Marc Cohn's  Instablog

Marc Cohn
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I am a patent litigator with a background in physics and electronics. I enjoy studying quantitative, rules-based investment methods through rigorous backtesting and numerical analysis. I believe that patterns exist in the market that benefit trading -- the challenge is finding them!
  • New Article Regarding Another Global Rotation Strategy. 0 comments
    Feb 25, 2014 7:39 AM

    I just posted another article about a rotation strategy involving a highly diversified basket of ETFs including real estate and commodities. You can see it here. It has one of the highest Growth Ratios (formerly known as Sharpe*) of all the systems tested: over 3!

    I will post an update on the modified global rotation signal after the close Friday.


    Disclosure: I am long SSO.

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