Gritton has updated http://www.backtest.org with the Ughly Months. Personally, I would rather act like on ostrich.
I’ve added the recent unpleasantness to backtest.org, and unpleasant is it. The default run is still through 2007 because the year isn’t over yet, but you can peek at the damage September and October have done if you so choose.
The [...]
Quantitative Tactical Asset Allocation
http://papers.ssrn.com/sol3/papers.cfm?abstract_id=962461
EFA GSG IEF IVV IYR %Cash
10.31.08 no no no no no 100
10.24.08 no no yes no no [...]
I normally do not publish the Arezi Ratio. It just that it recommends that one actually use margin! To me this should suggest a runaway bull with cash flowing out of savings and treasuries.
Personally I don’t buy it. I think we have an out of sample situation with the Government mucking with market forces.
* [...]
I don’t know if I will carry QTAA. However in this market, I find it interesting. –msg
Quantitative Tactical Asset Allocation
http://papers.ssrn.com/sol3/papers.cfm?abstract_id=962461
EFA GSG IEF IVV IYR %Cash
10.24.08 no no yes no no [...]
Bill2m’s most excellent weekly ledgers.
Here are the YTD (and TTM) summaries of the weekly trade ledgers.
In these ledgers, Keelix’s SIPRO screens are further filtered to include only FOLIOfn tier 1 window stocks. The mghens and kaellner screens are evaluated as published by them.
The actual data spreadsheet which contains the weekly totals for all the screens, [...]
http://papers.ssrn.com/sol3/papers.cfm?abstract_id=962461
EFA GSG IEF IVV IYR %Cash
10.17.08 no no no no no 100
10.10.08 no no no no no 100
10.03.08 [...]
This a post by TPOTO on the TMFMI board. If only he would post here….
A friend of mine was disappointed with his returns from his mutual funds
over the past few years asked if there was a way he could develop and
manage a portfolio without resorting to complicated mechanized screens to
develop his picks, i.e., from just [...]
Bill2m’s most excellent weekly ledgers
Bill2m’s most excellent trade ledgers.
Bill2m’s most excelent weekly trade ledgers:
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