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1a.: Regression Relative Strength

Posted by: "TrickyMick" pebble701@hotmail.com TrickyMick

Fri Apr 13, 2012 6:11 am (PDT)

For many years, I have employed a spreadsheet generously made available by BarryDTO over on the Mechanical Investing board at the Motley Fool. The spreadsheet, as it exists, is limited to a look-back of 252 trading days. I am interested in extending that look-back period.

Has work already been done here to achieve that? I tried to a quick search and did not see anything.

Thanks
Mick

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1b.: Re: Regression Relative Strength

Posted by: "Randy Harmelink" rharmelink@gmail.com rharmelink

Fri Apr 13, 2012 12:25 pm (PDT)

Are you talking about the RtW models? If so, some examples are in the files
area of this group:

http://finance.groups.yahoo.com/group/ETF_Covered_Calls

On Fri, Apr 13, 2012 at 6:11 AM, TrickyMick <pebble701@hotmail.com> wrote:

> For many years, I have employed a spreadsheet generously made available by
> BarryDTO over on the Mechanical Investing board at the Motley Fool. The
> spreadsheet, as it exists, is limited to a look-back of 252 trading days.
> I am interested in extending that look-back period.
>
> Has work already been done here to achieve that? I tried to a quick
> search and did not see anything.
>

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