Search found 133 matches

by Mickelous
Mon Oct 26, 2020 12:11 pm
Forum: Investing - Theory, News & General
Topic: HEDGEFUNDIE's excellent adventure Part II: The next journey
Replies: 6596
Views: 623703

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

Off Topic, but seems like the place to mention it... I was working on some backtesting and needed Leveraged ETF data further than they actually go, so created monthly LETFsim data for QLD, TQQQ, SSO, UPRO, UBT, UST, TMF, and TYD. If it may be of use, you're welcome to it. On Dropbox here: https://w...
by Mickelous
Tue Oct 20, 2020 11:05 am
Forum: Investing - Theory, News & General
Topic: If google gets broken up what happens when you own the underlying index?
Replies: 12
Views: 1518

If google gets broken up what happens when you own the underlying index?

Haven't gone through a monopoly breakup in my portfolio before. If google ends up getting trust busted and I own shares in an ETF that tracks say the top 100 nasdaq or 500 s&p, and google were to split into 5-6 companies, if the overall market cap of those companies didn't go below the total market ...
by Mickelous
Tue Oct 13, 2020 9:31 am
Forum: Investing - Theory, News & General
Topic: Question about buying TIPS etf.
Replies: 8
Views: 780

Re: Question about buying TIPS etf.

Change in inflation expectations should not affect the price. Even if expected inflation goes up right after you bought your TIPS, the value of your TIPS will stay the same. That's because you still get the same real payout you were promised and the real interest rate has not changed. In your examp...
by Mickelous
Mon Oct 12, 2020 4:56 pm
Forum: Investing - Theory, News & General
Topic: Question about buying TIPS etf.
Replies: 8
Views: 780

Re: Question about buying TIPS etf.

NMBob wrote: Mon Oct 12, 2020 4:53 pm maybe this helps.
https://www.ishares.com/us/literature/b ... -en-us.pdf
Thanks, read it but it just started that it will vary based on these variables. I just don't see which way it will go based on which scenario. If inflation rises what happens to the ETF?
by Mickelous
Mon Oct 12, 2020 4:43 pm
Forum: Investing - Theory, News & General
Topic: Question about buying TIPS etf.
Replies: 8
Views: 780

Question about buying TIPS etf.

If I believe inflation is going to increase in the future or protect my assets from inflation, would a TIPS etf be worth more if inflation suddenly increases, or would the value go down and the yield go up like a bond? Say TIPS ETF yields 1 percent currently, and the price is $20. What would happen ...
by Mickelous
Mon Oct 12, 2020 2:07 pm
Forum: Investing - Theory, News & General
Topic: HEDGEFUNDIE's excellent adventure Part II: The next journey
Replies: 6596
Views: 623703

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

It seems about half this thread (more?) has been focused on what TMF (or other bond variants of it) might yield over the next decade+ given the rate we're starting with today, and what that means for the viability of this strategy. After some deliberation, I decided to go with an even heavier equit...
by Mickelous
Fri Oct 09, 2020 7:41 pm
Forum: Investing - Theory, News & General
Topic: Is deflation good or bad for the S&P 500?
Replies: 38
Views: 3899

Re: Is deflation good or bad for the S&P 500?

It's a very bad thing for the economy. Or rather, deflation is a symptom of a desperately sick economy. The stock market is loosely linked to the economy. Both words are important: "linked" and "loosely." Over 1929 through 1932 inclusive, inflation averaged -6.5% (negative) per year (CAGR). In doll...
by Mickelous
Tue Sep 29, 2020 1:29 pm
Forum: Investing - Theory, News & General
Topic: HEDGEFUNDIE's excellent adventure Part II: The next journey
Replies: 6596
Views: 623703

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

what are the downsides of this strategy getting too popular? I would think there are only upsides. More assets flowing into LETFs means: 1. Lower expense ratios 2. Lower borrowing spreads for underlying swaps 3. Better liquidity for rebalancing Potentially creating more volatility in the market if ...
by Mickelous
Tue Sep 29, 2020 1:20 pm
Forum: Investing - Theory, News & General
Topic: HEDGEFUNDIE's excellent adventure Part II: The next journey
Replies: 6596
Views: 623703

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

Are you saying that the expected return of a bond has nothing to do with the bond's yield? An argument you can make is that starting yields also determine the equity risk premium, and so low bond yields don't necessarily mean it is less attractive than stocks: the market pricing mechanism should en...
by Mickelous
Fri Sep 25, 2020 1:07 pm
Forum: Investing - Theory, News & General
Topic: HEDGEFUNDIE's excellent adventure Part II: The next journey
Replies: 6596
Views: 623703

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

I am really liking this strategy using a high amount of EDV between 57-60 percent and 40-43 percent TQQQ. Only 180% leveraged vs 300% with similar returns to upro/tmf 55/45 in the last bull run. Haven't done long run backtesting with simulated data as I don't have it for the other tickers. Just swit...
by Mickelous
Wed Sep 23, 2020 8:58 pm
Forum: Investing - Theory, News & General
Topic: HEDGEFUNDIE's excellent adventure Part II: The next journey
Replies: 6596
Views: 623703

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

Related question - Are there any brokerages that will allow me to input my asset allocation across these ETFs and do the rebalancing for me automatically (on some schedule)? Preferably without an additional management fee. Look into M1. I don't know if it's completely automatic, but people in this ...
by Mickelous
Wed Sep 23, 2020 3:57 pm
Forum: Investing - Theory, News & General
Topic: HEDGEFUNDIE's excellent adventure Part II: The next journey
Replies: 6596
Views: 623703

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

I found 60/40 EDV/TQQQ produced similar results to 55/45 UPRO/TMF, 65/35 EDV/TQQQ produced a smudge lower but had much better drawdowns. There seems to be a nice balance between the two assets.
by Mickelous
Wed Sep 23, 2020 2:26 pm
Forum: Investing - Theory, News & General
Topic: HEDGEFUNDIE's excellent adventure Part II: The next journey
Replies: 6596
Views: 623703

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

HawkeyePierce wrote: Wed Sep 23, 2020 12:26 pm You can sidestep a lot of the issues with TMF by simply deleveraging to EDV and accepting a slightly smaller UPRO allocation.
Could you summarize how would EDV be more beneficial?
by Mickelous
Wed Sep 23, 2020 9:15 am
Forum: Investing - Theory, News & General
Topic: HEDGEFUNDIE's excellent adventure Part II: The next journey
Replies: 6596
Views: 623703

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

Of all the leveraged instruments QLD provides the best risk-adjusted returns from my testing (better than TQQQ and UPRO). I've found the same thing. There's just too much drag on TQQQ when things get choppy. You should really look at adding gold. It's fairly uncorrelated with stocks and treasuries ...
by Mickelous
Sun Sep 20, 2020 11:40 am
Forum: Investing - Theory, News & General
Topic: Are retail investors driving the market? But I thought 10 percent richest own 90% of market?
Replies: 36
Views: 3957

Re: Are retail investors driving the market? But I thought 10 percent richest own 90% of market?

The difference between the top 1% and everyone else over the last ten years, since the great recession, is striking. Did the great recession shake out those who couldn't afford to own stocks? Maybe this quote attributed to JP Morgan is relevant: "In bear markets, stocks return to their rightful own...
by Mickelous
Sat Sep 19, 2020 1:07 pm
Forum: Investing - Theory, News & General
Topic: HEDGEFUNDIE's excellent adventure Part II: The next journey
Replies: 6596
Views: 623703

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

This isn't easily backtestable but I'm considering going with 5% volatility futures and 5% 2x gold along with the rest of the portfolio with tqqq/upro/tmf inverse volatility. This prevents taking a huge position in volatility futures and gold which happens with inverse vol calculations, while still ...
by Mickelous
Thu Sep 17, 2020 7:12 pm
Forum: Investing - Theory, News & General
Topic: HEDGEFUNDIE's excellent adventure Part II: The next journey
Replies: 6596
Views: 623703

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

BogleBobby wrote: Thu Sep 17, 2020 4:41 pm This strategy has underperformed for a few weeks. Don't read too much into it.
There are whole years where the strategy lost 10-15 percent. I'm still up 15% for the 5 months I've been it.
by Mickelous
Thu Sep 17, 2020 9:36 am
Forum: Investing - Theory, News & General
Topic: HEDGEFUNDIE's excellent adventure Part II: The next journey
Replies: 6596
Views: 623703

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

Good news for those of us with high TMF allocations. Looks like we shouldn't have to worry about rate hikes until at least 2023. Again, I'd like to remind everyone that this is a very long-term strategy on the order of decades, and it's silly to focus on time periods as short as 3 years. However, t...
by Mickelous
Wed Sep 16, 2020 6:46 pm
Forum: Investing - Theory, News & General
Topic: Are retail investors driving the market? But I thought 10 percent richest own 90% of market?
Replies: 36
Views: 3957

Re: Are retail investors driving the market? But I thought 10 percent richest own 90% of market?

The large investors who hold have no impact on prices. Nor do people buying index funds to hold for retirement. The surge in day traders has a big effect on prices of individual stocks, and when those stocks make up large percentages of the S&P 500 or NASDAQ indexes the way Amazon or Tesla do, thei...
by Mickelous
Wed Sep 16, 2020 6:33 pm
Forum: Investing - Theory, News & General
Topic: HEDGEFUNDIE's excellent adventure Part II: The next journey
Replies: 6596
Views: 623703

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

Good news for those of us with high TMF allocations. Looks like we shouldn't have to worry about rate hikes until at least 2023. Again, I'd like to remind everyone that this is a very long-term strategy on the order of decades, and it's silly to focus on time periods as short as 3 years. However, t...
by Mickelous
Wed Sep 16, 2020 6:05 pm
Forum: Investing - Theory, News & General
Topic: HEDGEFUNDIE's excellent adventure Part II: The next journey
Replies: 6596
Views: 623703

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

Good news for those of us with high TMF allocations. Looks like we shouldn't have to worry about rate hikes until at least 2023. Again, I'd like to remind everyone that this is a very long-term strategy on the order of decades, and it's silly to focus on time periods as short as 3 years. However, t...
by Mickelous
Mon Sep 14, 2020 12:12 pm
Forum: Investing - Theory, News & General
Topic: HEDGEFUNDIE's excellent adventure Part II: The next journey
Replies: 6596
Views: 623703

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

Trying to run a simulation where when S&P moves under 200 day moving average, to allocate a portion of the portfolio into UVXY. However portfoliovisualizer doesn't allow for that sort of calculation. I think it could be worth looking into for crash protection.
by Mickelous
Mon Sep 14, 2020 7:50 am
Forum: Investing - Theory, News & General
Topic: HEDGEFUNDIE's excellent adventure Part II: The next journey
Replies: 6596
Views: 623703

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

Is there any other asset or asset class with a negative correlation to stocks that can be used as a hedge? There's the volatility stocks which could be beneficial, any more?
by Mickelous
Sun Sep 13, 2020 12:30 pm
Forum: Investing - Theory, News & General
Topic: HEDGEFUNDIE's excellent adventure Part II: The next journey
Replies: 6596
Views: 623703

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

FNGU looks to have underperformed TQQQ up until the point that the coronavirus hit: https://stockcharts.com/h-perf/ui?s=UPRO&compare=TQQQ,FNGU&id=p16101109688 PV Feb 2018-present - FNGU does well because of recent rise PV Feb 2018-Jan 2020 - tells a different story, FNGU underperformed TQQQ with hi...
by Mickelous
Sun Sep 13, 2020 11:52 am
Forum: Investing - Theory, News & General
Topic: HEDGEFUNDIE's excellent adventure Part II: The next journey
Replies: 6596
Views: 623703

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

What is the most aggressive option to use? I am currently using my brokerage for Schwab, and have been reading through this thread. If I’m understanding correctly, I can use the excel spreadsheet to plug in my account value and it will then tell me where to put my allocations of assets? The 'most a...
by Mickelous
Sun Sep 13, 2020 11:11 am
Forum: Investing - Theory, News & General
Topic: HEDGEFUNDIE's excellent adventure Part II: The next journey
Replies: 6596
Views: 623703

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

What is the most aggressive option to use? I am currently using my brokerage for Schwab, and have been reading through this thread. If I’m understanding correctly, I can use the excel spreadsheet to plug in my account value and it will then tell me where to put my allocations of assets? The 'most a...
by Mickelous
Fri Sep 11, 2020 9:06 pm
Forum: Investing - Theory, News & General
Topic: HEDGEFUNDIE's excellent adventure Part II: The next journey
Replies: 6596
Views: 623703

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

Thank you, AnilG. I was thinking of the same as wackerdr. Some of the calcualations are too tedious for a lazyphile like me. :D. I just dont want to mess this up. Thanks for the paper. If you or someone can do a dummies version of this, that would be greatly appreciated. People can correct me if I ...
by Mickelous
Thu Sep 10, 2020 5:12 pm
Forum: Investing - Theory, News & General
Topic: HEDGEFUNDIE's excellent adventure Part II: The next journey
Replies: 6596
Views: 623703

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

[...] My sheet indeed only goes up to 100 days. But also, it uses this range (that you can choose) for both correlation and volatility. From what I understand now, I should adjust it so that the correlation and volatility ranges can be defined separately. Eg. You could set the correlation range to ...
by Mickelous
Thu Sep 10, 2020 11:25 am
Forum: Investing - Theory, News & General
Topic: HEDGEFUNDIE's excellent adventure Part II: The next journey
Replies: 6596
Views: 623703

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

kerstverlichting wrote: Thu Sep 10, 2020 11:19 am
Mickelous wrote: Thu Sep 10, 2020 11:11 am
kerstverlichting wrote: Thu Sep 10, 2020 11:05 amx.
I've been in a modified HFEA for 4 months now so this is just a tweak.
Nice, how is it doing thus far?
After the drawdown the past week I'm up 20 percent.
by Mickelous
Thu Sep 10, 2020 11:11 am
Forum: Investing - Theory, News & General
Topic: HEDGEFUNDIE's excellent adventure Part II: The next journey
Replies: 6596
Views: 623703

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

[...] My sheet indeed only goes up to 100 days. But also, it uses this range (that you can choose) for both correlation and volatility. From what I understand now, I should adjust it so that the correlation and volatility ranges can be defined separately. Eg. You could set the correlation range to ...
by Mickelous
Thu Sep 10, 2020 10:59 am
Forum: Investing - Theory, News & General
Topic: HEDGEFUNDIE's excellent adventure Part II: The next journey
Replies: 6596
Views: 623703

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

kerstverlichting thank you so much for working at this. It is really amazing that you are bringing people a tool to help optimize their investing. Yeah no joke I have almost my entire 401k and Roth IRA in this strategy. I don't think I have the...nerves...to handle that. While my returns have been ...
by Mickelous
Thu Sep 10, 2020 10:52 am
Forum: Investing - Theory, News & General
Topic: HEDGEFUNDIE's excellent adventure Part II: The next journey
Replies: 6596
Views: 623703

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

I tried adding UGL to that spreadsheet replacing GLD and it would reference the data in the overview sheet although I got the data to work in the database. Sad that UGLD is no more.
by Mickelous
Thu Sep 10, 2020 10:34 am
Forum: Investing - Theory, News & General
Topic: HEDGEFUNDIE's excellent adventure Part II: The next journey
Replies: 6596
Views: 623703

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

[...] My sheet indeed only goes up to 100 days. But also, it uses this range (that you can choose) for both correlation and volatility. From what I understand now, I should adjust it so that the correlation and volatility ranges can be defined separately. Eg. You could set the correlation range to ...
by Mickelous
Thu Sep 10, 2020 8:21 am
Forum: Investing - Theory, News & General
Topic: HEDGEFUNDIE's excellent adventure Part II: The next journey
Replies: 6596
Views: 623703

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

[...] My sheet indeed only goes up to 100 days. But also, it uses this range (that you can choose) for both correlation and volatility. From what I understand now, I should adjust it so that the correlation and volatility ranges can be defined separately. Eg. You could set the correlation range to ...
by Mickelous
Wed Sep 09, 2020 2:32 pm
Forum: Investing - Theory, News & General
Topic: HEDGEFUNDIE's excellent adventure Part II: The next journey
Replies: 6596
Views: 623703

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

Hi guys, I updated the file a little to allow for some more tickers, also added a few other features, like setting a custom range. The default is 1 month, as this was suggested to be optimal, but you can go up to 100 trading days (~4.75 mos). Unfortunately that's the max of what I can load using Ya...
by Mickelous
Wed Sep 09, 2020 9:33 am
Forum: Investing - Theory, News & General
Topic: HEDGEFUNDIE's excellent adventure Part II: The next journey
Replies: 6596
Views: 623703

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

privatefarmer wrote: Wed Sep 09, 2020 9:18 am I hate feeling like a free loader.... but anyone got a spreadsheet that’d calculate the allocations if using min variance on 4 assets? I Think you can also do it via “excel solver” but am too dumb to figure it out. Thanks
What four assets were you looking at?
by Mickelous
Wed Sep 09, 2020 8:09 am
Forum: Investing - Theory, News & General
Topic: HEDGEFUNDIE's excellent adventure Part II: The next journey
Replies: 6596
Views: 623703

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

For those of you wanting a 6-month volatility version for AAA here is an updated version. I also added an additional AAA Inverse-Volatility Calculation that allows one to combine UPRO, TQQQ and UPRO and allocate accordingly. To duplicate this in PV here are the parameters and the backtest AAA-6-Mo ...
by Mickelous
Wed Sep 09, 2020 8:07 am
Forum: Investing - Theory, News & General
Topic: HEDGEFUNDIE's excellent adventure Part II: The next journey
Replies: 6596
Views: 623703

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

For those of you wanting a 6-month volatility version for AAA here is an updated version. I also added an additional AAA Inverse-Volatility Calculation that allows one to combine UPRO, TQQQ and UPRO and allocate accordingly. To duplicate this in PV here are the parameters and the backtest AAA-6-Mo ...
by Mickelous
Tue Sep 08, 2020 3:31 pm
Forum: Investing - Theory, News & General
Topic: HEDGEFUNDIE's excellent adventure Part II: The next journey
Replies: 6596
Views: 623703

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

Anyone have a graph for how well regular HFEA does in backtesting vs inverse volatility / minimum variance? Or maybe a Monte Carlo sim with those would even be better. I have a bunch of backtesting comparisons here . You might browse back and forth; some explanation above that point, lots of figure...
by Mickelous
Tue Sep 08, 2020 2:05 pm
Forum: Investing - Theory, News & General
Topic: HEDGEFUNDIE's excellent adventure Part II: The next journey
Replies: 6596
Views: 623703

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

Btw, can anyone provide a quick explanation of the difference between minimum variance and inverse volatility? Why use one over the other? I found this paper helpful. https://papers.ssrn.com/sol3/papers.cfm?abstract_id=2328254 That explains minimum variance but I didn't see much or anything about i...
by Mickelous
Tue Sep 08, 2020 1:36 pm
Forum: Investing - Theory, News & General
Topic: HEDGEFUNDIE's excellent adventure Part II: The next journey
Replies: 6596
Views: 623703

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

Anyone have a graph for how well regular HFEA does in backtesting vs inverse volatility / minimum variance? Or maybe a Monte Carlo sim with those would even be better.
by Mickelous
Tue Sep 08, 2020 8:06 am
Forum: Investing - Theory, News & General
Topic: HEDGEFUNDIE's excellent adventure Part II: The next journey
Replies: 6596
Views: 623703

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

Alright, thanks for the explanation. I can only load 100 days of data anyway using the Yahoo connection. I will try to add the following things though: - Option for 3-way TMF/UPRO/TQQQ, need to be able to set the UPRO/TQQQ split % - Option for quarterly rebalancing, using 63 days of data to calcula...
by Mickelous
Mon Sep 07, 2020 9:19 pm
Forum: Investing - Theory, News & General
Topic: HEDGEFUNDIE's excellent adventure Part II: The next journey
Replies: 6596
Views: 623703

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

The spreadsheet sample I provided uses 21 days of volatility. If you want to change it you will need 127 days of data (127 for daily returns and 126 for Volatility and the Correlation coefficient). Which works just fine on the inverse volatility portfolio, which performs pretty well in the backtest...
by Mickelous
Mon Sep 07, 2020 11:04 am
Forum: Investing - Theory, News & General
Topic: HEDGEFUNDIE's excellent adventure Part II: The next journey
Replies: 6596
Views: 623703

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

Nice work. I quickly created an automated variant for convenience. It pulls the latest data from Yahoo and should auto refresh upon opening the file (if not, go to Data>Refresh all). I didn't mess with any of your calculations, though I added an input field for portfolio value that it will use to c...
by Mickelous
Mon Sep 07, 2020 9:46 am
Forum: Investing - Theory, News & General
Topic: HEDGEFUNDIE's excellent adventure Part II: The next journey
Replies: 6596
Views: 623703

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

Somewhere in the 100+ pages there were a discussion and sample formula shown. This fairly easy to do for 2 assets. I’m not on my computer right now but when I get a chance I’ll post it. Edit: I think page 91 of the thread has it. Here is a spreadsheet I created that shows AAA between UPRO and TMF f...
by Mickelous
Mon Sep 07, 2020 8:57 am
Forum: Investing - Theory, News & General
Topic: HEDGEFUNDIE's excellent adventure Part II: The next journey
Replies: 6596
Views: 623703

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

You can pull daily data from Yahoo finance and paste it into a spreadsheet. It's a slightly manual process, but if you're just pulling two tickers, it's not that much work to do each month. No need to pay for PV if you're only using it for the allocation. It's also how do you get the variables you ...
by Mickelous
Sat Sep 05, 2020 8:54 pm
Forum: Investing - Theory, News & General
Topic: HEDGEFUNDIE's excellent adventure Part II: The next journey
Replies: 6596
Views: 623703

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

You can pull daily data from Yahoo finance and paste it into a spreadsheet. It's a slightly manual process, but if you're just pulling two tickers, it's not that much work to do each month. No need to pay for PV if you're only using it for the allocation. It's also how do you get the variables you ...
by Mickelous
Fri Sep 04, 2020 9:16 pm
Forum: Investing - Theory, News & General
Topic: HEDGEFUNDIE's excellent adventure Part II: The next journey
Replies: 6596
Views: 623703

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

Is someone willing to summarize the adaptive allocation model? How often would I have to make changes to that, once a month? Just making sure I don't have to check VIX every day or something. Here is the link to the strategy from smartly. https://allocatesmartly.com/adam-butler-gestaltu-adaptive-as...
by Mickelous
Fri Sep 04, 2020 6:08 pm
Forum: Investing - Theory, News & General
Topic: HEDGEFUNDIE's excellent adventure Part II: The next journey
Replies: 6596
Views: 623703

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

Is someone willing to summarize the adaptive allocation model? How often would I have to make changes to that, once a month? Just making sure I don't have to check VIX every day or something.