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Re: Help getting AQR research paper

Any luck finding the paper?
by Oliver
Sat Nov 22, 2014 7:19 pm
 
Forum: Investing - Theory, News & General
Topic: Help getting AQR research paper
Replies: 1
Views: 271

Re: Finding Smart Beta in the Factor Zoo

I found it interesting that the low volatility factor was shown as meeting their criteria. On the other hand, Swedroe is not a fan of this factor based on other research papers. I did read a paper that claimed that the low volatility factor was substantial different in emerging markets (more robust)...
by Oliver
Sat Nov 22, 2014 7:17 pm
 
Forum: Investing - Theory, News & General
Topic: Finding Smart Beta in the Factor Zoo
Replies: 35
Views: 2324

Re: Queston About Allocation of Assets

You might consider a brokered CD in your Fidelity 401k (I think it is an option) instead of the bond fund.
by Oliver
Thu Nov 20, 2014 4:08 pm
 
Forum: Investing - Help with Personal Investments
Topic: Queston About Allocation of Assets
Replies: 8
Views: 752

Re: Suggested retirement reading for 60 year olds

Here is a short article from one of the previously mentioned authors. http://wpfau.blogspot.com/2012/04/mike-zwecher-they-each-get-only-one.html Mike Zwecher: They Each Get Only One Whack at the Cat The following is a special guest post by Michael Zwecher, Ph.D. He is the author of the highly worthw...
by Oliver
Thu Nov 20, 2014 3:14 pm
 
Forum: Investing - Theory, News & General
Topic: Suggested retirement reading for 60 year olds
Replies: 23
Views: 2333

Re: IRAs at different brokerages

If you are looking to invest in AQR funds, you need to use Fidelity or TD Ameritrade. QSPIX (AQR Style Premia Alternative Fund) is only available at Fidelity or via a financial advisor. For brokered CD, Vanguard offered the highest rate. Fidelity the second highest rate and TD Ameritrade the lowest....
by Oliver
Thu Nov 20, 2014 2:44 pm
 
Forum: Investing - Help with Personal Investments
Topic: IRAs at different brokerages
Replies: 3
Views: 539

Re: Nice 'Free' Asset Allocation Spreadsheet

I'm not sure how many people here also follow the Long-Term Returns blog, but on April 1st they posted a nice asset allocation spreadsheet for people to make a copy off. Although I already had my own, this one was much simpler and it seems good for people with multiple funds spread across multiple ...
by Oliver
Wed Nov 19, 2014 5:58 am
 
Forum: Investing - Theory, News & General
Topic: Nice 'Free' Asset Allocation Spreadsheet
Replies: 2
Views: 1369

Re: Ultimate Small Cap Value Portfolio...

... DLS and IJS. ...sooo 2000's. Today, it's all about IEIS and PXSV. :wink: (neither of which do I own) Side questio. Any place that allows one to purchase ieis? All my brokerages have it restricted Fidelity. I haven't bought any. I'll be keeping an eye on spreads though, and at some point may swi...
by Oliver
Wed Nov 19, 2014 2:23 am
 
Forum: Investing - Theory, News & General
Topic: Ultimate Small Cap Value Portfolio...
Replies: 30
Views: 3691

Re: Schwab Windhaven Funds vs Vanguard 3 Funds

If you are still willing to pay an advisor, I would look at a low cost advisor that uses dfa mutual funds.
by Oliver
Wed Nov 19, 2014 2:07 am
 
Forum: Investing - Help with Personal Investments
Topic: Schwab Windhaven Funds vs Vanguard 3 Funds
Replies: 23
Views: 2826

Re: solo 401k providers

I have no info on the quality of the providers. However, this blog lists some others. http://www.biggerpockets.com/blogs/3441/blog_posts/28085-list-of-solo-401k-providers Pensco Trust Company: https://www.pensco.com/OpenAnAccount/Solok Millenium Trust Company: http://www.mtrustcompany.com/Site-Navig...
by Oliver
Mon Nov 17, 2014 4:31 pm
 
Forum: Investing - Theory, News & General
Topic: solo 401k providers
Replies: 2
Views: 293

Re: Navy Federal GO Prepaid Card: travel abroad

I have noticed that the atm fees charged by owner of the atm have gone up a lot. I have a Schwab bank account atm that reimburses me for any charges and Schwab does not charge an atm fee. I would look over at flyertalk.com for complete info.
by Oliver
Sun Nov 16, 2014 2:58 am
 
Forum: Personal Finance (Not Investing)
Topic: Navy Federal GO Prepaid Card: travel abroad
Replies: 5
Views: 701

Re: Where does HSA money go?

No problem. Your HSA remains until you take it out. Just switch to whichever plan makes sense.
by Oliver
Sun Nov 16, 2014 2:51 am
 
Forum: Personal Finance (Not Investing)
Topic: Where does HSA money go?
Replies: 7
Views: 1201

Re: Retirement-Order of sale of investments

When you are looking at taxes, do not forget the health insurance subsidy. In addition, figure out if you will have to take some tax deferred money out sometime during early retirement. In which case, you need to estimate what your tax situation will look like then. In other words, what would your t...
by Oliver
Sun Nov 16, 2014 2:48 am
 
Forum: Investing - Help with Personal Investments
Topic: Retirement-Order of sale of investments
Replies: 11
Views: 1535

Re: Health Equity HSA--New Passive Plan

I'm self-employed. I have $0 in HSA, and want to start in 2015 with maximum annual contributions. I want to use none of it for medical, and all of it for retirement savings. Which HSA provider is the best for me for low cost and Vanguard funds? I went with Saturna. I will be purchasing an etf rathe...
by Oliver
Thu Nov 13, 2014 8:04 pm
 
Forum: Investing - Help with Personal Investments
Topic: Health Equity HSA--New Passive Plan
Replies: 42
Views: 5176

Re: HSA Account and LOW deductible insurance

Your employer probably paid the fees for your HSA account. You should check out the fees at your current provider and others. With such a low balance, you could probably use up the balance in a year. I take it you did not pay $500 in unreimbursed expenses. Dental work counts if it is not for cosmeti...
by Oliver
Thu Nov 13, 2014 7:31 pm
 
Forum: Investing - Help with Personal Investments
Topic: HSA Account and LOW deductible insurance
Replies: 3
Views: 290

Re: What to do w/space under 15% Fed bracket limit?

If you purchased health insurance from your state marketplace or the federal marketplace, the subsidy can make the cost of taking those gains or converting to a Roth prohibitive. The subsidy has totally demolished my plans to convert to a Roth and modify my financial plan.
by Oliver
Thu Nov 13, 2014 7:16 pm
 
Forum: Investing - Help with Personal Investments
Topic: What to do w/space under 15% Fed bracket limit?
Replies: 21
Views: 2432

Re: Where should I rollover my HSA?

If you think that you will be contributing in the future, you could move it to Saturna, you would need to make one transaction a year to avoid an inactive free. One trade at the Brokerage is $15. That would be the equivalent of a 1% additional fee on $1500. You could look for a bank without fees unt...
by Oliver
Thu Nov 13, 2014 4:24 am
 
Forum: Investing - Help with Personal Investments
Topic: Where should I rollover my HSA?
Replies: 5
Views: 633

Re: HSA allocation

If you have taxable funds to pay the maximum out of pocket, I would invest in a fund that has a high expected return and higher risk. I place funds with the highest expected return in my Roths and HSA accounts. Given that you are at TD Ameritrade, I would consider an AQR fund.
by Oliver
Thu Nov 13, 2014 3:51 am
 
Forum: Investing - Help with Personal Investments
Topic: HSA allocation
Replies: 9
Views: 845

Re: Smartphone questions

I've got a OnePlus One. So far i'm very happy with it. Especially for the price. You are not the only one! It is a great phone. I upgraded from a Nexus 5 (a good phone) and it was a great decision. If you travel overseas, you will learn to appreciate LTE overseas (LTE works on T-Mobile & ATT).
by Oliver
Mon Nov 10, 2014 2:31 am
 
Forum: Personal Consumer Issues
Topic: Smartphone questions
Replies: 106
Views: 8864

Re: Which Chromebook?

If you decide to go the chromebox route, Amazon has one for $130. (This is an FYI, not a recommendation, as I have not researched chromebook.)

http://www.amazon.com/HP-Chromebox-CB1- ... 8a1af7674c
by Oliver
Mon Nov 10, 2014 1:36 am
 
Forum: Personal Consumer Issues
Topic: Which Chromebook?
Replies: 51
Views: 4866

Re: Which Chromebook?

I picked up an Acer 720. I purchased a refurbished model for $150 on Amazon. They may still have them periodically.

PS I would only by a refurbished chromebook if it was refurbished by the manufacturer.

PS I like the chromebook a lot.
by Oliver
Sun Nov 09, 2014 5:35 am
 
Forum: Personal Consumer Issues
Topic: Which Chromebook?
Replies: 51
Views: 4866

Re: Fidelity HSA Questions

You could always transfer your account to another provider. The important cost would be the cost to transfer out. I know that Saturna charges a $75 fee. It is a very low cost provider. I will be opening an account momentarily. If you have substantial assets, it may not be the best. (I am assuming th...
by Oliver
Sun Nov 09, 2014 5:20 am
 
Forum: Personal Finance (Not Investing)
Topic: Fidelity HSA Questions
Replies: 12
Views: 863

Re: ObamaCare vs. Private Insurance??

Check out the the estimates at the site below (can be tailored to your state). Given the cost differential, I chose to purchase through the marketplace. I went with a high deductible plan and opened a hsa. You apply the subsidy to whichever plan you prefer. http://kff.org/interactive/subsidy-calcula...
by Oliver
Fri Nov 07, 2014 3:33 am
 
Forum: Personal Finance (Not Investing)
Topic: ObamaCare vs. Private Insurance??
Replies: 105
Views: 9255

Re: Advice on Buying int TIPS Fund?

If this were an ira, I would suggest purchase of an actual TIPS bond. In general, I am a big fan of owning government bonds directly. There is no reason to pay an ER for a government bonds. No comment on the timing issue. Just be aware that real tips yields are low. I wish I could predict future yie...
by Oliver
Fri Nov 07, 2014 3:14 am
 
Forum: Investing - Help with Personal Investments
Topic: Advice on Buying TIPS Fund?
Replies: 6
Views: 591

Re: Help for Irish investors

Does interactive brokers operate in Ireland? I believe that they would have one the lowest forex cost.

PS IB would give you access to a number of stock exchanges throughout the world.
by Oliver
Tue Nov 04, 2014 11:28 pm
 
Forum: Investing - Help with Personal Investments
Topic: Help for Irish investors
Replies: 9
Views: 914

Re: my review of my HSA with Saturna brokerage

Looks like I will be opening at account at Saturna. I will contribute once a year and purchase a mutual fund /ETF once a year. This seems like the best deal at the moment. PS Remember to keep documentation on any out of pocket medical expenses even if you are not going to be using your hsa in 2014 t...
by Oliver
Tue Nov 04, 2014 4:43 pm
 
Forum: Investing - Theory, News & General
Topic: my review of my HSA with Saturna brokerage
Replies: 33
Views: 6825

Re: Best Online Brokerage - TD Ameritrade vs. Schwab

You can purchase many institutional AQR mutual funds at TD Ameritrade. I believe Schwab only offers these with an extremely high minimum investment. Schwab does have a no atm fee checking account with no international extra surcharge.
by Oliver
Tue Nov 04, 2014 4:59 am
 
Forum: Investing - Theory, News & General
Topic: Best Online Brokerage - TD Ameritrade vs. Schwab
Replies: 24
Views: 2526

Re: Asness/AQR - Smart Beta Not New, Not Beta, Still Awesome

matjen wrote:Here is a link to the PDF which will download. Article classifies the different quant/smart beta strategies.

https://t.co/krAU0gmo1Z

Your link is no longer working.
by Oliver
Tue Oct 07, 2014 7:45 pm
 
Forum: Investing - Theory, News & General
Topic: Asness/AQR - Smart Beta Not New, Not Beta, Still Awesome
Replies: 2
Views: 455

Re: Good article on style premium investing & AQR new fund

It appears that only Class N shares are available for this fund through TD Ameritrade, ticker QSPNX. These have the higher ER, which is capped at 1.75%. Class L shares are 1.50%. Class L shares are available through TD Ameritrade for the Momentum and Core Equity funds. Ouch, ER capped at 1.75%! I w...
by Oliver
Mon Sep 15, 2014 8:44 pm
 
Forum: Investing - Theory, News & General
Topic: Good article on style premium investing & AQR new fund
Replies: 86
Views: 8481

Re: HSA Investing

I clicked the link and some subsequent pages. Has anybody found the fee disclosure (fees other than the fund ER)? I believe the vanguard link leads to HSA Administrators. The fees are $45 per year plus a custodial fee of .0008 per quarter. Here is the fee schedule. http://hsaadministrators.info/hsa...
by Oliver
Fri Nov 08, 2013 3:22 pm
 
Forum: Investing - Help with Personal Investments
Topic: HSA Investing
Replies: 11
Views: 1119

Re: HSA Investing

You might look at the summary in this thread and the links. Since vanguard etfs are available with any brokerage account, I would look at the expected annual cost in relationship with portfolio size.

viewtopic.php?f=1&t=124589
by Oliver
Fri Nov 08, 2013 2:45 pm
 
Forum: Investing - Help with Personal Investments
Topic: HSA Investing
Replies: 11
Views: 1119

Re: SE Florida chapter - 2013/14 next meeting

I would be interested in attending.
by Oliver
Thu Nov 07, 2013 11:40 pm
 
Forum: Local Chapters and Bogleheads Community
Topic: SE Florida - Taylor's big birthday meeting 1/26/14
Replies: 50
Views: 4505

Re: Paper: Standby Reverse Mortgages

Thanks for posting. I was thinking about this for my mother. Downloading the paper momentarily.
by Oliver
Tue Nov 05, 2013 8:13 pm
 
Forum: Investing - Theory, News & General
Topic: Paper: Standby Reverse Mortgages
Replies: 1
Views: 672

Re: HSA, HRAs and the last month rule.

Looking into this myself but with no current insurance and under ACA next year. Is there any benefit to getting an HDHP for one month in December to get 2013 contribution and starting with a different HDHP for all of next year? Does the Last Month rule then apply also for 2014 or is it only the fir...
by Oliver
Tue Nov 05, 2013 7:53 pm
 
Forum: Personal Finance (Not Investing)
Topic: HSA, HRAs and the last month rule.
Replies: 17
Views: 1129

Re: Obamacare, increased health costs, disappearing 401k?

This is definitely throwing a wrinkle into my early retirement planning. All the early retirees and/or part-time working people I know of my age demographic (~50) are looking at significant increases when they replace their cancelled policies. There are also people in there 40's and 50's who could ...
by Oliver
Tue Nov 05, 2013 7:46 pm
 
Forum: Personal Finance (Not Investing)
Topic: Obamacare, increased health costs, disappearing 401k?
Replies: 41
Views: 4186

Re: Best Health Insurance Option?

The out of network max out of pocket is double the in network. I think i need to investigate the out of network option. Faced with a serious medical problem and very bad in network choices, could i just pay an additional $6k and be fully covered 100% by insurance. PS Same maximum out of pocket for b...
by Oliver
Mon Nov 04, 2013 4:57 pm
 
Forum: Personal Finance (Not Investing)
Topic: Best Health Insurance Option?
Replies: 23
Views: 2671

Re: HSA help

I might go with Saturna. This would be my first hsa account and will fully fund it at the beginning of the year. I expect I will invest in an etf at the brokerage($14.95). If I can actually have an HSA for $15/year, I will be very happy. As the account balance grows, other alternatives might be bett...
by Oliver
Mon Nov 04, 2013 12:48 pm
 
Forum: Investing - Help with Personal Investments
Topic: HSA help
Replies: 16
Views: 2038

Re: Best Health Insurance Option?

This is an interesting analysis. The author believes bronze plans are a better buy. http://www.hullfinancialplanning.com/bronze-may-be-the-most-precious-metal-under-obamacare/ PS You might consider an HSA. PPS I expect your current grandfathered insurance plan has a lifetime cap and maybe an annual ...
by Oliver
Thu Oct 31, 2013 9:37 pm
 
Forum: Personal Finance (Not Investing)
Topic: Best Health Insurance Option?
Replies: 23
Views: 2671

Re: Please help interpret this 3 factor analysis

Alpha above represents the monthly alpha. You might find this article interesting. http://www.cbsnews.com/8301-505123_162-57413875/how-the-four-stock-premiums-work/ PS You might run the those funds through the four factor model and the rolling regressions at the site. Rolling regressions give some i...
by Oliver
Tue Oct 29, 2013 1:24 pm
 
Forum: Investing - Theory, News & General
Topic: Please help interpret this 3 factor analysis
Replies: 15
Views: 977

Re: If you could have only one fund, what would it be?

I am a big fan of passive investments. However, my one fund is an active fund. It offers factor exposure to microcap stocks (small), value and momentum factors while generating alpha. The fund is Bridgeway's ULTRA-SMALL COMPANY FUND (brusx).

PS It has been closed forever.
by Oliver
Mon Oct 28, 2013 6:27 pm
 
Forum: Investing - Theory, News & General
Topic: If you could have only one fund, what would it be?
Replies: 124
Views: 23173

Re: iphone options?

If things do not work on your off contact iPhone purchase, you might check out the Nexus 5 release later this month. Given the specs, it will make an excellent international phone. The 16gb version should sell for $350 off-contract. To synch your data this somewhat dated article might be useful. htt...
by Oliver
Fri Oct 25, 2013 5:03 pm
 
Forum: Personal Consumer Issues
Topic: iphone options?
Replies: 17
Views: 1685

Re: Whats the diff between index investing vs buying your ow

A number of years ago, I realized I was not as geographically diversified as I thought. My vanguard mutual funds did not include any allocation to Canada. To achieve this exposure, I bought individual stocks. I ended up at interactive brokers. IB has $1 commissions. The expense of owning your own pa...
by Oliver
Sat Oct 19, 2013 10:33 pm
 
Forum: Investing - Theory, News & General
Topic: Whats the diff between index investing vs buying your own?
Replies: 39
Views: 2691

Re: Longleaf Funds

Would you be able to run a similar analysis on SEQUX? Would also like to see that (and I do own it ) You might try the site below to run it yourself. There is an active thread on automating three factor and four factor analysis. http://www.portfoliovisualizer.com/PerformFactorAnalysis http://www.bo...
by Oliver
Sat Oct 19, 2013 4:46 pm
 
Forum: Investing - Theory, News & General
Topic: Longleaf Funds
Replies: 14
Views: 2030

Re: Longleaf Funds

I still own some shares of longleaf international from long ago.

PS For some reason, I am drawing a blank. If you use monthly data is the alpha a monthly alpha?
by Oliver
Sat Oct 19, 2013 7:23 am
 
Forum: Investing - Theory, News & General
Topic: Longleaf Funds
Replies: 14
Views: 2030

Re: Website to perform Fama-French regressions automatically

Thanks for the update! Glad to see the factor loading on Bridgeway's funds. :happy PS I found the definitions given in this article more informative. http://www.cbsnews.com/8301-505123_162-57413875/how-the-four-stock-premiums-work/ While the value premium is defined as the return of the top 30 perce...
by Oliver
Sat Oct 19, 2013 7:13 am
 
Forum: Investing - Theory, News & General
Topic: Website to perform Fama-French regressions automatically
Replies: 39
Views: 2712

Re: Website to perform Fama-French regressions automatically

Looking forward to any and all factor tools. I am looking forward to seeing momentum included in pvguy's application. The rolling 5 year regression factor analysis would be great addition also. PS PVGuy could you verify that your regressions are using the standard definitions of size and value premi...
by Oliver
Thu Oct 17, 2013 6:34 pm
 
Forum: Investing - Theory, News & General
Topic: Website to perform Fama-French regressions automatically
Replies: 39
Views: 2712

Re: Website to perform Fama-French regressions automatically

I created one a while back at www.portfoliovisualizer.com . The factor analysis tool should be pretty close to what you envisioned in your post. I was planning to update the tool to support momentum data from Kenneth French's web site later this week for 4-factor analysis. I suppressed the t-stat a...
by Oliver
Thu Oct 17, 2013 3:36 pm
 
Forum: Investing - Theory, News & General
Topic: Website to perform Fama-French regressions automatically
Replies: 39
Views: 2712

Re: Fund Factor Tilting Data

I found an interesting VERY old post dealing with the size premium. (Probably looking for support for my large microcap allocation). http://www.bogleheads.org/forum/viewtopic.php?t=1951 RE the size and value premiums As I have pointed out many people make a mistake about the size relative to the val...
by Oliver
Thu Sep 26, 2013 6:17 pm
 
Forum: Investing - Theory, News & General
Topic: Fund Factor Tilting Data
Replies: 60
Views: 5611

Re: What are the best funds among the advisor-only funds?

Aqr funds are available to retail investors without an advisor via td ameritrade and fidelity despite the million dollar minimum listed. You might check out http://www.altruistfa.com/dfavanguard.htm
by Oliver
Sun Sep 22, 2013 9:47 pm
 
Forum: Investing - Theory, News & General
Topic: What are the best funds among the advisor-only funds?
Replies: 6
Views: 1014

Re: Fund Factor Tilting Data

What sort of size and value premiums are you assuming in your calculations?
by Oliver
Tue Sep 17, 2013 4:54 pm
 
Forum: Investing - Theory, News & General
Topic: Fund Factor Tilting Data
Replies: 60
Views: 5611

Re: Fund Factor Tilting Data

Thanks to all the posters. This is something I've been interested in. I've read B Bernstein's "Rolling Your Own" and other info on FF. Still, I'm not sure I fully understand what the "loadings" tell us. For example I understand this definition Small Minus Big: The size premium, ...
by Oliver
Wed Sep 11, 2013 4:28 pm
 
Forum: Investing - Theory, News & General
Topic: Fund Factor Tilting Data
Replies: 60
Views: 5611
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