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Max1985

Max1985
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  • Allocation Or Stock Selection - An Example [View instapost]
    I admire some folks' relentless effort to search for alpha through security selection. The market only becomes more efficient with more people exploiting buying opportunities.

    I am not 100% against active management (DGI being one of them). I believe there are some merits in terms of downside protection if investors perceive their holdings are fundamentally sound.
    Dec 17, 2014. 03:33 PM | Likes Like |Link to Comment
  • Allocation Or Stock Selection - An Example [View instapost]
    Hi Varan,

    A balanced portfolio of fixed income and equities (re-balanced on quarterly basis) is what most private/high net-worth clients invest in. Some PMs make changes that deviate from the traditional 60/40 to increase exposure in Alternative Investments or creative fixed income products.

    A pure stock portfolio, from an asset allocation perspective, is too risky.
    Dec 16, 2014. 10:29 AM | Likes Like |Link to Comment
  • Tactical Allocation Funds Prove Market Timing Is Just Market Hype [View article]
    I agree with you. The author should find an appropriate benchmark for TAA funds first before simply stating the fact those funds are under-performing the S&P Index. You can't compare a fund that is periodically investing in fixed income with a pure equity index.
    Oct 15, 2014. 11:50 AM | Likes Like |Link to Comment
  • Modified GMR Signal: ILF [View instapost]
    I tried to incorporate ZIV into a strategy very similar to this. It's very volatile and spread can be wide.
    May 23, 2014. 03:57 PM | Likes Like |Link to Comment
  • Modified GMR System Signal: EDV [View instapost]
    If you are concerned about liquidity, you can always use TLT as a substitute but use EDV as your signal proxy.
    Apr 14, 2014. 12:55 PM | Likes Like |Link to Comment
  • Update On Modified GMR: A Robust Trading System Over A Wide Range Of Parameters [View instapost]
    I've been running a similar strategy for the past 2 yrs using 3x leverage ETFs. You do need data with shorter time period. (i.e. weekly data). Returns are good but volatility is very high. With stdev north of 30%, behavioral biases will creep in and prevent you from making disciplined and rational adjustments.
    Feb 20, 2014. 10:46 AM | Likes Like |Link to Comment
  • Adaptive Asset Allocation For Lazy Portfolios [View instapost]
    Hi Steph,

    The paper you linked above only says top half by momentum. Where is the top 2-ranked assets part? Can you please share the link to the white paper?
    Aug 25, 2012. 01:45 AM | Likes Like |Link to Comment
  • A Permanent Portfolio by Any Other Name Still Leaves Me Uncomfortable [View article]
    looking back, this portfolio gained 8.6% in 2011 despite the on-going Euro crisis. Thoughts?
    Aug 3, 2012. 03:18 PM | Likes Like |Link to Comment
  • Adaptive Asset Allocation: A True Revolution In Portfolio Management [View article]
    varan your link is dead. mind posting again? Thanks
    Jun 22, 2012. 04:46 PM | Likes Like |Link to Comment
  • Simple Timing On Permanent Portfolio Reduces Risk [View article]
    hmmmm it gave me the same error message, "might be temporarily down or it may have moved permanently to a new web address." maybe it's my laptop? I don't have any problem opening other trades of yours though.
    Jan 13, 2012. 10:46 AM | Likes Like |Link to Comment
  • Simple Timing On Permanent Portfolio Reduces Risk [View article]
    Varan, the link you posted is dead. Can you amend it? I'm very interested to see the results. Thanks.
    Jan 12, 2012. 12:12 PM | Likes Like |Link to Comment
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