Search found 408 matches

by Always passive
Sat Oct 26, 2019 1:13 am
Forum: Investing - Theory, News & General
Topic: My trend following strategy and experience
Replies: 974
Views: 76996

Re: My trend following strategy and experience

Hi WILLTHRILL81: To ask my question, let me quote from your original post "this system calls me to own stocks unless both (1) the U.S. unemployment rate (UER) is above its 12 month moving average and (2) all available stock indexes have had lower performance than that of bond indexes over the prior ...
by Always passive
Tue Oct 22, 2019 8:24 am
Forum: Investing - Theory, News & General
Topic: My trend following strategy and experience
Replies: 974
Views: 76996

Re: My trend following strategy and experience

Question: why do you use moving average and not momentum on 7 month (or other period) return, like the dual momentum strategy
by Always passive
Sat Sep 28, 2019 12:12 am
Forum: Personal Consumer Issues
Topic: Quicken Subscription Renewal
Replies: 31
Views: 2132

Re: Quicken Subscription Renewal

Next month my subscription ends. My plan is to do all the entries by hand once a month (I have been doing that for most of them for a while). I understand that I will continue to be able to do that. Is that correct? But will you get a nag? I have 2015 and every five starts and shutdowns get several...
by Always passive
Fri Sep 27, 2019 1:19 am
Forum: Personal Consumer Issues
Topic: Quicken Subscription Renewal
Replies: 31
Views: 2132

Re: Quicken Subscription Renewal

I hate subscriptions! But it makes sense in Quicken's environment. Quicken is really a 2-part product: 1. A desktop application 2. A back-end server that handles interactions with financial institutions (e.g. downloading bank, credit card, investment transactions). People keep saying that should no...
by Always passive
Thu Sep 26, 2019 12:27 pm
Forum: Personal Consumer Issues
Topic: Quicken Subscription Renewal
Replies: 31
Views: 2132

Re: Quicken Subscription Renewal

Next month my subscription ends. My plan is to do all the entries by hand once a month (I have been doing that for most of them for a while). I understand that I will continue to be able to do that. Is that correct?
by Always passive
Sun Sep 15, 2019 6:32 am
Forum: Investing - Theory, News & General
Topic: The best portfolios when the going gets rough
Replies: 72
Views: 6713

Re: The best portfolios when the going gets rough

It's always good to know the sources of these blogs, especially financial blogs. Here's the author of this one: https://portfoliocharts.com/about/ Good one. Author is a Mechanical Engineer. Always know the source. . . . On the other hand, William Bernstein was also a neurologist, although his finan...
by Always passive
Fri Sep 13, 2019 11:24 am
Forum: Investing - Theory, News & General
Topic: My trend following strategy and experience
Replies: 974
Views: 76996

Re: My trend following strategy and experience

BlueEars wrote:
Wed Sep 11, 2019 2:15 pm
I will check out the MSCI data when I get back to the US.. Thanks.
If you do not find the data (you can download it to Excel), write to me privately and I will help you find it.
by Always passive
Wed Sep 11, 2019 11:44 am
Forum: Investing - Theory, News & General
Topic: My trend following strategy and experience
Replies: 974
Views: 76996

Re: My trend following strategy and experience

Has anyone considered using low volatility funds/ETFs with trend following? You certainly could. Trend following has been found to have favorable results across a wide range of asset classes, including stocks, bonds, commodities, etc. across time and geography. Is there enough long term data to che...
by Always passive
Wed Sep 11, 2019 2:28 am
Forum: Investing - Theory, News & General
Topic: My trend following strategy and experience
Replies: 974
Views: 76996

Re: My trend following strategy and experience

Has anyone considered using low volatility funds/ETFs with trend following?
by Always passive
Mon Sep 09, 2019 1:10 am
Forum: Investing - Theory, News & General
Topic: My trend following strategy and experience
Replies: 974
Views: 76996

Re: My trend following strategy and experience

I think that you all are thinking about this like this government information is perfect, which we all know it is not. Thus if I were to use it plus absolute momentum (I use 1 year average return vs present return) or 200 day average on price, etc., I would just pick something that makes sense to me...
by Always passive
Thu Aug 29, 2019 2:56 pm
Forum: Investing - Theory, News & General
Topic: My trend following strategy and experience
Replies: 974
Views: 76996

Re: My trend following strategy and experience

Busdrvr wrote:
Thu Aug 29, 2019 10:40 am
David Steins latest MFTROU podcast is devoted to Momentum and Trend Following.
Can you provide a link?
by Always passive
Tue Aug 27, 2019 2:55 pm
Forum: Personal Investments
Topic: Does anyone use TIPS mutual funds for 100% of their LMP allocation?
Replies: 61
Views: 3629

Re: Does anyone use TIPS mutual funds for 100% of their LMP allocation?

Did not notice. However, his ideas are as valid today.
by Always passive
Tue Aug 27, 2019 9:34 am
Forum: Personal Investments
Topic: Does anyone use TIPS mutual funds for 100% of their LMP allocation?
Replies: 61
Views: 3629

Re: Does anyone use TIPS mutual funds for 100% of their LMP allocation?

The last post seems to me to be right on, specially now that the long term TIPs real yield is so incredibly low. I am in retirement and already have a 10 year TIPs ladder, but at the end of this year when I need to buy the next TIPs to continue keeping a 10 year ladder, I will carefully consider the...
by Always passive
Mon Aug 26, 2019 11:41 pm
Forum: Personal Consumer Issues
Topic: A bike tour from Bolzano to Vienna (update: photos added)
Replies: 17
Views: 1601

Re: A bike tour from Bolzano to Vienna

I love your experience. Every summer I do a week biking in Europe. A few years ago I did Bolzano to Venice and then the following year Venice to Porec (Croatia) with Girolibero. They provide self-guided packages.This summer I did the south of Holland, easy but very beautiful. Next year I plan to do ...
by Always passive
Sun Aug 25, 2019 5:23 am
Forum: Personal Investments
Topic: Does anyone use TIPS mutual funds for 100% of their LMP allocation?
Replies: 61
Views: 3629

Re: Does anyone use TIPS mutual funds for 100% of their LMP allocation?

I am retired and keep a 10 year TIPs ladder. Every year as the first TIPS bond expires (which I use for the year's expenses), I buy a new 10 Year TIPs. I have now a big dilemma, TIPS are so unattractive (30 year TIPs real yield = 0.5%). And I do not know what to do? Ignore the problem and buy the 10...
by Always passive
Sat Aug 24, 2019 1:08 am
Forum: Non-US Investing
Topic: Strategy to move US-based funds to Ireland from a country with capital gains tax
Replies: 8
Views: 776

Re: Strategy to move US-based funds to Ireland from a country with capital gains tax

In order to answer the question, you need to understand the potential tax agreement between your country of residence and the US and with Ireland, if any.
by Always passive
Thu Aug 22, 2019 2:02 pm
Forum: Personal Investments
Topic: Anyone else more aggressive in retirement than required?
Replies: 52
Views: 4553

Re: Anyone else more aggressive in retirement than required?

Retired 20 years ago, current age 75 with COLA pension enough for my needs. 100% stocks portfolio that I plan to retain to my grave. I give away to my potential heirs 3.5% of my portfolio each year. If you can withstand the stomach churns as the market tanks, and have enough NW, I see no special re...
by Always passive
Wed Aug 21, 2019 11:54 pm
Forum: Investing - Theory, News & General
Topic: Vanguard's "Bogle Site" gone, but most material available at johncbogle.com
Replies: 59
Views: 12064

Re: Vanguard's "Bogle Site" gone? Hopefully just a glitch.

No disrespect to Mr. Bogle, RIP, I would also add that investing, mainly based on academic studies, has changed. Bogle's investing philosophy may be the cornerstone of this forum, but not any longer the only concept. As an example, I have been following Swedroe for a long time, read his books, and l...
by Always passive
Wed Aug 21, 2019 11:49 am
Forum: Investing - Theory, News & General
Topic: Is Vanguard BROKEN? Will they fix it?
Replies: 9
Views: 2133

Re: Is Vanguard BROKEN? Will they fix it?

Try Fidelity. Been with them 30 years. Never a single problem
by Always passive
Mon Aug 19, 2019 11:06 pm
Forum: Investing - Theory, News & General
Topic: 60/40 VS 30/70 "Center Of Gravity"@@ Allocation for Retirees ??? Bernstein VS Ferri ?? -- What Would You Do?
Replies: 189
Views: 20406

Re: 60/40 VS 30/70 "Center Of Gravity"@@ Allocation for Retirees ??? Bernstein VS Ferri ?? -- What Would You Do?

Here’s one way to look at the issue. Larry Swedroe has taught this. Stocks have an SD of about 20% and bonds an SD of about 5%. A 60/40 portfolio would have (60X20)/(60X20)+(40X5)= 86% of its risk wrapped up in equities. In fact, for most TSM Bogleheads, that 86% is wrapped up in a single factor, m...
by Always passive
Sun Aug 18, 2019 11:40 pm
Forum: Investing - Theory, News & General
Topic: Come over to the Liability Matchng portfolio side: the water is fine
Replies: 170
Views: 11829

Re: Come over to the Liability Matchng portfolio side: the water is fine

OP, I call ours a “quasi” LMP, but I think it’s close enough. To me, the greatest benefit is that I no longer obsess, or even think about, how much we have in our risk portfolio. I don’t know the ratio between safe and risk. I don’t care. We have enough. All new money goes to either our expenses or...
by Always passive
Fri Aug 16, 2019 12:17 pm
Forum: Investing - Theory, News & General
Topic: My trend following strategy and experience
Replies: 974
Views: 76996

Re: My trend following strategy and experience

The present 'under-performance' of equity index trend following is not unusual - the double home runs of the 2000s are the outlier; https://movement.capital/getting-real-about-trend-following-returns There are at least 2 forms of trend following. One is based strictly on price behavior like a movin...
by Always passive
Thu Aug 15, 2019 7:40 am
Forum: Non-US Investing
Topic: Schwab - U.S. ETFs and ETNs restrictions as of September 19
Replies: 36
Views: 3893

Re: Schwab - U.S. ETFs and ETNs restrictions as of September 19

Thank you for the info. First American expats were not allow to buy US mutual funds. Now I read that because of E.U. rules, the ETFs are out if you live in an European country. So what is left, returning home or renouncing the US citizenship? Does it make sense? I do not live in Europe, so I am not ...
by Always passive
Thu Aug 15, 2019 7:04 am
Forum: Non-US Investing
Topic: Schwab - U.S. ETFs and ETNs restrictions as of September 19
Replies: 36
Views: 3893

Re: Schwab - U.S. ETFs and ETNs restrictions as of September 19

Are ETFs mutual funds? No, they are two different investment vehicles. The end result is similar (a fund that invests in underlying holdings), but they are structured differently. This article on the BH wiki might be helpful in understanding the two. https://www.bogleheads.org/wiki/ETFs_vs_mutual_f...
by Always passive
Wed Aug 14, 2019 11:25 pm
Forum: Non-US Investing
Topic: Schwab - U.S. ETFs and ETNs restrictions as of September 19
Replies: 36
Views: 3893

Re: Schwab - U.S. ETFs and ETNs restrictions as of September 19

Following the about question, but for US citizens living overseas, would Schwab (or for that matter other broker) allow you to buy ETFs domiciled in Ireland? And if yes, does anyone know if there are unique US tax implications to worry about?
If no issue, this could be a way to replace the US ETFs.
by Always passive
Mon Jul 29, 2019 1:37 pm
Forum: Investing - Theory, News & General
Topic: Recession indicators
Replies: 2
Views: 697

Recession indicators

NYT on recession indicators. Even if one does not believe that economists are able to predict recession, it is worth reading it. https://www.nytimes.com/2019/07/28/business/economy/economy-recession.html?em_pos=large&ref=headline&te=1&nl=your-money&emc=edit_my_20190729?campaign_id=12&instance_id=112...
by Always passive
Fri Jul 26, 2019 11:23 pm
Forum: Personal Investments
Topic: Irish domiciled ETFs
Replies: 4
Views: 372

Re: Irish domiciled ETFs

Thank you, the justetf.com website is very useful.
by Always passive
Fri Jul 26, 2019 12:28 pm
Forum: Personal Investments
Topic: Irish domiciled ETFs
Replies: 4
Views: 372

Irish domiciled ETFs

I am trying to access a complete list of all the Irish domiciled ETFs. Can anyone help?
by Always passive
Tue Jul 23, 2019 3:44 pm
Forum: Personal Investments
Topic: Irish Domiciled Developed World ex US
Replies: 1
Views: 228

Irish Domiciled Developed World ex US

Does any one know of an ETF domiciled in Ireland that invests in the Developed World ex US Low Volatility in US $?
In Ireland, iShares offers a US Low Volatility ETF and an Emerging Markets Low Volatility ETF.
Thank you for your help
by Always passive
Tue Jul 16, 2019 3:00 pm
Forum: Investing - Theory, News & General
Topic: My trend following strategy and experience
Replies: 974
Views: 76996

Re: My trend following strategy and experience

New article on the method here posted on Allocate Smartly https://allocatesmartly.com/philosophical-economics-growth-trend-timing-redux/ Thanks for the link. They agree with me regarding the main strength of the strategy. Like most trend-following strategies, the strength of GTT hasn’t been in gene...
by Always passive
Tue Jul 16, 2019 2:11 am
Forum: Personal Investments
Topic: Switching from passive to active management
Replies: 106
Views: 9243

Re: Switching from passive to active management

As I’m considering the switch from my passive investments at Vanguard to active management at a multi-family office, I see myself contemplating much riskier portfolios than what I currently have. It seems like I’m willing to be a lot more aggressive with active management, presumably because the ma...
by Always passive
Mon Jul 15, 2019 2:58 pm
Forum: Personal Investments
Topic: Interest Adjustment on my TIPs - What is this?
Replies: 3
Views: 461

Interest Adjustment on my TIPs - What is this?

This 15 of July the following appeared in my Fidelity IRA account for all my individual TIPs (this is just an example on my 2026 TIP)
FEE OR INTEREST ADJ UNITED STATES TREAS NTS 0.62500% 01/15/2026 TIPS -$150

Can someone help me understand this issue?
by Always passive
Wed Jul 03, 2019 1:07 pm
Forum: Investing - Theory, News & General
Topic: My trend following strategy and experience
Replies: 974
Views: 76996

Re: My trend following strategy and experience

Willthrill81 I was hoping to find someone here who was doing this as I just discovered Meb Fabers’ white paper titled “A quantitative approach to tactical asset allocation” from 2006 with recent updates. After going through it several times I am strongly considering employing that approach which, f...
by Always passive
Wed Jul 03, 2019 12:17 am
Forum: Investing - Theory, News & General
Topic: My trend following strategy and experience
Replies: 974
Views: 76996

Re: My trend following strategy and experience

Using my approach, there would have been several periods where EM would have done very well. These include Oct., 2003, to May, 2004 (17% return), Dec., 2004, to Aug. 2006 (52% return), Jan., 2007, to Jan., 2008 (24% return), and Jun., 2009, to Dec., 2009 (28% return). The way I do this is to compar...
by Always passive
Mon Jul 01, 2019 2:44 am
Forum: Personal Consumer Issues
Topic: How to insure a vacation Tesla in Scotland
Replies: 4
Views: 615

Re: How to insure a vacation Tesla in Scotland

My usual thing with renting cars is to use a credit card that offers insurance and decline whatever is offered. However, my wife has booked a Scotland vacation which includes a Tesla Model S. I think this might fall into the "exotic cars" category of uncovered cars on my credit card. I would like t...
by Always passive
Mon Jul 01, 2019 2:06 am
Forum: Investing - Theory, News & General
Topic: My trend following strategy and experience
Replies: 974
Views: 76996

Re: My trend following strategy and experience

1950-2018, Antonacci claimed 15.8% compound return for his simple GEM system with a max drawdown of 17.8%. ReSolve Asset Management did moreorless confirm this in their paper on GEM. This link has the annual returns vs the benchmark (45% US, 28% ex-US, 27% Agg bonds). http://www.optimalmomentum.com...
by Always passive
Sun Jun 30, 2019 12:59 am
Forum: Investing - Theory, News & General
Topic: My trend following strategy and experience
Replies: 974
Views: 76996

Re: My trend following strategy and experience

willthrill81 wrote:
Sat Jun 29, 2019 9:57 pm
I have updated the OP with my YTD performance and trades.
Where can I find them?
by Always passive
Sun Jun 30, 2019 12:16 am
Forum: Investing - Theory, News & General
Topic: My trend following strategy and experience
Replies: 974
Views: 76996

Re: My trend following strategy and experience

Question for Will: What is the shortest period you would use to look at the results of your portfolio strategy? I don't really know the right answer to this and maybe there is no right answer. We might have backtest results for say 80 years for some parts of a strategy but some asset classes (like ...
by Always passive
Sat Jun 29, 2019 1:11 pm
Forum: Investing - Theory, News & General
Topic: My trend following strategy and experience
Replies: 974
Views: 76996

Re: My trend following strategy and experience

Alpha Architects use a combination of two signals to go out of stocks, absolute momentum and moving average. If both of them signal to leave the market, they do; however, if only one of them do, they only cash 50% of the assets. Have you looked at this strategy and if yes, why do you not use it? It...
by Always passive
Fri Jun 28, 2019 3:37 pm
Forum: Investing - Theory, News & General
Topic: My trend following strategy and experience
Replies: 974
Views: 76996

Re: My trend following strategy and experience

Alpha Architects use a combination of two signals to go out of stocks, absolute momentum and moving average. If both of them signal to leave the market, they do; however, if only one of them do, they only cash 50% of the assets.
Have you looked at this strategy and if yes, why do you not use it?
by Always passive
Thu Jun 27, 2019 11:03 am
Forum: Investing - Theory, News & General
Topic: A 100-Year Austrian Bond at 1.2%.
Replies: 11
Views: 1478

Re: A 100-Year Austrian Bond at 1.2%.

ohai wrote:
Thu Jun 27, 2019 10:59 am
I guess people who don't want 10y bonds yielding 0%. Interest rates are relative, not absolute. Your money has to be doing something.
BTW the US 10y bond is yielding a bit over 2%. Why go so very long?
by Always passive
Thu Jun 27, 2019 10:54 am
Forum: Investing - Theory, News & General
Topic: A 100-Year Austrian Bond at 1.2%.
Replies: 11
Views: 1478

A 100-Year Austrian Bond at 1.2%.

A few days back I read the following in Bloomberg
https://www.bloomberg.com/opinion/artic ... ss-is-this

Then this morning I read that Israel will isssue a 50-Year bond at 2%.

Does all this make sense? Who buys such a bond?
by Always passive
Sat Jun 22, 2019 10:49 pm
Forum: Investing - Theory, News & General
Topic: Larry Swedroe: The Curse Of Popularity
Replies: 29
Views: 3593

Re: Larry Swedroe: The Curse Of Popularity

Thank you Larry. Now it is a matter of finding the proper funds in the sea of options that together accomplish the task. I know that in the back of your book there is a list of recommendations, but since its publication, this area has seen enormous growth. Unfortunately I live overseas, thus I am li...
by Always passive
Sat Jun 22, 2019 12:18 pm
Forum: Investing - Theory, News & General
Topic: Larry Swedroe: The Curse Of Popularity
Replies: 29
Views: 3593

Re: Larry Swedroe: The Curse Of Popularity

Thank you Dave. Very helpful.
by Always passive
Sat Jun 22, 2019 10:39 am
Forum: Investing - Theory, News & General
Topic: Larry Swedroe: The Curse Of Popularity
Replies: 29
Views: 3593

Re: Larry Swedroe: The Curse Of Popularity

alwayspassive Thought experiment to consider. So you believe markets are efficient. If that is true you should also believe that all risk asset should have similar risk adjusted returns. So small and value stocks should have similar risk adjusted returns as large stocks. And all risk assets must go...
by Always passive
Fri Jun 21, 2019 11:18 pm
Forum: Investing - Theory, News & General
Topic: Larry Swedroe: The Curse Of Popularity
Replies: 29
Views: 3593

Re: Larry Swedroe: The Curse Of Popularity

Excellent article. My bottom line is hold the Total Market , unless you think that you can time the popularity regimes. Am I wrong? That’s not my takeaway. No market timing required to take advantage of the information. Many of the risk factors and behavioral characteristics can be used to passivel...
by Always passive
Fri Jun 21, 2019 9:19 am
Forum: Investing - Theory, News & General
Topic: Larry Swedroe: The Curse Of Popularity
Replies: 29
Views: 3593

Re: Larry Swedroe: The Curse Of Popularity

Excellent article. My bottom line is hold the Total Market , unless you think that you can time the popularity regimes. Am I wrong? That’s not my takeaway. No market timing required to take advantage of the information. Many of the risk factors and behavioral characteristics can be used to passivel...