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Steve Auger
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Steve Auger has been trading stocks, commodities and options for over 25 years and runs the website After graduating from the University of Waterloo in 1981 with a Bachelor of Applied Science, he has been employed most of his career working on space and... More
My company:
Stock Market Student
My blog:
Stock Market Student
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  • Portfolio123 Ranking System Optimizert Tutorial

    A number of Portfolio123 members have been asking for a tutorial on the stock ranking system optimizer since it became available almost one year ago. P123 staff have been silent about its use ever since. Recently I became curious about it and decided to explore the feature to see how (or if) I could make use of it.

    Read full article

    Oct 30 9:14 PM | Link | Comment!
  • Test Environment

    I've changed my plan a little bit from what I described in yesterday's post. I realized that no I'm not Superman and I can't afford to spend several months on this project. In other words, a few simplifications were in order.(click to enlarge)

    First of all, I decided not to test every sector for every factor. Instead I will test the entire target universe for all 107 factors, then afterwards determine if individual sectors are covered by the stock factors. If not, then I will further test those sectors.

    In addition, I won't be testing for rising/falling interest rates at this stage but instead I will do so during RS optimization. A separate project will be initiated to discover what factors work best in various economic conditions.


    Oct 28 11:21 PM | Link | Comment!
  • Stock Factor Discovery

    At this stage of my development process, I want to find the best stock factors to use for the target universe (see previous post). For this purpose I have assembled a list of 107 stock factors. When I talk about "stock factors", I really mean "stock formulae" as I don't make a distinction between the two.

    The 107 factors are located in a spreadsheet located here ...

    Oct 27 8:16 PM | Link | Comment!
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