Search found 437 matches

by gtwhitegold
Wed Feb 26, 2020 6:36 am
Forum: Investing - Theory, News & General
Topic: Created a Treasury Ladder Today (similar to NTSX)
Replies: 21
Views: 2109

Re: Created a Treasury Ladder Today (similar to NTSX)

Do you use anything to automate or simplify the rollover process? No, but IKBR starts sending out daily emails notifying you a few days before the roll starts to pickup that you are holding a contract and IKBR does not support physical delivery (so they liquidate just prior to last trade date) Here...
by gtwhitegold
Tue Feb 25, 2020 10:03 pm
Forum: Investing - Theory, News & General
Topic: Created a Treasury Ladder Today (similar to NTSX)
Replies: 21
Views: 2109

Re: Created a Treasury Ladder Today (similar to NTSX)

Do you use anything to automate or simplify the rollover process?
by gtwhitegold
Mon Jan 20, 2020 2:41 pm
Forum: Investing - Theory, News & General
Topic: QSPIX - thoughts on interesting fund
Replies: 1753
Views: 268034

Re: QSPIX - thoughts on interesting fund

PCRIX was insurance against inflation & supply shock which didn't happen in the last 10 years. Could have happened, we didn't know. Now critiquing that insurance is in hindsight. Bonds wouldn't have saved you from an inflation & supply shock. People are trying to improve their chances over a stock/...
by gtwhitegold
Fri Oct 18, 2019 8:14 am
Forum: Investing - Theory, News & General
Topic: Ex DFA CIO launches competitor which will also have ETFs
Replies: 249
Views: 29232

Re: Ex DFA CIO launches competitor which will also have ETFs

I’m hoping for “MSCI FaCS and Factor Box” data sometime soon: https://www.bogleheads.org/forum/viewtopic.php?t=288545 HippoSir was able to post charts for some funds, but I haven’t seen any on etf.com yet. It looks like funds must report their holdings each quarter with a 60 day delay, so once etf....
by gtwhitegold
Thu Oct 17, 2019 4:12 pm
Forum: Investing - Theory, News & General
Topic: Ex DFA CIO launches competitor which will also have ETFs
Replies: 249
Views: 29232

Re: Ex DFA CIO launches competitor which will also have ETFs

I'm interested in them, but I can wait. I'm curious what the factor loads will be on these ETFs. Their ISCV ETF, AVDV looks to be fairly low quality if you go by their sales growth, cash-flow growth, and book value growth on morningstar.com. Their USSCV ETF, AVUV doesn't appear to be as junky, but I...
by gtwhitegold
Wed Sep 04, 2019 7:22 pm
Forum: Investing - Theory, News & General
Topic: Conceptual Q - Bonds vs Bond Funds
Replies: 19
Views: 1083

Re: Conceptual Q - Bonds vs Bond Funds

How is this different than a bond fund? Because as long as I hold to maturity I don’t lose principal. The bond fund puts the principal at risk. Need to review the wiki above So your rolling maturities mean you are going to replace the bond when it is matured. In doing so, you will miss out on bond ...
by gtwhitegold
Sun Jun 23, 2019 10:38 am
Forum: Investing - Theory, News & General
Topic: HEDGEFUNDIE's excellent adventure [risk parity strategy using 3x leveraged ETFs]
Replies: 3353
Views: 384444

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

Are risk parity and inverse volatility the same things? No, inverse volatility doesn't account for correlations, but risk parity does. If you are only holding two assets, then they are effectively the same however. Can you elaborate on how risk parity accounts for correlations? Is it not just adjus...
by gtwhitegold
Sat Jun 22, 2019 9:44 pm
Forum: Investing - Theory, News & General
Topic: HEDGEFUNDIE's excellent adventure [risk parity strategy using 3x leveraged ETFs]
Replies: 3353
Views: 384444

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

Are risk parity and inverse volatility the same things? No, inverse volatility doesn't account for correlations, but risk parity does. If you are only holding two assets, then they are effectively the same however. Thanks. Then risk parity is better? I would say that it would depend on what you are...
by gtwhitegold
Sat Jun 22, 2019 9:13 pm
Forum: Investing - Theory, News & General
Topic: HEDGEFUNDIE's excellent adventure [risk parity strategy using 3x leveraged ETFs]
Replies: 3353
Views: 384444

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

klaus14 wrote:
Sat Jun 22, 2019 9:05 pm
Are risk parity and inverse volatility the same things?
No, inverse volatility doesn't account for correlations, but risk parity does.

If you are only holding two assets, then they are effectively the same however.
by gtwhitegold
Sat Jun 22, 2019 7:29 pm
Forum: Investing - Theory, News & General
Topic: HEDGEFUNDIE's excellent adventure [risk parity strategy using 3x leveraged ETFs]
Replies: 3353
Views: 384444

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

Thank you to @HEDGEFUNDIE and those who are willing to share their thoughts and strategies. Any thoughts on constructing a portfolio which mimic's Taleb's Black Swan set up where the majority of the portfolio is in ultra-safe positions and a very minor part which has tremendous upside when the over...
by gtwhitegold
Sat Jun 22, 2019 3:10 pm
Forum: Investing - Theory, News & General
Topic: HEDGEFUNDIE's excellent adventure [risk parity strategy using 3x leveraged ETFs]
Replies: 3353
Views: 384444

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

Thank you to @HEDGEFUNDIE and those who are willing to share their thoughts and strategies. Any thoughts on constructing a portfolio which mimic's Taleb's Black Swan set up where the majority of the portfolio is in ultra-safe positions and a very minor part which has tremendous upside when the over...
by gtwhitegold
Sat Jun 22, 2019 2:19 pm
Forum: Investing - Theory, News & General
Topic: SCV Methodology Issues
Replies: 9
Views: 692

Re: SCV Methodology Issues

So I wonder if anybody has ever come up with a product that buys value stocks as of a specific point in time and then holds those stocks for a longer time period. This sounds to me very much like an actively managed mutual fund. Effectively it requires buying stocks when they are value stocks and t...
by gtwhitegold
Sat Jun 22, 2019 10:55 am
Forum: Investing - Theory, News & General
Topic: Small Value vs Multifactor
Replies: 58
Views: 5795

Re: Small Value vs Multifactor

My personal recommendation is to focus on a combination of size, value, and quality while trying to minimize negative alpha, momentum and low volatility loadings. Below is a link to a few examples. Personally, I prefer DESC, Xtrackers Russell 2000 Comprehensive Factor ETF. https://www.portfoliovisua...
by gtwhitegold
Wed Jun 19, 2019 9:26 pm
Forum: Investing - Theory, News & General
Topic: HEDGEFUNDIE's excellent adventure [risk parity strategy using 3x leveraged ETFs]
Replies: 3353
Views: 384444

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

I too want to chime in that although there are fair criticisms of this strategy, this thread has opened the world of “risk parity” investing to me and has totally changed my views on investing. Regardless of whether you favor using LETFs, futures or options contracts or any leverage at all, realizi...
by gtwhitegold
Wed Jun 19, 2019 8:15 pm
Forum: Investing - Theory, News & General
Topic: HEDGEFUNDIE's excellent adventure [risk parity strategy using 3x leveraged ETFs]
Replies: 3353
Views: 384444

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 gtwhitegold
Tue Jun 18, 2019 7:30 pm
Forum: Investing - Theory, News & General
Topic: HEDGEFUNDIE's excellent adventure [risk parity strategy using 3x leveraged ETFs]
Replies: 3353
Views: 384444

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 gtwhitegold
Sun Jun 16, 2019 4:03 pm
Forum: Investing - Theory, News & General
Topic: HEDGEFUNDIE's excellent adventure [risk parity strategy using 3x leveraged ETFs]
Replies: 3353
Views: 384444

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

Coming back to this thread, I think a similar bandwagon effect is happening due to the long rally in long term bonds and negative correlation with equities. What might cause the strategy to lag? Nobody thinks of inflation as a threat today, but this is the one thing that will really set back the le...
by gtwhitegold
Thu Jun 13, 2019 5:31 am
Forum: Investing - Theory, News & General
Topic: Best Vanguard value factor exposure?
Replies: 42
Views: 3701

Re: Best Vanguard value factor exposure?

OP my suggestion would be to pick a single fund that has positive exposure to both value and momentum, do not pick two funds, one with + value and - momentum, then another fund with - value and + momentum. The reason being, the net exposure of your portfolio will be diluted to almost zero, and 1/2 ...
by gtwhitegold
Tue Jun 11, 2019 8:45 pm
Forum: Investing - Theory, News & General
Topic: Excellent Larry Swedroe Podcast Interview: Factors For The Long Run
Replies: 337
Views: 21557

Re: Excellent Larry Swedroe Podcast Interview: Factors For The Long Run

First re factors and calculating, market beta is ALSO a long short and it's ANNUAL AVERAGE return of market MINUS ANNUAL AVERAGE return on one month bills. Second, early books talked about asset classes, as only talked about stocks and bonds and did not begin to discuss MOM until later and other fa...
by gtwhitegold
Tue Jun 11, 2019 8:32 pm
Forum: Investing - Theory, News & General
Topic: Best Vanguard value factor exposure?
Replies: 42
Views: 3701

Re: Best Vanguard value factor exposure?

If you are targeting positive momentum in the whole portfolio VFVA is likely not a good choice. So far it has very negative momentum. VFMF (the multifactor fund) might be more what you are looking for. VBR or VIOV have much closer to zero momentum so could be combined with a specific momentum fund ...
by gtwhitegold
Tue Jun 04, 2019 10:55 am
Forum: Investing - Theory, News & General
Topic: Inverting yield curve impact on the federal G fund
Replies: 4
Views: 575

Re: Inverting yield curve impact on the federal G fund

The reason that it doesn't exactly match up is that it relies on the yield to maturity (YTM) of all issued treasuries still in curculation that are older than 4 years, so it is slower to react to changes in interest rates because it relies on new bonds being issued and old bonds being taken out of t...
by gtwhitegold
Sun Jun 02, 2019 7:57 am
Forum: Investing - Theory, News & General
Topic: HEDGEFUNDIE's excellent adventure [risk parity strategy using 3x leveraged ETFs]
Replies: 3353
Views: 384444

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

Intriguing indeed! Kudos to all the people putting in a lot of work to have these caclulations as ironed out as can be for the back tests. Is there anyway to calculate TQQQ (Proshares 3X QQQ), URTY (Proshares 3X Russell2000), and UST (ProShares 2X 7-10 Year Treasury) and have the SIM for portfoliov...
by gtwhitegold
Sat May 25, 2019 9:28 am
Forum: Investing - Theory, News & General
Topic: International Small-cap Value Funds ??
Replies: 96
Views: 18351

Re: International Small-cap Value Funds ??

Yeah I don't even understand "multifactor" where the multi includes both Value and momentum. ISCF actually tilts growth, using morningstar's box. Morningstar's style boxes aren't constructed using factor exposure, and their definitions position "value" and "growth" as a continuum instead of the mat...
by gtwhitegold
Thu May 23, 2019 7:40 pm
Forum: Investing - Theory, News & General
Topic: New era for TSP "I" Fund?
Replies: 119
Views: 17178

Re: New era for TSP "I" Fund?

Yes, given the info we have to date that sounds like a plan if you can unwind EM and small cap ex-US without tax consequences. I have about half of those positions in taxable so my plan is to spend from those when spending from taxable (am retired and withdrawing), do not reinvest their dividends, ...
by gtwhitegold
Thu May 23, 2019 6:32 pm
Forum: Investing - Theory, News & General
Topic: Valuations of International Equities vs. US Equities
Replies: 31
Views: 3283

Re: Valuations of International Equities vs. US Equities

I'm currently overweight EM and Developed International, but if I do start to volatility weight my portfolio, that will inherently reduce my International allocation.
by gtwhitegold
Thu May 23, 2019 6:56 am
Forum: Investing - Theory, News & General
Topic: HEDGEFUNDIE's excellent adventure [risk parity strategy using 3x leveraged ETFs]
Replies: 3353
Views: 384444

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

Returning to the original thread topic, why don't you use the idea of equal risk allocation to have 40% VTI, 60% TLT and then buy long term calls in this 4-6 ratio: 40% VTI long term calls, 60% TLT long term calls? This avoids the risks of leveraged ETFs, but provides better returns that holding 40...
by gtwhitegold
Tue May 21, 2019 8:07 pm
Forum: Investing - Theory, News & General
Topic: HEDGEFUNDIE's excellent adventure [risk parity strategy using 3x leveraged ETFs]
Replies: 3353
Views: 384444

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

Is there a 2x leveraged version with less volatility and volatility drag? Yes, however, unless you are targeting small caps using SAA - S&P 600 2x ETF, you are better off splitting the difference between difference between a 1x ETF and a 3x ETF. There is more tracking error due to higher effective ...
by gtwhitegold
Mon May 20, 2019 7:13 am
Forum: Investing - Theory, News & General
Topic: Larry Swedroe: Public Vs. Private Hedge Funds
Replies: 13
Views: 1155

Re: Larry Swedroe: Public Vs. Private Hedge Funds

nisiprius, Many of those characteristics you listed as being favorable for mutual funds, as compared to hedge funds, have the potential to be value destructive. Specifically, the idea that it's a positive that mutual funds must mass redeem even when invested in markets that are anything less than h...
by gtwhitegold
Mon May 13, 2019 2:28 pm
Forum: Investing - Theory, News & General
Topic: Understanding using treasury futures for leverage to implement risk parity
Replies: 166
Views: 17381

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

Today at intra days lows my portfolio P/L day was down 1% (insignificant in $ amount) With 14x leverage and larger drawdowns it is very difficult to stick with this strategy. At what point your $100k with 14x leverage will be wiped out? You have 140% exposure to the S&P 500, including 140% of its v...
by gtwhitegold
Mon May 13, 2019 7:17 am
Forum: Investing - Theory, News & General
Topic: Bonds for growth Vs Bonds for rebalancing
Replies: 7
Views: 655

Re: Bonds for growth Vs Bonds for rebalancing

For rebalancing and without taking on leverage, long-term treasuries are generally the best diversifier for equities. For total return within a portfolio, including long-term investment grade credit has improved returns, but I'm not sure what the ideal ratio between credit and treasuries is. I perso...
by gtwhitegold
Mon May 13, 2019 7:00 am
Forum: Investing - Theory, News & General
Topic: Where to invest when there isn't a 401k available
Replies: 4
Views: 385

Re: Where to invest when there isn't a 401k available

I agree with the posts above. If you are likely to be an independent contractor for the remainder of the year, definitely consider opening an employer style account such as a Solo 401k, SEP IRA, or SIMPLE IRA. Each one has their plusses and minuses, so review the options carefully. Are you receiving...
by gtwhitegold
Wed May 01, 2019 7:03 pm
Forum: Investing - Theory, News & General
Topic: Larry Swedroe: Variance Risk Premium Evidence
Replies: 84
Views: 4577

Re: Larry Swedroe: Variance Risk Premium Evidence

Does anyone know how to find the volatility metrics of the Stone Ridge and other interval funds? I would like to have that information in order to do some portfolio optimization.
by gtwhitegold
Wed May 01, 2019 6:25 pm
Forum: Investing - Theory, News & General
Topic: Do I live in a HCOL area?
Replies: 56
Views: 3824

Re: Do I live in a HCOL area?

I see the terms HCOL and LCOL (high, low cost-of-living) used frequently on this forum. Is there a commonly used definition of these terms? I get the feeling that one man’s HCOL may be another man’s LCOL. My initial research (google) yields mostly links that define COL in urban areas. Is there any ...
by gtwhitegold
Wed May 01, 2019 3:50 pm
Forum: Investing - Theory, News & General
Topic: Do I live in a HCOL area?
Replies: 56
Views: 3824

Re: Do I live in a HCOL area?

I see the terms HCOL and LCOL (high, low cost-of-living) used frequently on this forum. Is there a commonly used definition of these terms? I get the feeling that one man’s HCOL may be another man’s LCOL. My initial research (google) yields mostly links that define COL in urban areas. Is there any ...
by gtwhitegold
Wed May 01, 2019 7:15 am
Forum: Investing - Theory, News & General
Topic: Is factor-based small-value/Fama-French tilting worth it?
Replies: 101
Views: 7740

Re: Is factor-based small-value/Fama-French tilting worth it?

And I could keep total international (VTSAX or FZROX) along with Vanguard Total International Stock Index Fund Admiral Shares (VTIAX or FZILX) in my taxable accounts for tax loss harvesting to their respective ETFs... Not so fast. Vanguard mutual funds and their respective ETFs are the same stuff i...
by gtwhitegold
Wed May 01, 2019 6:21 am
Forum: Investing - Theory, News & General
Topic: Is factor-based small-value/Fama-French tilting worth it?
Replies: 101
Views: 7740

Re: Is factor-based small-value/Fama-French tilting worth it?

Thank you all for your valuable input! Let's say I want to balance factor-investing with simplicity by only tilting toward 2 factors: size and emerging markets. Is this an inherently bad idea, assuming that I have a 20+ year time horizon and am risk tolerant? If it isn't a bad idea, how does this m...
by gtwhitegold
Sun Apr 28, 2019 8:02 pm
Forum: Investing - Theory, News & General
Topic: HEDGEFUNDIE's excellent adventure [risk parity strategy using 3x leveraged ETFs]
Replies: 3353
Views: 384444

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

OP - great effort documenting your strategy logically in a way that is easy for the average investor to understand. Your logic seems sound in the sense that is diversified, realizing the high return advantage of the 3x leveraged ETF on the upside and minimizing the risk of downside by using treasur...
by gtwhitegold
Wed Apr 24, 2019 12:09 pm
Forum: Investing - Theory, News & General
Topic: Google sheets not pulling stock prices
Replies: 119
Views: 19776

Re: google finance no longer able to query some tickers in Google Sheets

I've been using Google Sheets for some time to monitor my portfolio. Approximately two days ago, it stopped being able to query a few of the tickers that I own (a minority of them). The vast majority of my tickers are still working. This is what used to work in google sheets: =(Googlefinance("VOO",...
by gtwhitegold
Wed Apr 24, 2019 12:05 pm
Forum: Investing - Theory, News & General
Topic: Larry Swedroe: Using Valuation Metrics
Replies: 106
Views: 5716

Re: Larry Swedroe: Using Valuation Metrics

Larry's article wrote: The bottom line is that 40% explanatory power provides significant information that investors can use to build plans. However, you must not make the mistake of overestimating the forecasting power of the CAPE 10 metric and treat that forecast as what will happen. Instead, it ...
by gtwhitegold
Tue Apr 23, 2019 7:04 am
Forum: Investing - Theory, News & General
Topic: Larry Swedroe: Variance Risk Premium Evidence
Replies: 84
Views: 4577

Re: Larry Swedroe: Variance Risk Premium Evidence

I'm still wondering how you do it (rebalancing), given that your non-stock portfolio is largely illiquid holdings plus a bond ladder. Rebalancing inside the stock portion seems easy enough; rebalancing between stocks and everything else seems difficult. You certainly shouldn't feel the need to "def...
by gtwhitegold
Mon Apr 22, 2019 9:34 am
Forum: Investing - Theory, News & General
Topic: Vanguard Announces Plans to Launch Commodities Fund
Replies: 195
Views: 25975

Re: Vanguard Announces Plans to Launch Commodities Fund

CCF funds can be viewed as insurance. If one views it in this perspective, then the slightly negative returns and slightly higher volatility compared to intermediate term treasuries is justifiable. For a portfolio using VT as the only equity allocation and a fixed income portfolio balanced in term r...
by gtwhitegold
Wed Apr 17, 2019 5:57 am
Forum: Investing - Theory, News & General
Topic: Understanding using treasury futures for leverage to implement risk parity
Replies: 166
Views: 17381

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

ZROZ is longer term, but has more negative alpha. I would still pick EDV even if I was targeting a longer duration. Can you explain what you mean? I don't see any difference in performance that would suggest a more negative alpha? https://www.portfoliovisualizer.com/backtest-portfolio?s=y&timePerio...
by gtwhitegold
Tue Apr 16, 2019 9:49 pm
Forum: Investing - Theory, News & General
Topic: Understanding using treasury futures for leverage to implement risk parity
Replies: 166
Views: 17381

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

If you want to maintain a continuous roll on your futures and not try to time the market, I recommend that you look at how the futures are implemented in this thread. Having a lot of low duration contracts and either a long-term bond ETF like EDV or long term futures at a lower concentration create...
by gtwhitegold
Tue Apr 16, 2019 8:05 am
Forum: Investing - Theory, News & General
Topic: Understanding using treasury futures for leverage to implement risk parity
Replies: 166
Views: 17381

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

This thread is more relevant than HEDGEFUNDIE's because user Rob Bertram uses treasury futures whereas HEDGEFUNDIE uses leveraged ETFs. A lot of good info in here. Should I use margin to buy a balanced fund? If you want to maintain a continuous roll on your futures and not try to time the market, I...
by gtwhitegold
Tue Apr 16, 2019 6:30 am
Forum: Investing - Theory, News & General
Topic: New era for TSP "I" Fund?
Replies: 119
Views: 17178

Re: New era for TSP "I" Fund?

I just got asked today! 2 Factor Authentication is supposed to be available now. I can try to validate and report back later. Got an email this morning saying 2FA was available (by email or text message). Tonight the TSP website is down for maintenance. I'll try again in a bit. Ten minutes later an...
by gtwhitegold
Mon Apr 15, 2019 4:14 pm
Forum: Investing - Theory, News & General
Topic: New era for TSP "I" Fund?
Replies: 119
Views: 17178

Re: New era for TSP "I" Fund?

I know that some these were put on the back burner because of blended retirement system and other efforts, but those are the two that I'm prioritizing. I can't believe (well, I can, but barely) that they still haven't implemented two-factor authentication.... That's supposed to be in the pipeline n...
by gtwhitegold
Mon Apr 15, 2019 4:13 pm
Forum: Investing - Theory, News & General
Topic: Thrift Savings Plan expenses rising
Replies: 50
Views: 5079

Re: Thrift Savings Plan expenses rising

In addition to the G fund....... - Superior protection from creditors - When reconstituted next year, the I fund ER will be 56% and 60% lower than comparable Vanguard and Blackrock offerings (VXUS, IXUS). - Retirees age 55-59.5 can withdraw funds penalty-free without setting up and being bound by a...
by gtwhitegold
Sun Apr 14, 2019 2:39 pm
Forum: Investing - Theory, News & General
Topic: Thrift Savings Plan expenses rising
Replies: 50
Views: 5079

Re: Thrift Savings Plan expenses rising

If you have followed the thread about upcoming changes to the I Fund, then you will see that the transition to the MSCI ACWI ex US IMI index will result in an increase in fees. The I Fund will likely be more expensive than VXUS or IXUS for the transition period, but will be less expensive after. It...
by gtwhitegold
Sun Apr 14, 2019 12:36 pm
Forum: Investing - Theory, News & General
Topic: Thrift Savings Plan expenses rising
Replies: 50
Views: 5079

Re: Thrift Savings Plan expenses rising

Well, yes, then we agree that I should do as planned and roll the TSP (except my G fund holdings) to one of the low cost brokerage IRAs when I retire. As the TSP's costs drift higher than them, I'm looking for a reason to stay and I'm not finding one. Many of the costs mentioned here and an in earl...
by gtwhitegold
Sun Apr 14, 2019 11:09 am
Forum: Investing - Theory, News & General
Topic: HEDGEFUNDIE's excellent adventure [risk parity strategy using 3x leveraged ETFs]
Replies: 3353
Views: 384444

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

For anyone considering to implement a leveraged portfolio, but is not sure how to wind it down or consider 3x leverage too much, it's probably better to continue to use the 3x leveraged ETFs, but substitute a 1x ETF for the remainder of the allocation. This will also work if you are planning on tilt...