tennisplayer2
210 posts
msg #105437
- Ignore tennisplayer2 |
3/14/2012 2:50:36 PM
Kevin and MMaurice, thanks for y'all suggestions. Kevin, I really like the very first filter that you talked about (the one on page one of Portfolio Selection and Management, using IWM, EEM, SHY). Is the one with 3 month lookback statistically much better? On the one with the 3 month lookback, is it correct that at the end of March 2012, I would set the offset date to 12/31/2011 and at the end of April, the offset date would be set to 1/31/2012? I know that the decision will be up to me, but I'm just amazed on the great work that you have done for me and others. If I had read your posts before 2009, I would be much better off. Thank you very much.
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