Post #739 by hiphop on the Mechanical Investing board

Investment Strategies / Mechanical Investing ❤

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Hi Elan,

Yes, I know you have gone over this before, but I wanted to refresh and review what you were currently doing.

Also, since GTR1 is down, are you using the old RRS spreadsheet to generate the RRS126-2Sigma, and if so, what are you using to get the historical data (as yahoo has gotten a bit weird).

I wound up writing a google sheet to grab the data and then pasted it into that spreadsheet to do so. Happy to share that if people on the board are interested. It is a bit finicky, and I keep thinking I will write a python script to automate it, but other things take up my time. ;)

--G

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