Greenblatt's Little Book That Beats The Market Message Board

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Strategies & Market Trends : Greenblatt's Little Book That Beats The Market

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To: Stewart Whitman who wrote (151)	8/12/2007 7:53:14 PM
From: Irixmark	of 218

Brilliant! Thanks a 1000 times. I'll keep you posted on my progress. I'm not too well-versed in Perl (I normally do my work in Python), but I can at least read and understand what's going on, thanks to the pseudocode you posted. Again, Stew, thanks so much. --Mark PS: I'm not sure that the Greenblatt method will even work in a market that's as resources-heavy as the TSX, but I don't know of any database that would allow a backtest. I think Compustat's PIT does not contain inactive Canadian companies, so there would be survivorship bias, but I'll know in a few weeks.

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