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Re: MOM exposure-- AQR Managed Futures (AQMIX)?

For what it's worth, here's the 4-factor regression for AQMIX since inception: 4F Regression from Mar 2010 - Dec 2013 Rm-Rf SMB HML Mom Alpha R2 0.05 0.48 0.11 0.44 -4.58% 0.215 Standard error 0.0878 0.2545 0.3199 0.1732 0.0042 t-statistics 0.62 1.89 0.35 2.55 -0.92
by pradador
Thu Jun 05, 2014 8:13 pm
 
Forum: Investing - Theory, News & General
Topic: MOM exposure-- AQR Managed Futures (AQMIX)?
Replies: 36
Views: 1655

Re: No BOSVX or DFSVX -- what other SCV choices?

It looks like you're right. It looks like another EM etf, TLTE, has a smaller average cap ($31B vs. $44B). It is advertised as being tilted toward value and small. Morningstar shows both as value-tilted large-cap. EVAL is more value tilted than TLTE. I like TLTE as it is comparable to DFA Emerging ...
by pradador
Mon Jun 02, 2014 9:43 pm
 
Forum: Investing - Theory, News & General
Topic: No BOSVX or DFSVX -- what other SCV choices?
Replies: 54
Views: 2909

Re: Even C. Schwab is getting religious

I'm surprised their funds don't get more attention here. They have low minimum ($100), low cost funds with Total Stock Market, International (EAFE), Total Bond Market, and TIPS index for a 3-4 fund portfolio. For slice--and-dicers you can add International Small-cap, Emerging Markets, REITs, or Inte...
by pradador
Fri May 30, 2014 2:00 pm
 
Forum: Investing - Theory, News & General
Topic: Even C. Schwab is getting religious
Replies: 3
Views: 1322

Re: Mango prepaid card - 4.8% (effective) APY

Just got a letter from them and it looks like Mango Money will decrease the monthly fee to $3 but eliminate the waiver when you load $500 come June 15. This will slightly increase the effective APY to 5.28% for those who don't get the waiver.
by pradador
Thu May 29, 2014 1:31 am
 
Forum: Personal Finance (Not Investing)
Topic: Mango prepaid card - 4.8% (effective) APY
Replies: 74
Views: 23884

Re: $300K to Invest at Schwab

A classic three fund portfolio typically recommended here is a combination of a Total US Stock Market fund, a Total International Stock Market fund, and a Total Bond Market Fund. Schwab has the US and Bond funds but only has the split components for international. Approximating Total Intl Stock Mark...
by pradador
Wed May 21, 2014 6:56 pm
 
Forum: Investing - Help with Personal Investments
Topic: $300K to Invest at Schwab
Replies: 12
Views: 1363

Total Market fund for Developed countries only

For those that overweight/split ex U.S. Developed and Emerging markets, what foreign "Total Stock Market" fund are you using? Vanguard's funds are great but are either missing Canada, small caps, or include Emerging Markets. Ideally i'm looking for a market capitalization weighed developed...
by pradador
Wed May 21, 2014 4:55 pm
 
Forum: Investing - Theory, News & General
Topic: Total Market fund for Developed countries only
Replies: 1
Views: 246

Re: Mango prepaid card - 4.8% (effective) APY

I had opened a second account with Mango using a second cell phone number I got from Tracfone. I had gotten a free refurbished Tracfone phone with a purchase of an airtime card that lasted 90 days, I think. I don't use the phone for anything else. I figured the airtime which was about $20 would be ...
by pradador
Wed May 21, 2014 3:05 pm
 
Forum: Personal Finance (Not Investing)
Topic: Mango prepaid card - 4.8% (effective) APY
Replies: 74
Views: 23884

Re: 5-Year 3.05% APR Annuity - Worth Exploring?

This is a similar tactic to the one covered in MyMoneyBlog at http://www.mymoneyblog.com/new-marketin ... rates.html
by pradador
Sat May 17, 2014 4:54 pm
 
Forum: Investing - Theory, News & General
Topic: 5-Year 3.05% APR Annuity - Worth Exploring?
Replies: 18
Views: 1508

Re: Can my computer hear me?

Maybe a case of Baader-Meinhof Phenomenon?
by pradador
Tue Apr 22, 2014 9:23 pm
 
Forum: Personal Consumer Issues
Topic: Can my computer hear me?
Replies: 54
Views: 9634

Re: Buenos Aires and Macchu Picchu?

Buenos Aires has some of the best ice cream I've ever had. Freddo was a popular place and Via Flaminia was my favorite.
by pradador
Mon Apr 21, 2014 9:07 pm
 
Forum: Personal Consumer Issues
Topic: Buenos Aires and Macchu Picchu?
Replies: 20
Views: 1842

Re: Why are total bond market funds so often recommended?

There's only a .6% yield difference between it and the Vanguard Intermediate Treasury fund, and since TBM is a bit riskier, you could compensate by holding slightly more stocks with the treasury fund. I made the switch to intermediate treasuries recently but find myself wanting to add corporates fr...
by pradador
Tue Apr 15, 2014 5:39 pm
 
Forum: Investing - Theory, News & General
Topic: Why are total bond market funds so often recommended?
Replies: 52
Views: 5307

Re: HTTPS [Request to implement HTTPS for this site]

Posts from the user detailing their plans to possibly leave their existing employer due to boredom, unhappiness, low pay, insufficient benefits, or a better job offer will be sent **in the clear** which could easily be logged by the company. Does the owner/administrators not realize that I could ge...
by pradador
Fri Apr 04, 2014 9:59 am
 
Forum: Forum Issues and Administration
Topic: HTTPS [Request to implement HTTPS for this site]
Replies: 52
Views: 7451

Re: HTTPS [Request to implement HTTPS for this site]

I'd like to see SSL support for the whole site as well.
by pradador
Fri Apr 04, 2014 9:47 am
 
Forum: Forum Issues and Administration
Topic: HTTPS [Request to implement HTTPS for this site]
Replies: 52
Views: 7451

Re: Which Bond Fund Best Represents The Bond Market?

From http://www.learnbonds.com/how-big-is-the-bond-market/ you can see what the U.S. bond market looks like. http://www.learnbonds.com/wp-content/uploads/outstanding-us-bond-market-size.png Even Total Bond Market funds don't represent the "total U.S. bond market". Here's VBILX breakdown: h...
by pradador
Wed Apr 02, 2014 3:57 pm
 
Forum: Investing - Help with Personal Investments
Topic: Which Bond Fund Best Represents The Bond Market?
Replies: 5
Views: 843

Re: Switching to Treasury Fund

Thanks for the info on the bid/ask spreads. It makes a convincing argument for SCHR.

nimo956 wrote:Are there any fees for buying and selling Treasuries directly? It's pretty easy to manage once you learn how to do it.


I like this idea as well but at my current portfolio value ETFs/Funds are more practical.
by pradador
Sun Mar 30, 2014 8:31 pm
 
Forum: Investing - Help with Personal Investments
Topic: Switching to Treasury Fund
Replies: 9
Views: 1209

Switching to Treasury Fund

I originally selected PIMCO Total Return as my bond fund because I was unsure about fixed income strategies. After much reading, I want to make the switch to Intermediate Treasuries as a core bond holding. My broker is currently Merrill Edge where my options are expensive no-fee funds, Vanguard Fund...
by pradador
Sun Mar 30, 2014 6:33 pm
 
Forum: Investing - Help with Personal Investments
Topic: Switching to Treasury Fund
Replies: 9
Views: 1209

Re: SCV: has the small or the value kinda fallen out of favo

Here's 10-year moving averages of the Mkt/SmB/HmL returns from the Fama-French research factors.

Image

Some matching sample returns for 2000-2010

Image
by pradador
Thu Mar 27, 2014 3:35 am
 
Forum: Investing - Theory, News & General
Topic: SCV: has the small or the value kinda fallen out of favor??
Replies: 28
Views: 2270

Re: RZV Regression [Guggenheim S&P SmallCap 600 Pure Value]

There's a lot of drift on the factor loadings if you look at 36-month rolling regressions. HmL shows a downtrend for the past few years while SmB has decreased as well.

Image
by pradador
Tue Mar 25, 2014 8:15 pm
 
Forum: Investing - Theory, News & General
Topic: RZV Regression [Guggenheim S&P SmallCap 600 Pure Value]
Replies: 20
Views: 1387

Re: Difference - Ttl Intl Stock Mrkt Indx & All Wrld ex-US i

All World ex-US tracks the FTSE All-World ex US Index while Total International Stock Market tracks the FTSE Global All Cap ex US Index . If you look at the fact sheets you can see that All-world specifically tracks Large and Mid caps while Global All Cap tracks large, mid, and small capitalization ...
by pradador
Sat Mar 15, 2014 5:04 pm
 
Forum: Investing - Help with Personal Investments
Topic: Difference - Ttl Intl Stock Mrkt Indx & All Wrld ex-US indx?
Replies: 3
Views: 405

Re: More Efficient Emergency Fund

There's a lot of prepaid debit cards out there now with an FDIC insured savings account that pays between 4-5% interest after fees on up to $5K. Mango Money, NetSpend, and PayPal Prepaid to name a few. It can be work to set up, but it seems to me like they are a good place to look before taking on m...
by pradador
Tue Mar 04, 2014 11:04 pm
 
Forum: Investing - Help with Personal Investments
Topic: More Efficient Emergency Fund
Replies: 28
Views: 2442

Re: You know you're a Boglehead when ...

When you fantasize about winning the mega-millions jackpot and come up with the perfect 3-fund portfolio for the 300 million payout.
by pradador
Tue Mar 04, 2014 12:11 am
 
Forum: Local Chapters and Bogleheads Community
Topic: You know you're a Boglehead when ...
Replies: 105
Views: 15811

Re: Betterment portfolio optimization

Sounds like Rick Ferri and Betterment have worked together before, see https://www.betterment.com/about/press/rick-ferri-whitepaper-index-fund-portfolio/ Also, sounds like he recommends them at https://www.betterment.com/about/newsroom/financial-advisors-who-protest-too-much-are-probably-overchargin...
by pradador
Tue Feb 25, 2014 6:17 pm
 
Forum: Investing - Theory, News & General
Topic: Betterment portfolio optimization
Replies: 65
Views: 5082

Re: ETF Muni bond allocation

Not sure what you mean by this , but a couple of thoughts. What you are after (a 6% return with monthly payments) might be achievable - at least in theory - with leveraged bond funds, preferred stocks, etc., but you are taking on substantial equity-like risk with principle. What you might consider ...
by pradador
Tue Feb 25, 2014 5:08 pm
 
Forum: Investing - Help with Personal Investments
Topic: ETF Muni bond allocation
Replies: 30
Views: 1702

Re: ETF Muni bond allocation

I apologize for my above post being so abrupt. As was stated above (and as I'm sure you know), bond yield is a way of pricing credit and or duration risk. So higher yields=higher risk. That said, and if you are against further annuitization, would it be possible to re-examine your attitude towards ...
by pradador
Mon Feb 24, 2014 11:25 pm
 
Forum: Investing - Help with Personal Investments
Topic: ETF Muni bond allocation
Replies: 30
Views: 1702

Re: Making a case for bonds (All About Asset Allocation)

Aaronh, you are looking for a silver bullet that doesn't exist. Add bonds only if you would prefer less volatility to maximum return. That is the one good reason to add bonds -- in my opinion, a good reason indeed. But there is no reason to expect higher returns from the addition of bonds. It could...
by pradador
Mon Feb 24, 2014 11:21 pm
 
Forum: Investing - Theory, News & General
Topic: Making a case for bonds (All About Asset Allocation)
Replies: 44
Views: 2856

Re: ETF Muni bond allocation

Don't have a good answer but I thought that this research paper by Vanguard might be relevant: Total-return investing: An enduring solution for low yields
by pradador
Sun Feb 23, 2014 12:50 pm
 
Forum: Investing - Help with Personal Investments
Topic: ETF Muni bond allocation
Replies: 30
Views: 1702

Re: Tools for developing PHP / MySQL-based data driven web s

I would recommend Zend Studio as an IDE. It is maintained by the developers of PHP and supports modern best practices. Symfony is my PHP framework of choice for any project and provides a great foundation.
by pradador
Fri Feb 21, 2014 12:54 pm
 
Forum: Personal Consumer Issues
Topic: Tools for developing PHP / MySQL-based data driven web site?
Replies: 74
Views: 6392

Re: Skip IRA for 1 year to buy engagement ring

2)What's the matter with 'Honey, we can buy a so-so ring for $1000 or a nice one for $5000. If we save the difference and get 6% return, in 40 years it will be worth $40000. That might mean being able to retire at 64 instead of 65. I'm wondering if an extra year of relatively youthful retirement to...
by pradador
Thu Feb 20, 2014 4:23 pm
 
Forum: Personal Finance (Not Investing)
Topic: Skip IRA for 1 year to buy engagement ring
Replies: 194
Views: 13062

Re: Maximum upside of bonds?

Oh, if only, if only, there were some kind of bond that was, I don't know, indexed for inflation or something like that. One could imagine a parallel universe in which there were, what could you call them? Real return bonds? Treasury inflation protected securities? I know what you'll say "Drea...
by pradador
Tue Feb 18, 2014 9:32 pm
 
Forum: Investing - Theory, News & General
Topic: Maximum upside of bonds?
Replies: 14
Views: 1301

Re: Maximum upside of bonds?

As a buy-and-hold investor, even if there are small departures in practice, the way I think about bonds is in terms of holding to maturity. To me, fluctuations in value are just a nuisance. To take advantage of an "upside" in bonds involves speculation. I don't even think of bonds as havi...
by pradador
Tue Feb 18, 2014 6:07 pm
 
Forum: Investing - Theory, News & General
Topic: Maximum upside of bonds?
Replies: 14
Views: 1301

Maximum upside of bonds?

Let's say I buy a $1,000 of 10 year treasuries at 2.75%. It will pay $27.50 every year for 10 years at which point I get my $1,000 back. Assuming I held the bond to maturity, my return would be $1,275 for a CAGR of 2.46%. If immediately after purchase the interest rate of 10 year bonds dropped to 0....
by pradador
Tue Feb 18, 2014 1:52 am
 
Forum: Investing - Theory, News & General
Topic: Maximum upside of bonds?
Replies: 14
Views: 1301

Re: Putting Your 401(k) on Autopilot

What kind of flaws do Target Date funds have?
by pradador
Sun Feb 16, 2014 1:55 pm
 
Forum: Investing - Theory, News & General
Topic: Putting Your 401(k) on Autopilot
Replies: 9
Views: 1182

Re: U.S. bond market composition vs TBM funds

abuss368 wrote:Rick Ferri had an excellent article on this very difference on his website. I want to say one or two years ago.


I think I found it at http://www.rickferri.com/blog/investmen ... nd-market/ Good food for thought.
by pradador
Fri Feb 14, 2014 4:39 pm
 
Forum: Investing - Theory, News & General
Topic: U.S. bond market composition vs TBM funds
Replies: 5
Views: 634

Re: Dumb question: where does the commission come from?

If I have $5,500 in my Roth, and buy $5400 in fund X, do I still have $100 cash in my Roth, or only $92.05 ($100-$7.95). The fee will be listed in your order page and you need enough cash in the account to cover the trade and the commission. Usually comes out from the same account. $7.95 sounds lik...
by pradador
Thu Feb 13, 2014 11:58 pm
 
Forum: Investing - Help with Personal Investments
Topic: Dumb question: where does the commission come from?
Replies: 10
Views: 865

Re: saving for a large purchase

I find Vanguard's Investment Philosophy belief #1 to be a good guide for deciding when to invest and when to save.

Vanguard wrote:Investing is for meeting long-term goals; saving is for meeting short-term goals.


At three years, the board would probably suggest CDs and savings accounts.
by pradador
Thu Feb 13, 2014 10:28 pm
 
Forum: Personal Finance (Not Investing)
Topic: saving for a large purchase
Replies: 2
Views: 578

U.S. bond market composition vs TBM funds

I'm learning a bit more about bond markets and I found a good breakdown of the U.S. bond markets at http://www.learnbonds.com/how-big-is-the-bond-market/ It's interesting to see how different the composition of your average Total Bond Market fund is to this. http://www.learnbonds.com/wp-content/uplo...
by pradador
Thu Feb 13, 2014 7:40 pm
 
Forum: Investing - Theory, News & General
Topic: U.S. bond market composition vs TBM funds
Replies: 5
Views: 634

Re: Vanguard snhowed in.

Call_Me_Op wrote:This may be the best advertisement for custodial diversification I have seen. What if a real natural disaster were to occur?


What about exchange diversification if the NYSE gets snowed in??
by pradador
Thu Feb 13, 2014 4:28 pm
 
Forum: Investing - Theory, News & General
Topic: Vanguard snowed in.
Replies: 31
Views: 3486

Re: Best small cap value fund for a taxable account.

Check out Altruist Financial Advisors recommendations for Tax Managed Small Cap Value. They have a good collection of suggestions. As for FundFactors.com data, U.S. factors are based on Fama-French core research factors from http://mba.tuck.dartmouth.edu/pages/faculty/ken.french/data_library.html. T...
by pradador
Wed Feb 12, 2014 12:56 am
 
Forum: Investing - Help with Personal Investments
Topic: Best small cap value fund for a taxable account.
Replies: 42
Views: 3847

Arbitrage of gold ETFs/CEFs?

Academically speaking, what are the risks involved in a market-neutral pair trade of GTU (Central GoldTrust CEF) and GLD (SPDR Gold Shares ETF)? GTU is currently trading at a -4.55% discount while GLD is trading at a -0.10% discount so I'm curious if anyone tries to arbitrage these discrepancies.
by pradador
Tue Feb 11, 2014 2:21 pm
 
Forum: Investing - Theory, News & General
Topic: Arbitrage of gold ETFs/CEFs?
Replies: 2
Views: 291

Better understanding of portfolio performance calculations?

I wanted to see if someone can help me understand better how to calculate and use a portfolio's performance using the True time-weighted rate of return method. For example, if you take a sample portfolio for the month of January 2014: Start End $ Start $ End Return Notes 12/31/2013 01/02/2014 $46,52...
by pradador
Mon Feb 10, 2014 10:54 pm
 
Forum: Investing - Help with Personal Investments
Topic: Better understanding of portfolio performance calculations?
Replies: 3
Views: 341

Re: How you slice bonds

I would like to replace the two actively managed mutual funds with index funds, but even after reading Ferri and Swedroe on the subject, I still don't feel confident that I know the tradeoffs of various fixed-income allocations. I felt like this as well and haven't made the cut from PIMCO Total Ret...
by pradador
Sun Feb 09, 2014 11:11 pm
 
Forum: Investing - Help with Personal Investments
Topic: How you slice bonds
Replies: 8
Views: 638

Re: Explaining RSP outperformance over SPY

Vanguard has a good research paper on the topic of alternative weighing called A review of alternative approaches to equity indexing. I believe they echo the other posters comments here and strongly recommend market-cap weighing as the best indexing strategy.
by pradador
Sun Feb 09, 2014 1:22 pm
 
Forum: Investing - Theory, News & General
Topic: Explaining RSP outperformance over SPY
Replies: 19
Views: 1199

Re: POLL: May leave VBS. Which brokerage(s) do you invest wi

I like Merrill Edge with their 30 free monthly Stock/ETF trades if you have $50K+ in assets with them.
by pradador
Sat Feb 08, 2014 7:32 pm
 
Forum: Investing - Help with Personal Investments
Topic: POLL: May leave VBS. Which brokerage(s) do you invest with?
Replies: 35
Views: 3252

Re: Explaining RSP outperformance over SPY

Here's their regressions since RSP's inception including the Momentum factor: Portfolio Loadings from 200307 to 2014-02 (or fund inception) Symbol Name Rm-Rf SMB HML Mom Alpha R2 RSP Guggenheim S&P 500 Equal Weight ETF 1.05 0.17 0.06 -0.14 0.76% 0.985 SPY SPDR S&P 500 ETF 0.98 -0.11 0.01 -0....
by pradador
Sat Feb 08, 2014 7:23 pm
 
Forum: Investing - Theory, News & General
Topic: Explaining RSP outperformance over SPY
Replies: 19
Views: 1199

Re: BoA Cash Rewards (1.5%+) Privileges VISA - worth a look?

When did it go to 50% bonus? I bank with B of A and have their 1-2-3 Visa rewards card; 1% all, 2% groceries, 3% gas, +10% when redeemed into B of A checking account (and why not, since I already bank with them?). But mine doesn't have an annual fee, and I'm only getting about $100-125/year in rewa...
by pradador
Thu Feb 06, 2014 9:58 am
 
Forum: Personal Finance (Not Investing)
Topic: BoA Cash Rewards (1.5%+) Privileges VISA - worth a look?
Replies: 14
Views: 1401

Re: Financial Advisor - This good so far?

My outside opinion is that your advisor will be handling these assets very differently than most people here would do if the trust were ours. However, I think it is going to be almost impossible for you to try to second guess her approach and particularly to do that in the face of in-laws who are h...
by pradador
Thu Feb 06, 2014 2:22 am
 
Forum: Personal Finance (Not Investing)
Topic: Financial Advisor - This good so far?
Replies: 46
Views: 2792

Re: Financial Advisor - This good so far?

Like others have said, more info would help the board help you. dbr's post has great information so you should follow that first. The links below can help you decipher the funds in question after that. The portfolio looks like a 20/80 Stock-Bond split which is more bonds than a typical portfolio you...
by pradador
Wed Feb 05, 2014 8:32 pm
 
Forum: Personal Finance (Not Investing)
Topic: Financial Advisor - This good so far?
Replies: 46
Views: 2792

Re: BoA Cash Rewards (1.5%+) Privileges VISA - worth a look?

They'll waive the annual fee if you're a Platinum Privileges member by having at least $50,000 in either BoA banking or Merrill Edge investment accounts. You can think of it as a 4.5% gas cash-back, 3% groceries, 1.5% everything else with the 50% bonus for redeeming into a BoA account. They'll also ...
by pradador
Wed Feb 05, 2014 1:37 am
 
Forum: Personal Finance (Not Investing)
Topic: BoA Cash Rewards (1.5%+) Privileges VISA - worth a look?
Replies: 14
Views: 1401

Re: Schwab International ETF Help

SCHE is large cap right? I wanted to add some smaller cap to emerging markets so plan to add DGS. I considered EWX too. Maybe large cap is all that is necessary for emerging markets but I'd rather cover more of the total market. IEMG from iShares might be a good reference for market cap weighting E...
by pradador
Tue Feb 04, 2014 12:44 am
 
Forum: Investing - Help with Personal Investments
Topic: Schwab International ETF Help
Replies: 9
Views: 1058

Re: Ally vs Amex Savings Account

I've used both before and now only use Ally. I prefer their ACH capabilities over Amex's. I also find it useful to open up a checking account alongside the savings accounts to facilitate moving money in and out of the bank which Ally provides. Trying to make transfers strictly with savings accounts ...
by pradador
Mon Feb 03, 2014 10:57 pm
 
Forum: Personal Finance (Not Investing)
Topic: Ally vs Amex Savings Account
Replies: 10
Views: 1849
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