Search found 40 matches

by kim.gold
Tue Jan 12, 2021 11:05 am
Forum: Investing - Theory, News & General
Topic: HEDGEFUNDIE's excellent adventure Part II: The next journey
Replies: 7260
Views: 710647

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

TMF 15% down in 7 days. How is everyone doing? Frustrating to be more than 5% down when the market went 2% up.
by kim.gold
Wed Oct 28, 2020 8:40 pm
Forum: Investing - Theory, News & General
Topic: HEDGEFUNDIE's excellent adventure Part II: The next journey
Replies: 7260
Views: 710647

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

As someone who started their adventure recently, I’m strongly leaning towards just pulling out and waiting until TMF comes back to earth. Maybe once it hits 28. It’s odd that if just feels too risky because of the bond portion. Going to try to short tmf until January too. What are some temporary al...
by kim.gold
Wed Oct 28, 2020 6:44 pm
Forum: Investing - Theory, News & General
Topic: Lifecycle Investing - Leveraging when young
Replies: 1130
Views: 120478

Re: Lifecycle Investing - Leveraging when young

For people utilizing LEAPs (SPX & TLT), how far and close with regard to expiration do you buy, sell them for roll over? I am guessing you don't sell them closer to expiration (3-4 months) . Otherwise, I suspect getting a fill on your limit order will be hard due to liquidity issues? Buy more t...
by kim.gold
Tue Oct 27, 2020 5:33 pm
Forum: Investing - Theory, News & General
Topic: Lifecycle Investing - Leveraging when young
Replies: 1130
Views: 120478

Re: Lifecycle Investing - Leveraging when young

For people utilizing LEAPs (SPX & TLT), how far and close with regard to expiration do you buy, sell them for roll over? I am guessing you don't sell them closer to expiration (3-4 months) . Otherwise, I suspect getting a fill on your limit order will be hard due to liquidity issues? Buy more t...
by kim.gold
Thu Oct 22, 2020 6:14 pm
Forum: Investing - Theory, News & General
Topic: Riding HEDGEFUNDIE’s excellent adventure
Replies: 57
Views: 11434

Re: Riding HEDGEFUNDIE’s excellent adventure

One thing I'm curious to hear what others think about is cheaper, more efficient/customizable alternatives. I'll explain where I'm coming from here. I'm assuming that anyone on bogleheads is already in the >95th percentile of both financial literacy, attention to the current financial landscape, an...
by kim.gold
Tue Oct 06, 2020 8:05 am
Forum: Investing - Theory, News & General
Topic: HEDGEFUNDIE's excellent adventure Part II: The next journey
Replies: 7260
Views: 710647

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

Anyone know why yields on LTTs are going up so much (and prices of TMF,EDV, etc down so much) this week? Is it just "risk-on" or something more closely linked to rates/inflation expectations? TMF dropped more than 6% yesterday, and from my casual observing that seems a lot more than just ...
by kim.gold
Sun Oct 04, 2020 4:19 pm
Forum: Investing - Theory, News & General
Topic: Treasurys no longer provide the ballast for a portfolio
Replies: 106
Views: 8604

Re: Treasurys no longer provide the ballast for a portfolio

Here's the article not behind a paywall: [link which violates WSJ terms of service removed by admin LadyGeek] Unrelated to the issue being discussed, how do these things end up getting re-published on the internet? I assume that this [domain name removed by admin LadyGeek] site is based in India or...
by kim.gold
Thu Sep 24, 2020 6:55 pm
Forum: Investing - Theory, News & General
Topic: U.S. stocks in free fall
Replies: 21210
Views: 2878524

Re: U.S. stocks in free fall

. deleted
by kim.gold
Sat Sep 19, 2020 7:51 am
Forum: Investing - Theory, News & General
Topic: HEDGEFUNDIE's excellent adventure Part II: The next journey
Replies: 7260
Views: 710647

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

This strategy has gotten crushed recently and it's only going to continue IMO. Investors aren't eager to rush into bonds during crashes when the 10 year is yielding 0.69%. Meanwhile, the leveraged 3x ETFs will continue to suffer from volatility decay. I think you are better off seeking leverage thr...
by kim.gold
Sun Sep 13, 2020 8:27 am
Forum: Investing - Theory, News & General
Topic: Why not 100% PSLDX?
Replies: 728
Views: 81109

Re: Why not 100% PSLDX?

guyinlaw wrote: Sat Sep 12, 2020 11:37 pm Any idea how much is the fees to buy PSLDX at Interactive Brokers?
"Lesser of 3% * Trade Value or USD 14.95, per Transaction" for US residents.
by kim.gold
Sun Aug 16, 2020 1:57 pm
Forum: Investing - Theory, News & General
Topic: [How does one fight the urge to make simple things more complex?]
Replies: 82
Views: 5330

Re: [How does one fight the urge to make simple things more complex?]

as I am nearing retirement I need to 'protect myself' in some way the Three Fund can't. Sigh. Freckle's friend: I am 96 years old and I retired at age 57. "The Three Fund" Portfolio (or similar) has protected me just fine. Best wishes. Taylor Jack Bogle's Words of Wisdom "A balanced ...
by kim.gold
Tue Jul 28, 2020 9:15 am
Forum: Investing - Theory, News & General
Topic: A gentle alternative to HEDGEFUNDIE's excellent adventure with 2-Year Treasury Futures
Replies: 136
Views: 18906

Re: A gentle alternative to HEDGEFUNDIE's excellent adventure with 2-Year Treasury Futures

For the guys holding Sep futures and planing to roll them over, when do you plan to do the rollover? For Sep 20 contract, the First Notice Day is Aug 31 - https://www.barchart.com/futures/first-notice-dates/financials. My broker (IBKR) would not let me open a long position after FND, although I am n...
by kim.gold
Tue Jul 28, 2020 9:14 am
Forum: Investing - Theory, News & General
Topic: Understanding using treasury futures for leverage to implement risk parity
Replies: 182
Views: 20558

Re: Understanding using treasury futures for leverage to implement risk parity

For the guys holding Sep futures and planing to roll them over, when do you plan to do the rollover? For Sep 20 contract, the First Notice Day is Aug 31 - https://www.barchart.com/futures/first-notice-dates/financials. My broker (IBKR) would not let me open a long position after FND, although I am n...
by kim.gold
Sat Jul 11, 2020 4:57 pm
Forum: Investing - Theory, News & General
Topic: HEDGEFUNDIE's excellent adventure Part II: The next journey
Replies: 7260
Views: 710647

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

Are you referring to the LEAPS and treasuries combination, similar with the SWAN etf? I'm just giving you the definition you sought. But if you wanted to simulate this using in the money LEAPS, you could. But futures might be easier. Also, the option has the possibility of expiring worthless. So I'...
by kim.gold
Sat Jul 11, 2020 4:21 pm
Forum: Investing - Theory, News & General
Topic: HEDGEFUNDIE's excellent adventure Part II: The next journey
Replies: 7260
Views: 710647

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

Is anyone considering using a margin loan financed with a box spread instead of using leveraged ETFs? You can get a <1% interest rate on box spreads expiring in 2022. Does anyone know if Fidelity allows this strategy? Selling a box spread for financing, when done properly, is one of the most efecti...
by kim.gold
Sat Jul 11, 2020 4:17 pm
Forum: Investing - Theory, News & General
Topic: HEDGEFUNDIE's excellent adventure Part II: The next journey
Replies: 7260
Views: 710647

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

Is anyone considering using a margin loan financed with a box spread instead of using leveraged ETFs? You can get a <1% interest rate on box spreads expiring in 2022. Does anyone know if Fidelity allows this strategy? Selling a box spread for financing, when done properly, is one of the most efecti...
by kim.gold
Sat Jul 11, 2020 9:39 am
Forum: Investing - Theory, News & General
Topic: HEDGEFUNDIE's excellent adventure Part II: The next journey
Replies: 7260
Views: 710647

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

Is anyone considering using a margin loan financed with a box spread instead of using leveraged ETFs? You can get a <1% interest rate on box spreads expiring in 2022. Does anyone know if Fidelity allows this strategy? Selling a box spread for financing, when done properly, is one of the most efecti...
by kim.gold
Wed Jul 08, 2020 8:57 pm
Forum: Investing - Theory, News & General
Topic: HEDGEFUNDIE's excellent adventure Part II: The next journey
Replies: 7260
Views: 710647

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

Hi I have been following this thread since January and now I am finally posting. I have been practicing the UPRO/TMF strategy with monthly rebalancing. The rule is using Inverse Volatility to determine allocation and the volatility look-back window is 20 trading days. As I backtested yesterday this...
by kim.gold
Wed Jun 03, 2020 2:13 pm
Forum: Investing - Theory, News & General
Topic: HEDGEFUNDIE's excellent adventure Part II: The next journey
Replies: 7260
Views: 710647

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

Mickelous wrote: Wed Jun 03, 2020 11:03 am
glenmalan wrote: Wed Jun 03, 2020 10:27 am https://www.ft.com/content/7ad69c8a-dba ... e2c07593a3

Interesting article on Treasuries falling.
Behind a paywall.
Here you go http://archive.vn/HYlGt
by kim.gold
Sat May 23, 2020 3:37 pm
Forum: Investing - Theory, News & General
Topic: HEDGEFUNDIE's excellent adventure Part II: The next journey
Replies: 7260
Views: 710647

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

Is it really more tax friendly with futures? If you use micro e-minis aren’t you going to have to pay 60% LTCG and 40% STCG every 3 months when you roll over a contract? Future contracts are marked to market and must be settled daily as the price changes. That means that every trading day at 5pm ED...
by kim.gold
Sat May 23, 2020 1:58 pm
Forum: Investing - Theory, News & General
Topic: HEDGEFUNDIE's excellent adventure Part II: The next journey
Replies: 7260
Views: 710647

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

You're only paying taxes if you make money. Is there a higher yielding strategy that would only incur ltcg? Exactly. If you are making money why be afraid of taxes? If you boss gives you a raise do you say, sorry I don't want it because I pay more on taxes? Do the strategy using futures. Much more ...
by kim.gold
Thu May 21, 2020 5:39 pm
Forum: Investing - Theory, News & General
Topic: HEDGEFUNDIE's excellent adventure Part II: The next journey
Replies: 7260
Views: 710647

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

If I'm reading these comments correctly, if you go through a lot of trouble to be tax efficient, you will spend ~1% in unnecessary taxes, on top of already paying ~1% on expense ratios. In addition, TEA is presumably the highest expected return part of your portfolio, maximizing your expected taxab...
by kim.gold
Sun May 17, 2020 1:16 pm
Forum: Investing - Theory, News & General
Topic: A gentle alternative to HEDGEFUNDIE's excellent adventure with 2-Year Treasury Futures
Replies: 136
Views: 18906

Re: A gentle alternative to HEDGEFUNDIE's excellent adventure with 2-Year Treasury Futures

I have been doing a modified Hedgefundie's strategy in tax advantage account. 70:30 (TQQQ/TMF). Its been going well but I would like to give try something in a taxable account. I opened a taxable Schwab futures account. To get my feet wet, what is the minimum amount I need to purchase for a 60:40 (...
by kim.gold
Fri May 08, 2020 12:30 pm
Forum: Investing - Theory, News & General
Topic: First 20% of bonds in long-term Treasuries
Replies: 927
Views: 69989

Re: First 20% of bonds in long-term Treasuries

Even if I were close enough to retirement to consider adding bonds, I don´t think it would make sense in my case. Long term bonds in my country (Germany) have negative nominal yield. How would bogleheads approach this issue? There is $15 trillion negative-yielding debt in the world today, which is ...
by kim.gold
Tue Apr 28, 2020 2:41 pm
Forum: Personal Investments
Topic: Leaning towards EE Bond Purchase...
Replies: 36
Views: 2210

Re: Leaning towards EE Bond Purchase...

Really? I was thinking the opposite. At 59 you are likely to be in a higher level career wise with a higher salary. Also expect tax rates in general to be higher. I don't know any 59 year old who is in a higher tax bracket at age 59 vs. age 39 because of their career. Usually have been phased out o...
by kim.gold
Tue Apr 28, 2020 2:26 pm
Forum: Investing - Theory, News & General
Topic: HEDGEFUNDIE's excellent adventure Part II: The next journey
Replies: 7260
Views: 710647

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

I'd really appreciate help from anyone here who is using an Adaptive Allocation with Minimum Variance and calculating the monthly allocations in Excel. In going through Part I of this journey, I found discussion on calculating the Adaptive Allocation with Minimum Variance, which I interpreted as: T...
by kim.gold
Tue Apr 28, 2020 12:32 pm
Forum: Investing - Theory, News & General
Topic: HEDGEFUNDIE's excellent adventure Part II: The next journey
Replies: 7260
Views: 710647

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

I'd really appreciate help from anyone here who is using an Adaptive Allocation with Minimum Variance and calculating the monthly allocations in Excel. In going through Part I of this journey, I found discussion on calculating the Adaptive Allocation with Minimum Variance, which I interpreted as: T...
by kim.gold
Wed Mar 18, 2020 3:40 pm
Forum: Investing - Theory, News & General
Topic: WisdomTree 90/60 U.S. Balanced Fund [NTSX]
Replies: 434
Views: 58196

Re: WisdomTree 90/60 U.S. Balanced Fund [NTSX]

Today was the worst day for a combined equity/bond portfolio... ever...

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by kim.gold
Mon Feb 17, 2020 2:19 pm
Forum: Investing - Theory, News & General
Topic: Portfolio Visualizer - zero return data series
Replies: 7
Views: 635

Re: Portfolio Visualizer - zero return data series

That would be one case but there are other cases as well. Question: Are you planning to subscribe to the Basic plan for $19/mo? If so, I would recommend submitting feedback asking that they consider allowing a limited number of data series to be saved under the Basic plan. I would imagine that ther...
by kim.gold
Mon Feb 17, 2020 2:12 pm
Forum: Investing - Theory, News & General
Topic: HEDGEFUNDIE's excellent adventure Part II: The next journey
Replies: 7260
Views: 710647

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

I'm honestly blown away by the number of people starting off their investment journey, with this strategy, and how popular these app brokerages are. I wouldn't trust any of them with a sizable portfolio, especially considering the number of reliable big names out there. I'm curious how many here ru...
by kim.gold
Mon Feb 17, 2020 11:48 am
Forum: Investing - Theory, News & General
Topic: Portfolio Visualizer - zero return data series
Replies: 7
Views: 635

Re: Portfolio Visualizer - zero return data series

Vegomatic wrote: Mon Feb 17, 2020 11:37 am Confused. Are you asking so that you can model "mattress cash"?
That would be one case but there are other cases as well.
by kim.gold
Mon Feb 17, 2020 9:08 am
Forum: Investing - Theory, News & General
Topic: Portfolio Visualizer - zero return data series
Replies: 7
Views: 635

Portfolio Visualizer - zero return data series

With Imported Data Series only available now on the $40 a month subscription, what are you guys using to simulate a zero return data series?
by kim.gold
Mon Feb 17, 2020 8:49 am
Forum: Investing - Theory, News & General
Topic: Portfolio Visualizer Going Subscription
Replies: 126
Views: 10408

Re: Portfolio Visualizer Going Subscription

  • "Imported Data Series" available with $40 subscription
  • Saving portfolios and models available with $20 subscription
It was good while it lasted.
by kim.gold
Thu Feb 13, 2020 10:20 am
Forum: Investing - Theory, News & General
Topic: HEDGEFUNDIE's excellent adventure Part II: The next journey
Replies: 7260
Views: 710647

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

Has anyone figured out Fidelity's Fully Paid Lending program? UPRO & TMF seem like exactly the kind of shares that would be lent out which should help cut the cost of the annual fees and possibly provide some real return during the next crisis. I know Interactive Brokers has a similar offering ...
by kim.gold
Sat Feb 08, 2020 11:49 am
Forum: Investing - Theory, News & General
Topic: How to account for money under the mattress in PV
Replies: 32
Views: 2847

Re: How to account for money under the mattress in PV

CASHX which was suggested above pays LIBOR rate interest, so it is not really "money under the mattress". Read "Importing Custom Data Series and Benchmarks" in https://www.portfoliovisualizer.com/faq. Once you have a PV account, you can actually create a CASHZERO return series an...
by kim.gold
Sat Feb 01, 2020 3:35 pm
Forum: Investing - Theory, News & General
Topic: Help me figure out the Target Volatility formula
Replies: 96
Views: 7325

Re: Help me figure out the Target Volatility formula

You guys are doing great work here. Can anyone share the spreadsheet? It would save a lot of time for testers and we could get a lot of feedback.
by kim.gold
Sun Jan 26, 2020 2:50 pm
Forum: Investing - Theory, News & General
Topic: A time to EVALUATE your jitters
Replies: 438
Views: 425469

Re: A time to EVALUATE your jitters

My hubby was 100% equities from 1994-2018. We went through some crazy down markets. He used to tell me that he felt like he was trying to put the furnace flames out by tossing cash on top of the fire during the financial crisis. There was a decade in there when the 401(k) didn’t have more money in ...
by kim.gold
Mon Jan 20, 2020 7:20 pm
Forum: Investing - Theory, News & General
Topic: HEDGEFUNDIE's excellent adventure Part II: The next journey
Replies: 7260
Views: 710647

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

I see people using CASHX in portfoliovisualizer for modeling hedged positions all the time but I believe this is distorting the results quite a bit. CASHX has 2.13% interest for 2019. Is there another ticker available, pure cash, no interest? TIA. You can create your own CASHZERO asset and upload i...
by kim.gold
Mon Jan 20, 2020 4:20 pm
Forum: Investing - Theory, News & General
Topic: HEDGEFUNDIE's excellent adventure Part II: The next journey
Replies: 7260
Views: 710647

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

I see people using CASHX in portfoliovisualizer for modeling hedged positions all the time but I believe this is distorting the results quite a bit. CASHX has 2.13% interest for 2019.

Is there another ticker available, pure cash, no interest? TIA.
by kim.gold
Sun Jan 19, 2020 8:34 am
Forum: Investing - Theory, News & General
Topic: Understanding using treasury futures for leverage to implement risk parity
Replies: 182
Views: 20558

Re: Understanding using treasury futures for leverage to implement risk parity

I am looking into a 60% stock / 90% bond with 50% leverage portfolio https://www.portfoliovisualizer.com/backtest-portfolio?s=y&timePeriod=4&startYear=1985&firstMonth=1&endYear=2019&lastMonth=12&calendarAligned=true&endDate=05%2F12%2F2019&initialAmount=10000&annua...