Value Investing Message Board

STOCKTALK

We've detected that you're using an ad content blocking browser plug-in or feature. Ads provide a critical source of revenue to the continued operation of Silicon Investor. We ask that you disable ad blocking while on Silicon Investor in the best interests of our community. If you are not using an ad blocker but are still receiving this message, make sure your browser's tracking protection is set to the 'standard' level.

Strategies & Market Trends : Value Investing

Public Reply Prvt Reply Mark as Last Read File

Previous 10 Next 10 Previous Next

To: Mark Marcellus who wrote (40579)	12/14/2010 11:06:53 PM
From: Shane M	Read Replies (1) of 78774

I was reading through Greenblatt's website and there is an awful lot about 1 yr holding period in the studies he uses and it is core to what is posted there. It took me a while but I finally dug up the article where Marc Gerstein performed some studies using what he called an enhanced Greenblatt which is what I guess is closer to what I'm doing. This study uses a 4 week refresh which is probably where I locked in that more frequent refresh might be desirable. seekingalpha.com You all are right though. Official Greenblatt is 12mo holding period. (I'm trading much of this strategy in retirement account and at Zecco with 10 free trades per mo, so the transaction cost and tax impacts of 12mo holding don't mean much too me.)

Report TOU Violation

Share This Post

Public Reply Prvt Reply Mark as Last Read File

Previous 10 Next 10 Previous Next