Post #54 by JohnIII on the Mechanical Investing board

Investment Strategies / Mechanical Investing

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I really don't want to have to double post but since some people here may not ever read the new MF format site now here are some screens from there I posted (and/or others added to from my initial posts) that people here may want to look at:

http://gtr1.net/2013/?s20081231h21::gprc%281%29gt0...

http://gtr1.net/2013/?~Good%20Musselmant%20my%20pa...

https://gtr1.net/2013/?h21::sp500.a:nenull:aprc%28...

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Thanks for posting.

What is gprc(1)? Something to do with price 1 day ago?
I assume you're just making sure there is price data.

Then tr(1,10) is 'total return' from 10 days ago to 1 day ago?

Thanks,
John

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Yes, price.
And yes 10 day return (with a 1 day lag since you are not acting same day but next day).

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What is gprc(1)? Something to do with price 1 day ago?
I assume you're just making sure there is price data.

gprc is not price, but is related to price to allow for splits, mergers, dividends etc.

aprc is actual price.

Comparing two companies in GTR1, Company A could have a higher aprc than company B, but a lower gprc.

Craig

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