iShares Russell 2000 Index (IWM)

All Comments on IWM

  • commenter
    granger
    Oct 11 01:46 PM
    An Endowment Portfolio From Publicly-Traded Vehicles [view article]
    Can you elaborate of your dislike of PSP? Also, please any ideas on an alternative. Thank you. Reply
  • commenter
    David Fry
    Oct 10 10:56 AM
    David Fry's Market Outlook For Wednesday [view article]
    Your observations are correct and perhaps your sentiments may prove correct as well. RSI's are reliable only from a short-term perspective in my opinion. They can remain overbought for extended time periods particularly when viewed from either weekly or monthly charts. But, if you've got an itch, scratch it.

    Reply
  • commenter
    doctortodd
    Oct 10 02:49 AM
    David Fry's Market Outlook For Wednesday [view article]
    With the RSI approaching or past 70 on so many tech indexes, I expect a pullback soon. Maybe not tomorrow, but soon. Now bring up a 5-year chart of QQQQ and notice how the MACD has reached the highest absolute levels in over 5 years. Great momentum, but overextended. I'm itching to take profits in big-cap tech and I bet I'm not alone. Reply
  • commenter
    Analyzer
    Oct 09 11:55 PM
    Replicate The Yale Endowment With These ETFs [view article]
    Thank you for your post. I read your paper "A Quantitative Approach to Tactical Asset Allocation" with interest. Can you post the actual numbers when you analyzed trend following system on the indices of different countries? Currently, it just shows whether it was beat the buy and hold, but more granularity would be great. Thanks, Reply
  • commenter
    User 110789
    Oct 03 06:54 PM
    Exchange-Traded Funds and Closed-End Funds by Asset Class, Type and Provider [view article]
    Are there any EFT funds that are purelt composed of vietnam companies? lasmatas@yahoo.com Reply
  • commenter
    WorldBeta
    Oct 01 10:49 AM
    My Website
    Replicate The Yale Endowment With These ETFs [view article]
    Thanks for all the comments. SA only posts some of my articles here, but there has been enough interest that I will post a monthly update on my blog World Beta (there is one today). For more info on the specifics of the timing model, please reference my paper "A Quantitative Approach to Tactical Asset Allocation."

    I listed more asset classes here because different people use various combinations in their portfolios. In my paper I only used 5. Subsequent research has shown that more asset classes can improved risk adjusted returns - again, buried in the archives on my blog.     Reply
  • commenter
    dreich@bear.
    com
    Oct 01 08:07 AM
    Replicate The Yale Endowment With These ETFs [view article]
    check out proshares.com, wisdomtree.com, ishares.com

    be careful as you drill down into sector ETF's as the correlations are not 100%     Reply
  • commenter
    RAVEN
    Sep 30 11:54 PM
    Replicate The Yale Endowment With These ETFs [view article]
    ALSO, IF YOU READ THE BOOK WRITTEN BY MR. SWANSON (ONE OF THE DIRECTORS OF THE FUND AT YALE) THEY REBALANCE OFTEN...READ WHENEVER THEIR TARGET RATIOS ARE OFF. THAT COULD BE DAILY. TRADING COST FOR SMALLER INVESTORS ARE IMPORTANT TO CONSIDER... Reply
  • commenter
    RAVEN
    Sep 30 11:52 PM
    Replicate The Yale Endowment With These ETFs [view article]
    GREAT COLUMN...UPDATES MONTHLY...YES! Reply
  • commenter
    Kenny
    Sep 30 11:16 PM
    Replicate The Yale Endowment With These ETFs [view article]
    So, are you saying that we can follow a list of ETFs (from the list you provided) and that the returns would be as above (20% CAGR) if we follow a leveraged 100% timing? I am interpreting leveraged as borrowing 100% to double up the positions. And, i am interpreting timing as Buy if above 10month SMA and sell if below 10month SMA. Is that true?

    Assuming that to be true, you are saying that these results, then "simulate" the returns of Yale and Harward Endowment fund?

    Thanks for clarifying.

    Kenny     Reply
  • commenter
    xyztommy
    Sep 30 05:03 PM
    Replicate The Yale Endowment With These ETFs [view article]
    i think it,s a great idea. do you use it in your own portfolio? what,s your current return? Reply
  • commenter
    Genecis
    Sep 30 01:27 PM
    Replicate The Yale Endowment With These ETFs [view article]
    Guaranteed: If posted monthly, I would carefully review your subject PDF. Thanks for including it today.

     Reply
  • commenter
    redzin
    Sep 29 10:55 PM
    Replicate The Yale Endowment With These ETFs [view article]
    I would be very interested to see your timing model PDF monthly. Reply
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