Search found 5 matches

by inatangle
Wed Oct 02, 2019 12:03 am
Forum: Investing - Theory, News & General
Topic: HEDGEFUNDIE's excellent adventure Part II: The next journey
Replies: 6410
Views: 592927

Re: HEDGEFUNDIE's excellent adventure Part II: The next journey

Just received an email from Interactive Brokers about an upcoming webinar on "Introduction to Leveraged & Inversed ETFs: How do they work? Are these a suitable short-term trading option for you?" It's being sponsored by Direxion - relevant here because of the TMF holding recommendation. https://regi...
by inatangle
Tue Aug 27, 2019 11:08 pm
Forum: Investing - Theory, News & General
Topic: HEDGEFUNDIE's excellent adventure Part II: The next journey
Replies: 6410
Views: 592927

Re: HEDGEFUNDIE's excellent adventure Part II: The next journey

I've done a fair bit of fooling around with different trading strategies in the few years that I've been trading. Whilst I've managed to extract some great theoretical returns from timed strategies, I'm wary of them because they presume that future events will play out the same as they have in the p...
by inatangle
Tue Aug 13, 2019 11:25 pm
Forum: Investing - Theory, News & General
Topic: HEDGEFUNDIE's excellent adventure Part II: The next journey
Replies: 6410
Views: 592927

Re: HEDGEFUNDIE's excellent adventure [risk parity strategy using 3x leveraged ETFs]

... All bull markets die a painful death via bear mauling. As such, we'll all be taking a bath even if only on paper. Oh right, well that's a given. The way I read the original strategy is that an investor takes $100k puts it into the proposed portfolio. The risk with that strategy is buying at ATH...
by inatangle
Tue Aug 13, 2019 10:42 pm
Forum: Investing - Theory, News & General
Topic: HEDGEFUNDIE's excellent adventure Part II: The next journey
Replies: 6410
Views: 592927

Re: HEDGEFUNDIE's excellent adventure [risk parity strategy using 3x leveraged ETFs]

I've been in this for about a week or so now. 30K total split 3 ways between 1 - OP Strategy - changing it to 55/45 UPRO/TMF so I can stay with the base strategy; Quarterly rebalance 2 - 20 Day Risk Parity lookback; Monthly rebalance 3 - 20% Volatility lookback over 20 days (weighting recent days h...
by inatangle
Mon Aug 05, 2019 5:36 pm
Forum: Investing - Theory, News & General
Topic: HEDGEFUNDIE's excellent adventure [risk parity strategy using 3x leveraged ETFs]
Replies: 3353
Views: 432889

Re: HEDGEFUNDIE's excellent adventure [risk parity strategy using 3x leveraged ETFs]

Thanks for posting this strategy HedgeFundie :) It was the good blokes over at Reddit who first brought it to my attention. This strategy is something I've always wanted to implement, but without the time and resources to evaluate every product out there, I'd shelved it until now. I'm only a couple ...