Post #761 by hiphop on the Mechanical Investing board

Investment Strategies / Mechanical Investing ❤

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I see regular references and links to the GTR1 backtester but results continue to be limited through 03/10/2023. I am hopeful that this is because some believe it will once again give current results at some point. Does anyone have an update? I know there are similar ways to calculate "bearcatchers" but I always felt more comfortable with GTR1's backtests.

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We are looking for an academic in the Business/Finance departments who can access the CRSP database to help Robbie rebuild the database that was damaged when his drives failed.

Though I am an academic, I am in the wrong area (Engineering). If anyone knows anyone, make some inquiries.

--G

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We are looking for an academic in the Business/Finance departments...

Probably have to be a fairly large or wealthy school to afford access to CRSP. I don't think the small school I was at had it.

John

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