billb

Tracking Mean Reversion After Bad Months

Interesting. Have you tried the inverse? In other words, take the best performing asset classes for a given month, waited a month and gone long? What tools did you use to test this theory?

ETFs: A Screened List

What figure is "reasonable" liquidity in your opinion?

Broad Emerging Market ETFs

My opinion, it's no different than picking a single stock or small group of stocks over a broad based index. If I think Brazil is going to outperform other emerging markets, I buy Brazil, otherwise EEM. If I think Microsoft is going to outperform tech, I buy it, otherwise QQQQ.

Just my two cents ....

An All-Weather Portfolio Using Multiple Asset Classes

It definitely looks like a nicer equity curve. It does indeed outperform the S&P, however, I'd love to know how much that return dwindles when transaction costs are factored in. Trading all of those stocks and ETFs would chew up your returns.