Search found 63 matches

by perplexed
Thu Nov 07, 2019 3:31 pm
Forum: Personal Consumer Issues
Topic: When to buy Car extended warranty ?
Replies: 55
Views: 2613

Re: When to buy Car extended warranty ?

I used to be one of those "never buy an extended warranty" person. That was until I bought a 2019 CPO Volvo XC60 plug-in electric hybrid that is loaded with all kinds of electronics. I extended my warranty through Volvo but a different dealer from where I bought the car. 10 years/unlimited milage w...
by perplexed
Thu Nov 07, 2019 8:20 am
Forum: Personal Consumer Issues
Topic: When to buy Car extended warranty ?
Replies: 55
Views: 2613

Re: When to buy Car extended warranty ?

I used to be one of those "never buy an extended warranty" person. That was until I bought a 2019 CPO Volvo XC60 plug-in electric hybrid that is loaded with all kinds of electronics. I extended my warranty through Volvo but a different dealer from where I bought the car. 10 years/unlimited milage w...
by perplexed
Tue Nov 05, 2019 4:06 pm
Forum: Investing - Theory, News & General
Topic: An Alternate to HEDGEFUNDIE's Adventure
Replies: 19
Views: 1553

Re: An Alternate to HEDGEFUNDIE's Adventure

Interesting analysis. There were many different variants discussed over those 2 threads. I am curious to see compelling advantages of your strategy, using ITT. Can you elaborate on drawdowns and sortino? Would using TMF (or EDV) be worse than ITT, while using the same 200 day SMA signals?

Thanks.
by perplexed
Tue Nov 05, 2019 10:41 am
Forum: Investing - Theory, News & General
Topic: Anyone use “baskets”at fidelity?
Replies: 19
Views: 3173

Re: Anyone use “baskets”at fidelity?

OK I created and purchased a basket. Things I’ve learned: 1. Automatic allocation is nice, but appears to work only when creating the basket. You can input specific dollar amounts for future purchases, but you have to do so for each position. -- Are you saying we can't add directly to the basket? I...
by perplexed
Mon Nov 04, 2019 4:05 pm
Forum: Personal Investments
Topic: Creating M1 like pie in Fidelity
Replies: 8
Views: 925

Re: Creating M1 like pie in Fidelity

Perfect. Thank you.
by perplexed
Mon Nov 04, 2019 8:12 am
Forum: Personal Investments
Topic: Creating M1 like pie in Fidelity
Replies: 8
Views: 925

Creating M1 like pie in Fidelity

Hello,

I wanted to see if anyone had experience in creating a pie like M1 in fidelity. I realize one can do this manually, but I curious if it can be done as:

--- designate securities and their percentage allocations
--- allocate funds in the pie
---- fido does the trading

Thanks.
by perplexed
Mon Sep 09, 2019 10:44 am
Forum: Investing - Theory, News & General
Topic: HEDGEFUNDIE's excellent adventure Part II: The next journey
Replies: 1460
Views: 101483

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

To everybody: What's the proposed end game of Hedgefundie's strategy (or its variations) if U.S. rates follow the pattern of Japan and Europe? Would you still play this strategy if 10-year treasuries are at -1% and 30-year at -0.5% nominal, -2.5% and -2% real interest? If not, at what point would y...
by perplexed
Sat Sep 07, 2019 9:26 am
Forum: Investing - Theory, News & General
Topic: HEDGEFUNDIE's excellent adventure Part II: The next journey
Replies: 1460
Views: 101483

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

Hi, why not use futures (instead of leveraged ETFs)? Thank you for your excellent work. This has been discussed widely. Futures require a larger portfolio size, especially if one wants to actually take advantage of any form of rebalancing bonus. They also require more day-to-day attention, unless y...
by perplexed
Tue Sep 03, 2019 10:04 am
Forum: Investing - Theory, News & General
Topic: HEDGEFUNDIE's excellent adventure Part II: The next journey
Replies: 1460
Views: 101483

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

rascott:
Do you have any backtest data for your interesting strategy?
by perplexed
Wed Aug 21, 2019 3:41 pm
Forum: Investing - Theory, News & General
Topic: HEDGEFUNDIE's excellent adventure Part II: The next journey
Replies: 1460
Views: 101483

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

Just hit 50% total return, and it only took 6.5 months. Compare that to 8% for the S&P 500. So much for volatility decay and low interest rates! That is really incredible. Congratulations! I am at a more modest 30% (xirr is probably 70+). Unfortunately, I can't get PSLDX. There has been some discus...
by perplexed
Mon Aug 19, 2019 6:58 pm
Forum: Investing - Theory, News & General
Topic: Refinements to Hedgefundie's excellent approach
Replies: 165
Views: 15972

Re: Refinements to Hedgefundie's excellent approach

Have you done any work on using alternate approaches to calculating volatility? From the papers I've read, the traditional approach of annualizing the standard deviations of logarithmic returns only preserves around 30% of the information around volatility clusters. I've looked at a couple GARCH va...
by perplexed
Wed Aug 14, 2019 8:06 am
Forum: Personal Finance (Not Investing)
Topic: Provider choosing to bill as out of network
Replies: 43
Views: 3684

Re: Provider choosing to bill as out of network

From personal experience, unless the insurance goes into a specific contract with your provider for your case, this arrangement is dangerous and fraught with lots of worries. We had our insurance go into such a contract, and most things got cleared as in-network, but not before constant problems wit...
by perplexed
Tue Aug 13, 2019 9:05 am
Forum: Investing - Theory, News & General
Topic: HEDGEFUNDIE's excellent adventure Part II: The next journey
Replies: 1460
Views: 101483

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

Yes, I did so following your footsteps, in one of my pies!
Don't know how to Thank you enough, HedgeFundie. Who knows what future holds, but your post and hard work have made me money in the last 5 months way more than I have anticipated.
by perplexed
Mon Aug 12, 2019 1:36 pm
Forum: Investing - Theory, News & General
Topic: HEDGEFUNDIE's excellent adventure Part II: The next journey
Replies: 1460
Views: 101483

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

I don't see what is wrong in it. Changing plans based on new context is a good thing.
Thank you Hedgefundie for this excellent post and lot of toil you have put into it.
by perplexed
Mon Aug 12, 2019 1:27 pm
Forum: Investing - Theory, News & General
Topic: Refinements to Hedgefundie's excellent approach
Replies: 165
Views: 15972

Re: Refinements to Hedgefundie's excellent approach

Hydromod: shamelessly (and greedy) checking if your wonderful scripts are coming!

Thanks!
by perplexed
Thu Aug 08, 2019 8:01 pm
Forum: Investing - Theory, News & General
Topic: HEDGEFUNDIE's excellent adventure [risk parity strategy using 3x leveraged ETFs]
Replies: 3353
Views: 294565

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

Is there any alternative to PSLDX? Apparently my fido retirement account complains it is an advisor fund :annoyed
by perplexed
Thu Aug 08, 2019 11:35 am
Forum: Investing - Theory, News & General
Topic: Refinements to Hedgefundie's excellent approach
Replies: 165
Views: 15972

Re: Refinements to Hedgefundie's excellent approach

One more day before this week is over ...! :moneybag
by perplexed
Thu Aug 08, 2019 11:24 am
Forum: Investing - Theory, News & General
Topic: Refinements to Hedgefundie's excellent approach
Replies: 165
Views: 15972

Re: Refinements to Hedgefundie's excellent approach

Great! Thank you.
Today is a good day for monthly setting from target vol --- going to whole 80% upro :-)
by perplexed
Thu Aug 08, 2019 9:37 am
Forum: Investing - Theory, News & General
Topic: Refinements to Hedgefundie's excellent approach
Replies: 165
Views: 15972

Re: Refinements to Hedgefundie's excellent approach

Thank you so much! You really have no reason to be sorry! :-) Couple of quick pointers back. I may be mistaken in these, so please do correct me if I am wrong. * It looks like 2009 recession, UEI enabled allocation had a greater drawdown (blue line looks to go lower than red). Same I see in 1987ish ...
by perplexed
Tue Aug 06, 2019 5:17 pm
Forum: Investing - Theory, News & General
Topic: Refinements to Hedgefundie's excellent approach
Replies: 165
Views: 15972

Re: Refinements to Hedgefundie's excellent approach

Thank you for your kindness. MATLAB is better! While looking at target volatility, I saw that some periods (months) when UPRO (or TQQQ) are at a high allocation, the portfolio suddenly goes through a bad month. However, it is not always the case (and hence target vol wins over 4/60)! I wonder, if th...
by perplexed
Tue Aug 06, 2019 4:34 pm
Forum: Investing - Theory, News & General
Topic: Refinements to Hedgefundie's excellent approach
Replies: 165
Views: 15972

Re: Refinements to Hedgefundie's excellent approach

Curious, if incorporating unemployment index is a possibility in the PV?
That way I can simply click and get the allocation monthly.

Of course, if you are willing to share your matlab files .... many blessings!

Regards!
by perplexed
Mon Aug 05, 2019 7:36 pm
Forum: Investing - Theory, News & General
Topic: HEDGEFUNDIE's excellent adventure [risk parity strategy using 3x leveraged ETFs]
Replies: 3353
Views: 294565

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

How much UPRO does the vol-lookback strategy dictate right now? Is it actually 80%? To be clear there is the look-back risk-parity, and then there is the target volatility. Target volatility is driven by the target that you choose, so you could have a variant of that strategy with everything from ~...
by perplexed
Mon Aug 05, 2019 11:25 am
Forum: Investing - Theory, News & General
Topic: Refinements to Hedgefundie's excellent approach
Replies: 165
Views: 15972

Re: Refinements to Hedgefundie's excellent approach

Excellent post. Thank you.
In principle, I like incorporating macro indicators into the allocation formula, thus going away from the sole dependence on pricing stats.


A few questions from a novice.

Any chance you may be able to post stddev, drawdowns, and sortino?
by perplexed
Sat Aug 03, 2019 6:57 pm
Forum: Investing - Theory, News & General
Topic: HEDGEFUNDIE's excellent adventure [risk parity strategy using 3x leveraged ETFs]
Replies: 3353
Views: 294565

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

I am trying to generate a TQQQSIM by importing historical price NASDAQ data from yahoo, calculating daily returns (%), and multiplying it by 3. Comparing it with TQQQ, for the period TQQQ data is available, looks like PV is showing significantly lower returns in TQQQSIM. I am wondering what may be t...
by perplexed
Sat Aug 03, 2019 5:04 pm
Forum: Investing - Theory, News & General
Topic: HEDGEFUNDIE's excellent adventure [risk parity strategy using 3x leveraged ETFs]
Replies: 3353
Views: 294565

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

This is an excellent analysis. So one of the takeaway points I see is that all of these strategies (target vol, ….) tend to reduce the max drawdown substantially from the straight up 40-60. I am curious if by any chance you have the data to play with TQQQ. Also, is this TMFSIM/UPROSIM data already u...
by perplexed
Fri Aug 02, 2019 10:48 am
Forum: Investing - Theory, News & General
Topic: HEDGEFUNDIE's excellent adventure [risk parity strategy using 3x leveraged ETFs]
Replies: 3353
Views: 294565

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

Hello: This has been an excellent thread and a solid learning. I am curious what would be best options to implement this strategy using mutual funds. I have not found anything beyond 1.25X leverage using long-term treasuries. I would love to know if others have ventured using some products in the mu...
by perplexed
Wed Jun 19, 2019 11:30 am
Forum: Investing - Theory, News & General
Topic: HEDGEFUNDIE's excellent adventure [risk parity strategy using 3x leveraged ETFs]
Replies: 3353
Views: 294565

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

Thanks! A quick question, does the signal date is some random time in the month, or can it be first day? For example, other weights shown historically, are those day 1 of the month?
by perplexed
Wed Jun 19, 2019 10:57 am
Forum: Investing - Theory, News & General
Topic: HEDGEFUNDIE's excellent adventure [risk parity strategy using 3x leveraged ETFs]
Replies: 3353
Views: 294565

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

Hi Hedgefundie, Your comparison basically assumes that interest rates will continue to drop over the next 12 years. When comparing different implementations of the same basic strategy you need to make sure the equity and interest rate exposures are in a similar ratio. For example you can look at th...
by perplexed
Sun Mar 03, 2019 12:22 pm
Forum: Investing - Theory, News & General
Topic: HEDGEFUNDIE's excellent adventure [risk parity strategy using 3x leveraged ETFs]
Replies: 3353
Views: 294565

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

Interesting thought from another thread on leverage; daily rebalancing ETFs works far better for equities than treasuries (and especially commodities) since the higher expected equity returns better combat the volatility drag. Seem to recall someone quoting that UPRO since inception has destroyed i...
by perplexed
Wed Feb 27, 2019 12:10 pm
Forum: Investing - Theory, News & General
Topic: HEDGEFUNDIE's excellent adventure [risk parity strategy using 3x leveraged ETFs]
Replies: 3353
Views: 294565

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

Thanks Samdad. Yes, they do allow ProFunds.

I spoke to them and they said Direxion is too volatile and therefore not allowed in their platform :P
by perplexed
Wed Feb 27, 2019 10:49 am
Forum: Investing - Theory, News & General
Topic: HEDGEFUNDIE's excellent adventure [risk parity strategy using 3x leveraged ETFs]
Replies: 3353
Views: 294565

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

Excellent Thread.

One quick question. Is there a suitable alternative to TMF? My brokerage, wellsfargo, does not allow trading Direxion ETFs.

Thanks all.
by perplexed
Fri Feb 23, 2018 12:43 pm
Forum: Personal Investments
Topic: Importing Tax Document from Wells Fargo
Replies: 2
Views: 523

Importing Tax Document from Wells Fargo

Hello:

I am wondering if forum members have success in importing wells fargo tax statements in a tax software? I tried hrblock and turbotax and both failed.

Thanks.
by perplexed
Thu Nov 09, 2017 11:28 am
Forum: Personal Consumer Issues
Topic: Extended Warranty on Used Car
Replies: 16
Views: 1710

Re: Extended Warranty on Used Car

WestsideGuy wrote:
Wed Nov 08, 2017 11:48 pm
Agreed. Would do it if you get an Audi. I did it for mine, and it paid for itself in the end.
Thanks! Did you get the extended warranty from an Audi dealership or a 3rd party? May I ask the cost involved?
by perplexed
Thu Nov 09, 2017 11:07 am
Forum: Personal Consumer Issues
Topic: Extended Warranty on Used Car
Replies: 16
Views: 1710

Re: Extended Warranty on Used Car

8 year bumper-to-bumper warranty on my used CPO Lexus. Can't beat it IMHO. They even recently replaced my worn floor mats for free. I feel it's worth every penny for this; it's like a cheap insurance policy with a single up-front premium ($3K for these 8 years essentially the same coverage you get ...
by perplexed
Thu Nov 09, 2017 10:28 am
Forum: Personal Consumer Issues
Topic: Extended Warranty on Used Car
Replies: 16
Views: 1710

Re: Extended Warranty on Used Car

Thanks for the all the responses.

Yes, I am skeptical about extended warranty being a scam, and hence wanted to check if group members have recommendations on specific company that are NOT a scam!
by perplexed
Wed Nov 08, 2017 8:05 pm
Forum: Personal Consumer Issues
Topic: Extended Warranty on Used Car
Replies: 16
Views: 1710

Extended Warranty on Used Car

Dear Forum Members, I am seeking your input on getting extended warranty on a used car purchase. I have short listed following 4 cars: 2012 BMW X5, 67K miles, 20K 2012 Audi Q5, 54K miles, 23K 2011 Audi Q7, 78K miles, 20K 2011 Buick Enclave, 81K miles, 16K I don't really need third row seats, but the...
by perplexed
Tue Sep 23, 2014 7:12 am
Forum: Personal Consumer Issues
Topic: Touring Spain
Replies: 13
Views: 1500

Re: Touring Spain

All: Thank you very much for the helpful suggestions. We are planning to travel in the 3rd week of May 2015. I will check out the temperature. We also like traveling in trains, and did so in Italy with our son recently. I am hoping this should work out well next year as well. I will start on Rick St...
by perplexed
Mon Sep 22, 2014 2:57 pm
Forum: Personal Consumer Issues
Topic: Touring Spain
Replies: 13
Views: 1500

Touring Spain

Hello: I need some advice on touring Spain. We will be traveling with a 4-year old. My top goals are: food, history, art and culture. Which cities do you recommend for a base? We really like smallish towns with lots of characters, include culinary delights. We will probable not visit any beaches. Th...
by perplexed
Mon Mar 17, 2014 4:21 pm
Forum: Personal Consumer Issues
Topic: Genetic Testing
Replies: 10
Views: 1674

Re: Genetic Testing

Thank you very much. Quite an useful information.
by perplexed
Mon Mar 17, 2014 3:42 pm
Forum: Personal Consumer Issues
Topic: Genetic Testing
Replies: 10
Views: 1674

Re: Genetic Testing

Not through the doctor, getting on my own.

Here is one company, which appears to still provide: http://www.gtldna.com/HealthTesting/DNA ... esting.htm

23AndMe is more on ancestry I thought.
by perplexed
Mon Mar 17, 2014 1:49 pm
Forum: Personal Consumer Issues
Topic: Genetic Testing
Replies: 10
Views: 1674

Genetic Testing

Hello:

I am interested in a personal genetic testing for the purpose of disease predisposition. I wanted to know if you have any experience (positive or negative), and possible recommendations.

Thanks.
by perplexed
Tue Mar 20, 2012 10:34 pm
Forum: Personal Finance (Not Investing)
Topic: TaxACT or TurboTAX
Replies: 29
Views: 3496

Re: TaxACT or TurboTAX

Thanks for all your feedback, good people.
From your input, I guess there is no commanding arguments to switch to TurboTAX.
by perplexed
Sun Mar 18, 2012 5:42 pm
Forum: Personal Finance (Not Investing)
Topic: TaxACT or TurboTAX
Replies: 29
Views: 3496

TaxACT or TurboTAX

Hello:

I have been using TAXACT for the last few years, primarily for the lower cost. I am curious if people have strong opinion between TaxACT vs. TurboTAX. Is the extra money for Turbo really worth it?
by perplexed
Tue Mar 06, 2012 4:36 pm
Forum: Personal Investments
Topic: Admiral funds at Wells Trade
Replies: 117
Views: 13301

Re: Admiral funds at Wells Trade

I called them, and this is what I got this time around. For my one failed intial buy of VBTSX (bonds) they noted it failed becasue I did not meet the ammount. They however are not sure what the min amount should be, calling me back on that one. I also ask them to check VTSSX (total US) and the mini...
by perplexed
Tue Mar 06, 2012 4:28 pm
Forum: Personal Investments
Topic: Admiral funds at Wells Trade
Replies: 117
Views: 13301

Re: Admiral funds at Wells Trade

Yes, it did. Apart from ER, and trading @ NAV, the reason I was inclined to mutual funds was the ability to have fractional shares and thus dollar cost average a fix $ as part of my AA. With ETF, I have to manually calculate on a monthly basis to offset marginal differences. @ Vanguard, I can't get ...
by perplexed
Tue Mar 06, 2012 3:48 pm
Forum: Personal Investments
Topic: Admiral funds at Wells Trade
Replies: 117
Views: 13301

Re: Admiral funds at Wells Trade

Given all these hassles, wondering if ETFs are the right way now. Especially, with today's market, and expected volatility in the near term, I am definitely hesitant in plonking down 3K a piece for these funds.
by perplexed
Tue Mar 06, 2012 3:19 pm
Forum: Personal Investments
Topic: Admiral funds at Wells Trade
Replies: 117
Views: 13301

Re: Admiral funds at Wells Trade

The trade was rejected. I called again, and they are now "researching" why so :wink:
by perplexed
Tue Mar 06, 2012 11:35 am
Forum: Personal Investments
Topic: Admiral funds at Wells Trade
Replies: 117
Views: 13301

Re: Admiral funds at Wells Trade

Very interesting!

I just called them to place a $100.0 order for VTSGX. Of course, they said all is well :-)
I will see if this actually appears in my account or vanishes into thin air.
by perplexed
Tue Mar 06, 2012 9:19 am
Forum: Personal Investments
Topic: Admiral funds at Wells Trade
Replies: 117
Views: 13301

Re: Admiral funds at Wells Trade

Thanks for sharing these experiences. In my limited experience @ WT, I have found that documentation and reality are two different entities there: you never know which trade will go through and which will be rejected.
by perplexed
Thu Mar 01, 2012 4:23 pm
Forum: Personal Investments
Topic: Admiral funds at Wells Trade
Replies: 117
Views: 13301

Re: Admiral funds at Wells Trade

Let me know if you are able get them @ WT.