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spielerman

spielerman
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  • The Smart Beta Craze Is Here, And It Shows No Signs Of Stopping [View article]
    listing less than 3 months of data for the basis of an article YTD figures... wow...
    Mar 17, 2015. 10:27 AM | Likes Like |Link to Comment
  • Mutual Funds - Is Past Performance A Guide To The Future? [View article]
    I wonder what moving in and out of this would do from a tax efficiency standpoint for those in taxable accounts? Any alpha generated from this then?

    And, how did you select these 20 funds? That was not disclosed or discussed. How would you select any funds going forward not in this population?

    Wouldn't you have to go even further back apply your methodology on superior performance criteria, select the funds, and then see how they did after that?

    Sounds like you just said these funds performed great, now if you picked a subset of this, will they do better? If that is the case, there is nothing actionable by any investor, and like carlsnyder said - buy the market... more tax efficient, easier, and less time consuming.
    Mar 12, 2015. 05:40 PM | Likes Like |Link to Comment
  • Smart Alpha Addresses Inherent Risks Of Smart Beta [View article]
    I read the linked article and still confounded by what exactly smart alpha strategy is.
    Just sounds like more marketing to promote their products over another. Specifically given the lack of information on their strategy, and only negatives of existing strategy.
    Mar 12, 2015. 05:36 PM | 3 Likes Like |Link to Comment
  • How To Beat The Market Using Tactical Asset Rotation [View article]
    Is the new rule, select the top two performing ETFs over the previous 3 months now?

    Can you explain the new rules please?
    Mar 12, 2015. 04:57 PM | 1 Like Like |Link to Comment
  • Dual Momentum Update [View article]
    what is the buy sell rules? Every quarter look at it, anytime a change happens? The detailed implementation steps would be greatly appreciated, so that I could build and replicate this on my own.
    Mar 12, 2015. 02:19 PM | Likes Like |Link to Comment
  • If You Could Buy Only 2... [View article]
    sure, but the yields are low, but there are other considerations besides the yield.

    BNDX

    http://bit.ly/1E0T5tG
    Mar 6, 2015. 04:49 PM | Likes Like |Link to Comment
  • Cost-Efficient Exposure To Momentum [View article]
    might add it is small really really small. Two other value funds (small $ size as well) that you may want to look at are qval and ival.
    Mar 2, 2015. 04:01 PM | Likes Like |Link to Comment
  • Cost-Efficient Exposure To Momentum [View article]
    "Does Ishares have an international momentum ETF?"

    Yes they do, IMTM..

    http://bit.ly/1DKBy9d
    Mar 2, 2015. 12:09 PM | Likes Like |Link to Comment
  • Gee Mom, It's A New Global Momentum And Trend-Following Fund Of Funds [View article]
    @tmdoherty,
    Excellent point on the start-date bias. As investors, when we start, when we contribute additional funds, all impact the real world application of any of these strategies. This information is not provided, or well documented in most of the methodologies I have seen, making as you stated CAGR less relevant.
    Jan 30, 2015. 12:27 PM | Likes Like |Link to Comment
  • A Five Fund Basket For The Long Haul [View instapost]
    Hi Varan,
    I too would love an article on how you do your risk parity calculations.

    The traditional calculations as well as what you refer to as your modified risk parity calculation and its definition.

    Do you think there would be much of a difference between risk parity and modified risk parity?

    Is this how you calculate? http://seekingalpha.co...
    Jan 29, 2015. 03:38 PM | Likes Like |Link to Comment
  • A Revelation For Small-Cap Investing Strategies [View article]
    so how do you advise we take advantage of this? small cap value for the time being until new ETFs come online?
    Jan 29, 2015. 12:51 PM | Likes Like |Link to Comment
  • In Uncertain Market Conditions, Bet On The DVY [View article]
    didn't this funds policy of selection criteria of yield weighting damage it in 2008? It was like catching a falling knife, since its value screens didn't weed out companies in mortal danger.

    Just a potential to watch out for.
    Jan 20, 2015. 05:22 PM | Likes Like |Link to Comment
  • The Permanent Portfolio Fund Looks Weak Long-Term [View article]
    Hi DRFTR,
    Can you elaborate more on how you set up your permanent portfolio and your trading rules please.
    I think we would all be interested in that
    Jan 20, 2015. 12:37 PM | Likes Like |Link to Comment
  • Momentum And Rebalancing Of Retirement Income Portfolios [View article]
    Varan,
    Please explain how you add this to the mix?
    Is this select 1 fund, 100% of your portfolio that had the highest trailing 3 month total return out of the five funds... then done. Repeat next month?
    Dec 27, 2014. 11:54 AM | Likes Like |Link to Comment
  • Allocation Or Stock Selection - An Example [View instapost]
    can you describe the non-trivial three asset portfolio methodology listed above of S&P500, mid-cap and LT T?

    Also, in the original Naive Graham portfolio, I did not see the fidelity value portfolio composition.
    Could you share that please.


    Thank you.
    Dec 9, 2014. 03:54 PM | Likes Like |Link to Comment
COMMENTS STATS
243 Comments
268 Likes