Post #4972 by hiphop on the Mechanical Investing board

Investment Strategies / Mechanical Investing

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Thanks, Ray.

There is, in fact, link rot at the previous one (its the same link I had). Unfortunately, the tr(L,D) and trp(L,D) above does not specify if it is the most recent or the lagged date that goes in the divisor. I can see doing it either way, but mathematically it seems right that it is:

tr(L,D) = [Price(L) - Price(D)]/[Price(D)]

Can anyone else find the definition?

Thanks, G.

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