Skip to content

Measuring and Purifying the Effect of Composite Fundamentals on a Simple RROC Strategy

October 15, 2009

In this post we will take a look at creating a more comprehensive “fundamental rank” as it pertains to shorter-term trading. We will take a look at what the impact is on a variety of RROC portfolios in different short-term time frames.

to be continued………..

Advertisements
No comments yet

Leave a Reply

Fill in your details below or click an icon to log in:

WordPress.com Logo

You are commenting using your WordPress.com account. Log Out / Change )

Twitter picture

You are commenting using your Twitter account. Log Out / Change )

Facebook photo

You are commenting using your Facebook account. Log Out / Change )

Google+ photo

You are commenting using your Google+ account. Log Out / Change )

Connecting to %s

%d bloggers like this: