Comments on: Fundamental http://billrempel.com/2007/11/11/fundamental/ Trading Mechanical Systems Tue, 02 Dec 2008 03:19:51 +0000 http://wordpress.org/?v=2.3.3 By: Bill Rempel http://billrempel.com/2007/11/11/fundamental/#comment-9 Bill Rempel Mon, 12 Nov 2007 10:48:39 +0000 http://billrempel.com/2007/11/11/fundamental/#comment-9 Yes, this system is 100% long 100% of the time. Any trader's or system's return is composed of the market return, plus contributions from technical factors in security selection or entry/exit, contributions from fundamental factors in security selection, and blind luck. Holding 20 at a time will hopefully minimize the role of luck, and this system doesn't use technical analysis, hence the name "Fundamental." The earnings quality metrics may tend to stilt this system towards dividend-payers over the long haul. Yes, this system is 100% long 100% of the time. Any trader’s or system’s return is composed of the market return, plus contributions from technical factors in security selection or entry/exit, contributions from fundamental factors in security selection, and blind luck. Holding 20 at a time will hopefully minimize the role of luck, and this system doesn’t use technical analysis, hence the name “Fundamental.”

The earnings quality metrics may tend to stilt this system towards dividend-payers over the long haul.

]]> By: ritholtz http://billrempel.com/2007/11/11/fundamental/#comment-8 ritholtz Mon, 12 Nov 2007 10:43:49 +0000 http://billrempel.com/2007/11/11/fundamental/#comment-8 Hey Bill, very nice redesign! Its clean, loads fast, soft colors are easy on the eyes. Very professional looking -- better than the doodahs . . . Hey Bill, very nice redesign!

Its clean, loads fast, soft colors are easy on the eyes.

Very professional looking — better than the doodahs . . .

]]> By: rrdlj123 http://billrempel.com/2007/11/11/fundamental/#comment-7 rrdlj123 Mon, 12 Nov 2007 05:01:38 +0000 http://billrempel.com/2007/11/11/fundamental/#comment-7 Bill, So the position is 100% long, correct? I like the use of ROE, it feels comfortable with my favoring dividends related picks. I will be watching how this turns out. Congrats and good luck with the new site. Dallas Bill,
So the position is 100% long, correct? I like the use of ROE, it feels comfortable with my favoring dividends related picks. I will be watching how this turns out. Congrats and good luck with the new site. Dallas

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