Seeking Alpha

Ryan Lynne

Ryan Lynne
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  • Make 40% A Year With Math And Without Shorting [View article]
    If you gave me a choice between the green and blue lines, I would pick the blue every time. Green just looks way too stressful for me!
    Jun 2 01:11 PM | Likes Like |Link to Comment
  • Monthly Trading Of MDY, MVV And UMDD [View instapost]
    Hey Varan,

    Just trying to reconstruct your results quickly in Matlab...

    "The basic strategy is to switch between... on the first trading day of each month on the basis of their performance during the immediately preceding month"

    For 'performance' did you just use the highest return for the previous 20 trading days without taking into account any volatility measures?

    May 4 05:47 AM | Likes Like |Link to Comment
  • The Top Tactical Portfolios Based On 29 Asset Allocation Approaches [View article]
    Do you have any further details on the t.shar Maximum Sharpe Ratio based TAA? I am currently back testing a system that is based on the trailing sharpe ratio, and I haven't been able to find anyone but yourself doing something similar. If you have and references to your work or others I would greatly appreciate a link.

    Mar 5 09:25 PM | Likes Like |Link to Comment