS#Positive formula by hand, but cannot ...
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Victor1991
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3 |
102 |
Sep 8, 2022 12:56:53 PM
by
Victor1991
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Assigning point values (3 buckets) for a composite node (Core: Growth) in ranking system
I just upgraded from a screener to a backtest membership and am working on developing better ...
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travhopp2
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1 |
71 |
Sep 7, 2022 3:38:16 PM
by
danp
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Why has Gold been removed as a benchmark?
Why has GLD been removed as a benchmark? It used to be there until a few weeks ago.
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hataso
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2 |
92 |
Sep 7, 2022 2:26:34 PM
by
geov
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Factor return in Europe vs. US
I did some tests on the CORE systems in screen the backtest: 20 year 4W rebalance, Rank t 5, 20 ...
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Whycliffes
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1 |
133 |
Sep 7, 2022 9:27:37 AM
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Chipper6
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Standardized Unexpected Earnings (SUE)
Hi,
I see EPSActual(offset , period) and EPSEst(offset , period) available, but is there also ...
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WalterW
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8 |
131 |
Sep 6, 2022 2:54:31 PM
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WalterW
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avoiding curve fitting with random selection
Been thinking about the horrors of curve fitting.... again.
For the last year or so, I've been ...
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abwillingham
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3 |
189 |
Sep 4, 2022 12:46:23 PM
by
RTNL
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How to optimize a factor?
I ran a performance test with 30 bukets on the Core systems. 4w rebalance 20 Y, no slippage, min ...
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Whycliffes
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2 |
92 |
Sep 3, 2022 11:22:15 PM
by
Whycliffes
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