Search found 244 matches

by RayKeynes
Sun Oct 04, 2020 12:19 pm
Forum: Investing - Theory, News & General
Topic: Increase in Margin Reqs - IB
Replies: 26
Views: 2206

Re: Increase in Margin Reqs - IB

Hahaha - what noobs :oops: But I'm glad that the margin requirements won't affect my portfolio then.

Are Leveraged ETFs (e.g. SSO/UPRO) also considered "stocks"? For example, SSO has a maintenance margin of 50.0% and UPRO of 75.0%, should be enough, shouldnt it?
by RayKeynes
Thu Oct 01, 2020 4:17 am
Forum: Investing - Theory, News & General
Topic: Protection against Flash Crashes when using Margin
Replies: 35
Views: 2146

Re: Protection against Flash Crashes when using Margin

Is anyone of you guys a margin expert? I am trying to simulate a possible flash crash (immediate downfall) with my investment figures. As far as I know: 1. the maintenance margin is being calculated on an ongoing basis by multiplying the market value of each financial instrument with its margin requ...
by RayKeynes
Wed Sep 30, 2020 1:09 pm
Forum: Investing - Theory, News & General
Topic: Protection against Flash Crashes when using Margin
Replies: 35
Views: 2146

Re: Protection against Flash Crashes when using Margin

My personal opinion is that the odds of IB liquidating your VTI at 0.13 and that the trade would not be canceled are the same as zero. that sounds good to me. But let's say the overall market crashes by 15% (SP500) in the flash crash and VTI trades at -35%. I wonder how big the "volume" is at -35% ...
by RayKeynes
Wed Sep 30, 2020 9:57 am
Forum: Investing - Theory, News & General
Topic: Protection against Flash Crashes when using Margin
Replies: 35
Views: 2146

Protection against Flash Crashes when using Margin

Dear all, I have, thanks God, not experienced the 2010 and 2015 flash crashes. During the 2010 flash crash, VTI has traded for 13 cents for some seconds and traded with -35% for maybe 5-10 minutes. When using margin with Interactive Brokers (they are liquidating automatically) - how can you protect ...
by RayKeynes
Thu Sep 24, 2020 1:43 am
Forum: Investing - Theory, News & General
Topic: Increase in Margin Reqs - IB
Replies: 26
Views: 2206

Re: Increase in Margin Reqs - IB

Consequently, to protect IBKR and its customers, IBKR will increase margin requirements by as much as 35% above normal margin requirements leading up to the November U.S. election. To illustrate, consider a Reg. T margin account with stock XYZ having an Initial Margin requirement of 50% and a Maint...
by RayKeynes
Tue Sep 22, 2020 1:50 am
Forum: Investing - Theory, News & General
Topic: U.S. stocks in free fall
Replies: 20317
Views: 2776941

Re: U.S. stocks in free fall

newyorker wrote: Tue Sep 22, 2020 1:15 am Anyone care to guess the bottom of this dip (yeah i know bogleheads taboo... but still)
anything from 3'000 to 3'230 (which we already hit).
by RayKeynes
Mon Sep 21, 2020 10:47 am
Forum: Investing - Theory, News & General
Topic: U.S. stocks in free fall
Replies: 20317
Views: 2776941

Re: U.S. stocks in free fall

I have convinced stef to sell 1 QQQ - we are safe. Market goes directly to 4'000 now in S&P 500. Relax.
by RayKeynes
Wed Sep 16, 2020 4:21 pm
Forum: Investing - Theory, News & General
Topic: U.S. stocks continue to soar!
Replies: 9368
Views: 747078

Re: U.S. stocks continue to soar!

Its just the market being bipolar as usual
by RayKeynes
Sun Sep 06, 2020 8:17 am
Forum: Investing - Theory, News & General
Topic: Leaving your job: quitting for good vs sabbatical leave
Replies: 46
Views: 3703

Re: Leaving your job: quitting for good vs sabbatical leave

Id probably work part time after the sabbatical. Until you have a clear view about how going forward, just extend the sabbatical..
After, consider working part time.
Life can also be boring without work
by RayKeynes
Sat Sep 05, 2020 5:40 am
Forum: Investing - Theory, News & General
Topic: What to do with significant index changes, e.g., S&P 500 adding Tesla
Replies: 200
Views: 17445

Re: What to do with significant index changes, e.g., S&P 500 adding Tesla

What is the reason for the non-inclusion? Anyone familiar with the causes? Just curious. Tesla is not being added to SP500 likely because 1. Likely stock manipulation including SoftBank 2. Financial gymnastics done to get to 4 quarters of profitability. (Pooling of ZEV credits, not paying rent & ac...
by RayKeynes
Sat Sep 05, 2020 3:31 am
Forum: Investing - Theory, News & General
Topic: What to do with significant index changes, e.g., S&P 500 adding Tesla
Replies: 200
Views: 17445

Re: What to do with significant index changes, e.g., S&P 500 adding Tesla

What is the reason for the non-inclusion? Anyone familiar with the causes?

Just curious.
by RayKeynes
Thu Sep 03, 2020 3:31 pm
Forum: Investing - Theory, News & General
Topic: U.S. stocks in free fall
Replies: 20317
Views: 2776941

Re: U.S. stocks in free fall

Kookaburra wrote: Thu Sep 03, 2020 3:26 pm I’d be interested to know where all the sellers today are parking their proceeds. Gonna sit in 0%-yielding cash? Or 1% bonds? It’s only a matter of time before they want back in and the market shoots back up.
They buy stuff
by RayKeynes
Thu Sep 03, 2020 6:03 am
Forum: Investing - Theory, News & General
Topic: U.S. stocks continue to soar!
Replies: 9368
Views: 747078

Re: U.S. stocks continue to soar!

Good that I have bought 15 put options contracts yesterday in SPY maturing on Friday. :sharebeer
Reduced my leveraged holdings (UPRO) to 0 yesterday.

I will releverage once SMA230-deviation to GSPC is below 12%. Currently sitting @ 14.0%
by RayKeynes
Wed Aug 26, 2020 2:14 pm
Forum: Investing - Theory, News & General
Topic: U.S. stocks continue to soar!
Replies: 9368
Views: 747078

Re: U.S. stocks continue to soar!

I guess welcome back to 1999. Lets ride that Rollercoaster
by RayKeynes
Mon Aug 24, 2020 2:00 am
Forum: Investing - Theory, News & General
Topic: Interactive Brokers (Best Kept Secret)
Replies: 294
Views: 73138

Re: Interactive Brokers (Best Kept Secret)

I am currently using the following in my IB account: Asset Leverage (USD): 139.8% (defined maximum: 150%) Asset Leverage (Swiss Francs - home currency): 130% (defined maximum: 130% - I plean decreasing it to 125%) Return Leverage: 155% (planned between 140% - 300%, as I will not rebalance the levera...
by RayKeynes
Mon Aug 24, 2020 1:45 am
Forum: Investing - Theory, News & General
Topic: Biggest regrets and advice for newbies.
Replies: 59
Views: 8070

Re: Biggest regrets and advice for newbies.

no real regrets. mistakes are the costs to drive a lesson home in your head. as long as you learn from them you'll be alright :sharebeer list of mistakes or as i call it, lessons -dont buy and hold 3x leverage ETFs I don't necessarily agree with that mistake. It may be a lesson - but it should not ...
by RayKeynes
Tue Aug 11, 2020 2:49 pm
Forum: Investing - Theory, News & General
Topic: U.S. stocks continue to soar!
Replies: 9368
Views: 747078

Re: U.S. stocks continue to soar!

Reason For the sudden Drop? Just curious.
by RayKeynes
Tue Aug 11, 2020 1:09 am
Forum: Investing - Theory, News & General
Topic: Lifecycle Investing - Leveraging when young
Replies: 1074
Views: 105631

Re: Lifecycle Investing - Leveraging when young

I am interested in getting feedback to my leverage strategy explained below: That strategy has nothing to do with lifecycle investing. If you want to incorporate lifecycle investing in your strategy, you can calculate the samuelson share as usual: samuelson share = r / (γ * σ ^ 2) To my extent, I f...
by RayKeynes
Mon Aug 10, 2020 5:13 am
Forum: Investing - Theory, News & General
Topic: Lifecycle Investing - Leveraging when young
Replies: 1074
Views: 105631

Re: Lifecycle Investing - Leveraging when young

I am interested in getting feedback to my leverage strategy explained below: I'd like to present my current leverage strategy that I'm driving: https://abload.de/thumb/marginibkr9gked.jpg Simple Moving Average as Leverage Safety Line - As you can see, my portfolio does currenty have an Asset Leverag...
by RayKeynes
Fri Aug 07, 2020 4:20 pm
Forum: Investing - Theory, News & General
Topic: Leveraged SMA200 Strategy Back-tested 1929 - 2019
Replies: 91
Views: 7048

Re: Leveraged SMA200 Strategy Back-tested 1929 - 2019

I am interested in it. If I understand it correctly, I do a SMA (Simple Moving Average) of 250 days and if UPRO price is above it I buy 100% but below I sell and hold cash until it goes over the indicator. So, for today Aug7,2020. The SMA of UPRO is 53.01. UPRO is 55.72. I buy UPRO. If it goes belo...
by RayKeynes
Thu Aug 06, 2020 12:02 pm
Forum: Investing - Theory, News & General
Topic: Leverage Success Stories
Replies: 73
Views: 11521

Re: Leverage Success Stories

I cannot say that my story is a "success", as I've started investing in late 2019 - still quite young. However - I think if one manages the risks of leverage - one can achieve superior returns. I'd like to present my current leverage strategy that I'm driving: https://abload.de/thumb/marginibkr9gked...
by RayKeynes
Wed Aug 05, 2020 12:21 am
Forum: Investing - Theory, News & General
Topic: Lifecycle Investing - Leveraging when young
Replies: 1074
Views: 105631

Re: Lifecycle Investing - Leveraging when young

So I just upgraded my IBKR account to margin and thinking about leveraging as I'm only 29 years old. My issue is that 2/3 of my assets are currently in tax-deferred accounts with no option for leveraging up and the other 1/3 on IBKR. There is no safe way to approach this. If I want 125% overall sto...
by RayKeynes
Tue Jul 28, 2020 7:30 am
Forum: Investing - Theory, News & General
Topic: Lifecycle Investing - Leveraging when young
Replies: 1074
Views: 105631

Re: Lifecycle Investing - Leveraging when young

I am also leveraging using both Margin and Leveraged ETFs, my current ratios are: Current Leverage Asset Leverage: 138% (by Margin @ 1.6%) Return Leverage: 166.4% (by Leveraged ETFs, SSO & UPRO) Total Leverage: 229.6% (Combined), Invested in VTI, VEA, VWO, VIOV + Leveraged ETFs (SSO + UPRO) Addition...
by RayKeynes
Thu Jul 09, 2020 3:05 pm
Forum: Investing - Theory, News & General
Topic: U.S. stocks in free fall
Replies: 20317
Views: 2776941

Re: U.S. stocks in free fall

I actually tend to believe that it does not matter what the news is. It just matters what the sentiment around market participants is. If some big investment firm decides to sell - whatever the reason it is - it might trigger some kind of "sell off" which is solely based on sentiment. I do not think...
by RayKeynes
Thu Jul 09, 2020 10:22 am
Forum: Investing - Theory, News & General
Topic: U.S. stocks in free fall
Replies: 20317
Views: 2776941

Re: U.S. stocks in free fall

H-Town wrote: Thu Jul 09, 2020 10:19 am
RayKeynes wrote: Thu Jul 09, 2020 10:17 am Any reason for the drop?
Shrug... sun was rising this morning. :beer
I was expecting that answer ;)
by RayKeynes
Thu Jul 09, 2020 10:17 am
Forum: Investing - Theory, News & General
Topic: U.S. stocks in free fall
Replies: 20317
Views: 2776941

Re: U.S. stocks in free fall

Any reason for the drop?
by RayKeynes
Sun Jul 05, 2020 2:09 pm
Forum: Investing - Theory, News & General
Topic: Beat the market by doing (almost) nothing
Replies: 61
Views: 7554

Re: Beat the market by doing (almost) nothing

I dont quite understand the Graph, could you explain the y-axis value in more detail?
by RayKeynes
Thu Jul 02, 2020 1:02 pm
Forum: Investing - Theory, News & General
Topic: Lifecycle Investing - Leveraging when young
Replies: 1074
Views: 105631

Re: Lifecycle Investing - Leveraging when young

Can someone list all relevant studies concerning what leverage ratio is best for good long-term results aka 25 years?
by RayKeynes
Thu Jun 25, 2020 7:00 am
Forum: Investing - Theory, News & General
Topic: U.S. stocks in free fall
Replies: 20317
Views: 2776941

Re: U.S. stocks in free fall

Anyone else think we'll see a modest-to-significant recovery tomorrow? It's certainly been the trend to see a moderate 2-3% correction one day, then investors pour money into stocks returning us to previous levels the next. Sure, so long as the new jobless claims comes in lower than expected. You t...
by RayKeynes
Mon Jun 22, 2020 9:47 am
Forum: Investing - Theory, News & General
Topic: HEDGEFUNDIE's excellent adventure Part II: The next journey
Replies: 6571
Views: 618065

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

@ HedgeFundie or @ all: What is the historically best split-up between TMF and UPRO? I think its around 40/60 (TMF/UPRO), or am I wrong?

I was thinking of going a little bit more "agressive" with a UPRO/TMF approach of 80/20 above SMA235 abd with 45 / 55 below SMA235. What do you guys think?
by RayKeynes
Wed Jun 17, 2020 9:40 am
Forum: Investing - Theory, News & General
Topic: HEDGEFUNDIE's excellent adventure Part II: The next journey
Replies: 6571
Views: 618065

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

Dear guys, I think the idea is very interesting, some questions: 1. What is the return YTD for this strategy compared to the SP500 total return? I'm not sure about YTD, as it doesn't appear that M1 has that option but since I started in Feb 2019, I'm up exactly 100%, the past 1 yr up 67%, the last ...
by RayKeynes
Wed Jun 17, 2020 1:41 am
Forum: Investing - Theory, News & General
Topic: HEDGEFUNDIE's excellent adventure Part II: The next journey
Replies: 6571
Views: 618065

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

Dear guys, I think the idea is very interesting, some questions: 1. What is the return YTD for this strategy compared to the SP500 total return? 2. What do you guys think of implementing the following strategy: a) If SP500 trades above SMA220-235, buy 100% UPRO b) If SP500 trades below SMA220-235, s...
by RayKeynes
Wed Jun 17, 2020 1:17 am
Forum: Investing - Theory, News & General
Topic: U.S. stocks continue to soar!
Replies: 9368
Views: 747078

Re: U.S. stocks continue to soar!

What multiple of leverage makes sense in this positively bullish environment? Once that bull Run is over I estimate that we will have the greatest Drop in Equity prices ever. But might take 5-10 years. Lets enjoy it until there SP to 30000 over the next 10 years then drop to 9000? I so not expect S...
by RayKeynes
Tue Jun 16, 2020 1:14 pm
Forum: Investing - Theory, News & General
Topic: U.S. stocks continue to soar!
Replies: 9368
Views: 747078

Re: U.S. stocks continue to soar!

Fed buying corp bonds, talk of infrastructure program, retail sales stomped predictions, a new life-saving COVID treatment. Where else to go but up!? Oh and don't forget, super cheap used cars from Hertz!!! What multiple of leverage makes sense in this positively bullish environment? Once that bull...
by RayKeynes
Tue Jun 16, 2020 1:07 pm
Forum: Investing - Theory, News & General
Topic: U.S. stocks continue to soar!
Replies: 9368
Views: 747078

Re: U.S. stocks continue to soar!

Fed buying corp bonds, talk of infrastructure program, retail sales stomped predictions, a new life-saving COVID treatment. Where else to go but up!? Oh and don't forget, super cheap used cars from Hertz!!! What multiple of leverage makes sense in this positively bullish environment? Once that bull...
by RayKeynes
Tue Jun 16, 2020 10:45 am
Forum: Investing - Theory, News & General
Topic: U.S. stocks continue to soar!
Replies: 9368
Views: 747078

Re: U.S. stocks continue to soar!

Stef wrote: Tue Jun 16, 2020 10:38 am
firebirdparts wrote: Tue Jun 16, 2020 10:34 am Now it's looking like a double reversal
Intraday chart now looking like the YTD chart lol.
Todays daily Chart will predict the future until 31.12.2020. Lets see. 8- :sharebeer

Image
by RayKeynes
Tue Jun 16, 2020 7:59 am
Forum: Investing - Theory, News & General
Topic: U.S. stocks continue to soar!
Replies: 9368
Views: 747078

Re: U.S. stocks continue to soar!

McGilicutty wrote: Tue Jun 16, 2020 7:55 am S&P 500 ETF up 2.84% pre-market, and yet ... bears abound. I counted at least three threads last night on Bogleheads stating that we were headed for disaster due to actions of the Fed.

If this is disaster, more please.
What goes up - must come down (Shiller PE).
by RayKeynes
Tue Jun 16, 2020 7:16 am
Forum: Investing - Theory, News & General
Topic: U.S. stocks in free fall
Replies: 20317
Views: 2776941

Re: U.S. stocks in free fall

Unless we get a long bear market Haven't you heard? We are already in a new bull market. A bull market is a period of time in financial markets when the price of an asset or security rises continuously. The commonly accepted definition of a bull market is when stock prices rise by 20% after two dec...
by RayKeynes
Sat Jun 13, 2020 10:45 am
Forum: Investing - Theory, News & General
Topic: Given High Valuations What Should Reasonable Return Be
Replies: 28
Views: 1892

Re: Given High Valuations What Should Reasonable Return Be

The current valuation is just crazy. I estimate real Return between -2% to +3%
by RayKeynes
Thu Jun 11, 2020 1:33 pm
Forum: Investing - Theory, News & General
Topic: U.S. stocks in free fall
Replies: 20317
Views: 2776941

Re: U.S. stocks in free fall

Jim180 wrote: Thu Jun 11, 2020 1:19 pm Not unusual for the market to have a pullback when a major index crosses a major threshold and the Nasdaq did just cross 10K.
A Pullback on a single Day of -5%?

Seems more like crash 2.0
by RayKeynes
Tue Jun 09, 2020 12:33 pm
Forum: Investing - Theory, News & General
Topic: U.S. stocks continue to soar!
Replies: 9368
Views: 747078

Re: U.S. stocks continue to soar!

Lets pump the SP500 to the moon. I want to see 4000 in 2 months.

Bought another round of UPRO today.
by RayKeynes
Mon Jun 08, 2020 4:29 am
Forum: Investing - Theory, News & General
Topic: Markets back near all time highs - how are you feeling and path forward ?
Replies: 238
Views: 21408

Re: Markets back near all time highs - how are you feeling and path forward ?

I am not that concerned about the future going forward based on the economcy. I expect unemployment to decrease and economic activitiy to return to normal in Q3 and Q4. However, I am concerned about the stock market when taking the following into consideration: 1. Valuation before the "corona-crash"...
by RayKeynes
Fri Jun 05, 2020 11:52 am
Forum: Investing - Theory, News & General
Topic: U.S. stocks continue to soar!
Replies: 9368
Views: 747078

Re: U.S. stocks continue to soar!

I didnt think of the SP500 being already @ 3'200 at the beginning of June 2020, which really surprises me. This kind of makes me thinking of what the future might bring in terms of Shiller PE ratio. Last time we saw such high valuations, the market crashed from 2000 - 2003. We are getting very clos...
by RayKeynes
Fri Jun 05, 2020 11:36 am
Forum: Investing - Theory, News & General
Topic: U.S. stocks continue to soar!
Replies: 9368
Views: 747078

Re: U.S. stocks continue to soar!

Common Powell, lets put Interest Rates to -1% to kick that sp500 to 4000 Up 18% ytd I’m just curious, but this doesn’t really seem in keeping with your posts during the correction when you were talking about “waiting for fair value” and shorting. Did you see the error of your eats before much harm ...
by RayKeynes
Fri Jun 05, 2020 11:30 am
Forum: Investing - Theory, News & General
Topic: U.S. stocks continue to soar!
Replies: 9368
Views: 747078

Re: U.S. stocks continue to soar!

Common Powell, lets put Interest Rates to -1% to kick that sp500 to 4000 Up 18% ytd I’m just curious, but this doesn’t really seem in keeping with your posts during the correction when you were talking about “waiting for fair value” and shorting. Did you see the error of your eats before much harm ...
by RayKeynes
Fri Jun 05, 2020 10:48 am
Forum: Investing - Theory, News & General
Topic: U.S. stocks continue to soar!
Replies: 9368
Views: 747078

Re: U.S. stocks continue to soar!

Common Powell, lets put Interest Rates to -1% to kick that sp500 to 4000

Up 18% ytd
by RayKeynes
Wed Jun 03, 2020 6:33 am
Forum: Investing - Theory, News & General
Topic: CAPE-weighted vs. market cap weighted portfolio / any research?
Replies: 18
Views: 1007

Re: CAPE-weighted vs. market cap weighted portfolio / any research?

Is there any study that tracks the performance of a CAPE-weighted markt portfolio compared to a market cap weighted portfolio?

Is there the possibility to recalculate the returns from 1980 onwards based on Portfolio Visualizer?
by RayKeynes
Tue Jun 02, 2020 11:52 am
Forum: Investing - Theory, News & General
Topic: CAPE-weighted vs. market cap weighted portfolio / any research?
Replies: 18
Views: 1007

Re: CAPE-weighted vs. market cap weighted portfolio / any research?

Very interesting - indeed. I am also thinking of some kind of CAPE-weighted portfolio and I am very interested in research in this area. I would not bet the house on a CAPE-weighted portfolio - however - I would adjust the market cap weighted portfolio to get more in line with a CAPE weighted portfo...
by RayKeynes
Thu May 14, 2020 4:24 am
Forum: Investing - Theory, News & General
Topic: So bottom is probably behind us....right?
Replies: 709
Views: 64840

Re: So bottom is probably behind us....right?

CAPE of 26.5 is just not sustainable for the US Stock market.

On average/median - CAPE was around 15-16. This overvaluation will lead to painfully low returns in the next 20 years for the US stock market.
by RayKeynes
Mon May 11, 2020 2:18 am
Forum: Investing - Theory, News & General
Topic: U.S. stocks continue to soar!
Replies: 9368
Views: 747078

Re: U.S. stocks continue to soar!

fatcoffeedrinker wrote: Sun May 10, 2020 11:23 pm S&P futures up 0.75%! The soaring continues!
Not really. :mrgreen: The following days / weeks will rather be red than green. Need some consolidation.