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For Those Looking To Replicate Their Own Harry Long Rebalancing Strategies

|Includes: SPLV, SPY, iShares 20+ Year Treasury Bond ETF (TLT), UPRO, XLP

My blog post here explains how using R.

quantstrattrader.wordpress.com/2016/06/1.../

The key with getting more information out of Harry Long's ideas is to find close replications to newer ETFs using instruments that have been in existence for much longer, such as TLT * 3 for TMF, and so on.