Search found 980 matches

by rascott
Sat Nov 16, 2019 11:17 pm
Forum: Investing - Theory, News & General
Topic: Any conservative young investors?
Replies: 78
Views: 8415

Re: Any conservative young investors?

Not young (depending on your perspective). 54/51 invested ~20/80. I know what happened to Japanese investors circa early '90s (as well as those unfortunate Russian and Chinese investors a generation+ ago). I personally would prefer to be 0/100 and take my chances with fixed income. S o Russian and ...
by rascott
Sat Nov 16, 2019 10:59 pm
Forum: Investing - Theory, News & General
Topic: Any conservative young investors?
Replies: 78
Views: 8415

Re: Any conservative young investors?

Not young (depending on your perspective). 54/51 invested ~20/80. I know what happened to Japanese investors circa early '90s (as well as those unfortunate Russian and Chinese investors a generation+ ago). I personally would prefer to be 0/100 and take my chances with fixed income. So Russian and C...
by rascott
Sun Nov 10, 2019 5:40 pm
Forum: Personal Investments
Topic: Holding bonds vs 100% equities
Replies: 367
Views: 21027

Re: Holding bonds vs 100% equities

I hope this type of comment is allowed, but I want to make it as a parting note. I think KlangFool can sometimes add a valuable perspective of reminding people that things can go wrong unexpectedly. But the last few dozen posts are a perfect illustration of why I think it can be frustrating to enga...
by rascott
Sun Nov 10, 2019 5:36 pm
Forum: Personal Investments
Topic: Holding bonds vs 100% equities
Replies: 367
Views: 21027

Re: Holding bonds vs 100% equities

I wonder if the pro 100% stocks crowd would change their views if we have another great depression, with a 80% or more crash in the stock market, or a Japan like stock market that declines for many years. None of these outcomes seem likely due to the past 10 years of US stock performance. This is a...
by rascott
Sun Nov 10, 2019 12:42 pm
Forum: Personal Investments
Topic: Spend It All vs. Leave $$ for the Kids
Replies: 188
Views: 14210

Re: Spend It All vs. Leave $$ for the Kids

Find most of these replies odd... in that it somewhat assumes that the money would be left to very young people (children/ young adults) .... which would be far from the norm. Much more likely an inheritance to be going to middle-aged / nearing retirement / in retirement descendants. By that point ...
by rascott
Sun Nov 10, 2019 12:34 pm
Forum: Personal Investments
Topic: Holding bonds vs 100% equities
Replies: 367
Views: 21027

Re: Holding bonds vs 100% equities

Historically, the minimal additional potential return is only possible with 20 or more years of no withdrawal. Long-run = 20+ years. 100/0 only win over 70/30 with 20+ years. I think people have already pointed out that KlangFool's criticisms of 100% equities effectively double-count the drawdowns ...
by rascott
Sun Nov 10, 2019 11:56 am
Forum: Personal Investments
Topic: Spend It All vs. Leave $$ for the Kids
Replies: 188
Views: 14210

Re: Spend It All vs. Leave $$ for the Kids

Find most of these replies odd... in that it somewhat assumes that the money would be left to very young people (children/ young adults) .... which would be far from the norm. Much more likely an inheritance to be going to middle-aged / nearing retirement / in retirement descendants. By that point i...
by rascott
Sun Nov 10, 2019 11:39 am
Forum: Personal Investments
Topic: Holding bonds vs 100% equities
Replies: 367
Views: 21027

Re: Holding bonds vs 100% equities

Historically, the minimal additional potential return is only possible with 20 or more years of no withdrawal. Long-run = 20+ years. 100/0 only win over 70/30 with 20+ years. I think people have already pointed out that KlangFool's criticisms of 100% equities effectively double-count the drawdowns ...
by rascott
Fri Nov 08, 2019 7:12 pm
Forum: Investing - Theory, News & General
Topic: Lifecycle Investing - Leveraging when young
Replies: 626
Views: 45063

Re: Lifecycle Investing - Leveraging when young

Just wanted to add a few thoughts to this discussion. You have lots of great stuff to respond to. Let me start by saying that I agree that only doing a backtest since 1980 is a horrible idea. My first backtest I showed was limited in length because I wanted to include a bond fund that had data that...
by rascott
Fri Nov 08, 2019 4:04 pm
Forum: Investing - Theory, News & General
Topic: Lifecycle Investing - Leveraging when young
Replies: 626
Views: 45063

Re: Lifecycle Investing - Leveraging when young

Just wanted to add a few thoughts to this discussion. Edit/addition: I’ll also point out that I decrease my amount of leverage as interest rates rise. So if I’m currently 10x right now, my borrow rate is 1.5%, and an unleveraged max drawdown of STT is 4%, then that would be a leveraged max drawdown...
by rascott
Fri Nov 08, 2019 12:34 am
Forum: Personal Investments
Topic: Holding bonds vs 100% equities
Replies: 367
Views: 21027

Re: Holding bonds vs 100% equities

It's quite funny reading back and forth between this thread and the Lifecycle Investing thread, on the Theory board. Here we have folks recommending a decent slug of bonds for the young investor. Over there, the recommendation is that most young investors should not only be all stocks.... they shou...
by rascott
Thu Nov 07, 2019 1:28 pm
Forum: Personal Investments
Topic: Holding bonds vs 100% equities
Replies: 367
Views: 21027

Re: Holding bonds vs 100% equities

It's quite funny reading back and forth between this thread and the Lifecycle Investing thread, on the Theory board. Here we have folks recommending a decent slug of bonds for the young investor. Over there, the recommendation is that most young investors should not only be all stocks.... they shoul...
by rascott
Thu Nov 07, 2019 12:38 pm
Forum: Investing - Theory, News & General
Topic: Lifecycle Investing - Leveraging when young
Replies: 626
Views: 45063

Re: Lifecycle Investing - Leveraging when young

Ther theory makes perfect sense to me.... however I'm likely past the point as to where it would be effective much for me (even stretching things to the max in every way, my annual contributions are a good bit under 10% of my current portfolio balance). ..... it seems like something that makes a lot...
by rascott
Thu Nov 07, 2019 11:00 am
Forum: Investing - Theory, News & General
Topic: (NEW) WisdomTree 90/60 U.S. Balanced Fund
Replies: 325
Views: 34582

Re: (NEW) WisdomTree 90/60 U.S. Balanced Fund

guyinlaw wrote:
Thu Nov 07, 2019 10:14 am
rascott wrote:
Thu Nov 07, 2019 10:08 am



The Merrill thing is really bizarre.... as they let me buy UPRO but not this.
Merrill block active traded ETFs. It defines NTSX as active, same as Avantis ETFs and many others.

Kind of ridiculous and why I'm likely moving to Schwab
by rascott
Thu Nov 07, 2019 10:29 am
Forum: Personal Investments
Topic: Holding bonds vs 100% equities
Replies: 367
Views: 21027

Re: Holding bonds vs 100% equities

SandysDad, Even with an emergency fund of 6 to 12 months, there is no guarantee that the person may not need to withdraw from the portfolio. I had been unemployed for more than 1 year a few times across 20+ years of working. <<It’s all about risk tolerance and if someone is 10+ years from retiremen...
by rascott
Thu Nov 07, 2019 10:26 am
Forum: Personal Investments
Topic: Holding bonds vs 100% equities
Replies: 367
Views: 21027

Re: Holding bonds vs 100% equities

All 70/30 provides over 100/0 for a young accumulator with relatively small balances compared to their ongoing contributions is charge their portfolio a small insurance premium for little to no actual benefit. This is a bad as putting your money into a mutual fund charging 1 - 1.5% ERs. rascott, Th...
by rascott
Thu Nov 07, 2019 10:08 am
Forum: Investing - Theory, News & General
Topic: (NEW) WisdomTree 90/60 U.S. Balanced Fund
Replies: 325
Views: 34582

Re: (NEW) WisdomTree 90/60 U.S. Balanced Fund

aristotelian wrote:
Thu Nov 07, 2019 9:26 am
MotoTrojan wrote:
Thu Oct 17, 2019 10:22 am
PluckyDucky wrote:
Thu Oct 17, 2019 8:55 am
Looks like NTSX is available on Vanguard.
Is this new(s)?
Yes, previously Vanguard disallowed it, apparently as part of excluding leveraged ETF's. Not available at Merrill either.


The Merrill thing is really bizarre.... as they let me buy UPRO but not this.
by rascott
Thu Nov 07, 2019 12:05 am
Forum: Personal Investments
Topic: Holding bonds vs 100% equities
Replies: 367
Views: 21027

Re: Holding bonds vs 100% equities

All 70/30 provides over 100/0 for a young accumulator with relatively small balances compared to their ongoing contributions is charge their portfolio a small insurance premium for little to no actual benefit. This is a bad as putting your money into a mutual fund charging 1 - 1.5% ERs. rascott, Th...
by rascott
Wed Nov 06, 2019 10:59 pm
Forum: Investing - Theory, News & General
Topic: (NEW) WisdomTree 90/60 U.S. Balanced Fund
Replies: 325
Views: 34582

Re: (NEW) WisdomTree 90/60 U.S. Balanced Fund

I realized the trading volume of NTSX is shockingly small. I looked at the charts and sometimes there is 0 tradings in 30 minutes! Should this be a serious concern? Yes, no liquidity means you will get killed if you want to get out of this fund during a rough patch. If you want to own it plan on ho...
by rascott
Wed Nov 06, 2019 10:43 pm
Forum: Investing - Theory, News & General
Topic: An Alternate to HEDGEFUNDIE's Adventure
Replies: 19
Views: 1568

Re: An Alternate to HEDGEFUNDIE's Adventure

This resulted in a negative return and massive under performance of the portfolio for 30 years. https://i.postimg.cc/VrtQjJp7/g3fRGNS.png While I agree that there are decent arguments for the policy being favorable moving forward, it was not a risk I was comfortable with taking. I do not understand...
by rascott
Wed Nov 06, 2019 3:54 pm
Forum: Investing - Theory, News & General
Topic: Lifecycle Investing - Leveraging when young
Replies: 626
Views: 45063

Re: Lifecycle Investing - Leveraging when young

I'm a little confused by a few things..... your equity exposure continues to increase.... now at roughly $400k. Are you still actively increasing it? I thought the idea was you were looking to maintain your target equity exposure throughout your life.... so why would it have gone up so much in the ...
by rascott
Wed Nov 06, 2019 3:21 pm
Forum: Investing - Theory, News & General
Topic: Lifecycle Investing - Leveraging when young
Replies: 626
Views: 45063

Re: Lifecycle Investing - Leveraging when young

I'm a little confused by a few things..... your equity exposure continues to increase.... now at roughly $400k. Are you still actively increasing it? I thought the idea was you were looking to maintain your target equity exposure throughout your life.... so why would it have gone up so much in the l...
by rascott
Wed Nov 06, 2019 11:17 am
Forum: Personal Investments
Topic: Holding bonds vs 100% equities
Replies: 367
Views: 21027

Re: Holding bonds vs 100% equities

All 70/30 provides over 100/0 for a young accumulator with relatively small balances compared to their ongoing contributions is charge their portfolio a small insurance premium for little to no actual benefit. This is a bad as putting your money into a mutual fund charging 1 - 1.5% ERs. rascott, Th...
by rascott
Wed Nov 06, 2019 10:44 am
Forum: Investing - Theory, News & General
Topic: (NEW) WisdomTree 90/60 U.S. Balanced Fund
Replies: 325
Views: 34582

Re: (NEW) WisdomTree 90/60 U.S. Balanced Fund

I realized the trading volume of NTSX is shockingly small. I looked at the charts and sometimes there is 0 tradings in 30 minutes! Should this be a serious concern? Yes, no liquidity means you will get killed if you want to get out of this fund during a rough patch. If you want to own it plan on ho...
by rascott
Wed Nov 06, 2019 10:38 am
Forum: Investing - Theory, News & General
Topic: (NEW) WisdomTree 90/60 U.S. Balanced Fund
Replies: 325
Views: 34582

Re: (NEW) WisdomTree 90/60 U.S. Balanced Fund

physixfan wrote:
Wed Nov 06, 2019 10:26 am
I realized the trading volume of NTSX is shockingly small. I looked at the charts and sometimes there is 0 tradings in 30 minutes! Should this be a serious concern?

Not really. Biggest concern would be the fund doesn't attract enough assets and ends up closing...I think that's unlikely.
by rascott
Wed Nov 06, 2019 10:24 am
Forum: Personal Investments
Topic: convincing someone of the wisdom of 'buy and hold' instead of selling in a market crash
Replies: 38
Views: 2620

Re: convincing someone of the wisdom of 'buy and hold' instead of selling in a market crash

what if you knew that the market was going to go down so you sell? Here is the classic quote: “The idea that a bell rings to signal when investors should get into or out of the stock market is simply not credible. After nearly 50 years in this business, I do not know of anybody who has done it succ...
by rascott
Wed Nov 06, 2019 9:54 am
Forum: Personal Investments
Topic: Holding bonds vs 100% equities
Replies: 367
Views: 21027

Re: Holding bonds vs 100% equities

if you are young with a small portfolio then holding 30% bonds in your 401k is not going to save you from these apocalyptic hypotheticals about years unemployed during a recession while standing outside in the rain all day for your daily ration of avocado toast. klangfool will respond with a pseudo...
by rascott
Wed Nov 06, 2019 8:36 am
Forum: Investing - Theory, News & General
Topic: An Alternate to HEDGEFUNDIE's Adventure
Replies: 19
Views: 1568

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. T...
by rascott
Tue Nov 05, 2019 11:07 pm
Forum: Investing - Theory, News & General
Topic: Robinhood, Heading for a Trainwreck?
Replies: 41
Views: 5409

Re: Robinhood, Heading for a Trainwreck?

So, OK, I have to ask. I assume Robinhood does charge interest for these loans? Or not? What I'm getting at is, so can you put up $4,000, borrow $1,000,000, and invest it in something like BIL (SPDR Blmbg Barclays 1-3 Mth T-Bill ETF) or SHV (iShares Short Treasury Bond ETF)? Let's see, they've been...
by rascott
Tue Nov 05, 2019 8:20 pm
Forum: Investing - Theory, News & General
Topic: An Alternate to HEDGEFUNDIE's Adventure
Replies: 19
Views: 1568

Re: An Alternate to HEDGEFUNDIE's Adventure

Did you steal this idea from the "Leverage for the Long Run" paper line I did? :D https://papers.ssrn.com/sol3/papers.cfm?abstract_id=2741701 I've been using this. Holding 100% TQQQ for a few months now. :sharebeer I think it's a fine strategy that will keep you from getting wiped out, for sure. How...
by rascott
Tue Nov 05, 2019 6:09 pm
Forum: Investing - Theory, News & General
Topic: Robinhood, Heading for a Trainwreck?
Replies: 41
Views: 5409

Re: Robinhood, Heading for a Trainwreck?

Even if one were not deterred by the apparent holes in their trading platform, now that everyone and their brother is offering commission free trades what would be the reason to choose Robin Hood as your brokerage today? Basically none whatsoever. Guess we can thank them for being the instigator to...
by rascott
Tue Nov 05, 2019 6:06 pm
Forum: Investing - Theory, News & General
Topic: Robinhood, Heading for a Trainwreck?
Replies: 41
Views: 5409

Re: Robinhood, Heading for a Trainwreck?

...Basically what happened was the margin limit somehow was able to be bypassed... Somehow. "General Turgidson, I find this very difficult to understand. I was under the impression that I was the only one in authority to order the use of nuclear weapons." "That's right, sir, you are the only person...
by rascott
Tue Nov 05, 2019 5:59 pm
Forum: Investing - Theory, News & General
Topic: Robinhood, Heading for a Trainwreck?
Replies: 41
Views: 5409

Re: Robinhood, Heading for a Trainwreck?

MotoTrojan wrote:
Tue Nov 05, 2019 4:23 pm
Check out the Reddit WallStreetBets and let your jaw drop. Be prepared for crude language if that sort of thing offends you.

Yeah, was reading it this afternoon. I've followed that sub for quite a while... can't believe those idiots are making national news.
by rascott
Mon Nov 04, 2019 2:47 pm
Forum: Personal Investments
Topic: Holding bonds vs 100% equities
Replies: 367
Views: 21027

Re: Holding bonds vs 100% equities

Why 100% equities makes sense for the first say 20 years (age 23-43, for example).... is that the contribution and savings rates dwarf the impact of any AA. The last two decades have been historically poor for equity investors, and good for bonds.... but a 100% equity investor that was able to save ...
by rascott
Mon Nov 04, 2019 11:25 am
Forum: Personal Investments
Topic: Interactive Brokers app: any way to get an alert when an ETF hits a rebalancing band?
Replies: 10
Views: 502

Re: [IBKR] Is it possible to set an alert/alarm when one ETF is reaching a certain "% of market value" ?

thibaulthib wrote:
Mon Nov 04, 2019 11:13 am
Hello all !

Do you know if it is possible with IBKR to set an alert/alarm when one ETF is reaching a certain "% of market value" ?

I can't happen to find...

Thank you!
% of market value?

What does that even mean?
by rascott
Mon Nov 04, 2019 10:45 am
Forum: Investing - Theory, News & General
Topic: Any interest in concise guide to HEDGEFUNDIE 3x Leveraged ETF Excellent Adventure?
Replies: 91
Views: 5264

Re: Any interest in concise guide to HEDGEFUNDIE 3x Leveraged ETF Excellent Adventure?

If you're gambling anything more than play money at this strategy, I think you should thoroughly understand the risks. Honestly, I think the concise guide can be summed up in a few sentences. 1) bet no more than you're willing to lose 2) this is extremely risky vs a 3 fund approach 3) by using leve...
by rascott
Fri Nov 01, 2019 11:31 pm
Forum: Investing - Theory, News & General
Topic: Justifying Non World Market Cap
Replies: 38
Views: 2334

Re: Justifying Non World Market Cap

Another argument that you didn't mention (at least not explicitly) is the home bias, which most investors face, even if they live in Germany, or Peru... For U.S. investors, the vast majority of them will need to spend from their portfolios in U.S. dollars, not euros or yen or any other currency. So...
by rascott
Fri Nov 01, 2019 10:04 pm
Forum: Investing - Theory, News & General
Topic: Justifying Non World Market Cap
Replies: 38
Views: 2334

Re: Justifying Non World Market Cap

Another argument that you didn't mention (at least not explicitly) is the home bias, which most investors face, even if they live in Germany, or Peru... For U.S. investors, the vast majority of them will need to spend from their portfolios in U.S. dollars, not euros or yen or any other currency. So...
by rascott
Fri Nov 01, 2019 3:56 pm
Forum: Personal Investments
Topic: Vanguard Information Technology - VGT or VITAX
Replies: 61
Views: 15206

Re: Vanguard Information Technology - VGT or VITAX

Also thought of an IT tilt but thought the addition of Amazon and Tesla would be good too - question for the OP - why not VG growth index - it pretty much copies the IT index minus Microsoft but adds Amazon - of course you also get Disney and down the list Tesla? The DW has Vanguard Mega Cap Growth...
by rascott
Fri Nov 01, 2019 3:13 pm
Forum: Investing - Theory, News & General
Topic: Mel's Unloved Mid-Caps Finally Getting Some Respect
Replies: 79
Views: 12103

Re: Mel's Unloved Mid-Caps Finally Getting Some Respect

I didn't mean to imply that the extended index is a proxy for midcaps. My thinking was that extended = large + mid + small (correct?), so if it is lagging the S&P500, it means that either the mids or the smalls or both must be lagging the large. On the other hand, I haven't done a lot of research i...
by rascott
Fri Nov 01, 2019 8:44 am
Forum: Investing - Theory, News & General
Topic: Mel's Unloved Mid-Caps Finally Getting Some Respect
Replies: 79
Views: 12103

Re: Mel's Unloved Mid-Caps Finally Getting Some Respect

Have any of you midcap lovers formed an opinion of the down jones US completion stock index? I can get FSMAX in my 401k. They reformulate our options and I lost what I was holding. For a mid-cap lover this seems like an okay way to go. Yes... I've held a form of this index for 15 years. It's a very...
by rascott
Fri Nov 01, 2019 8:26 am
Forum: Investing - Theory, News & General
Topic: Mel's Unloved Mid-Caps Finally Getting Some Respect
Replies: 79
Views: 12103

Re: Mel's Unloved Mid-Caps Finally Getting Some Respect

I was unaware of the Vanguard Russell 1000 ETF: https://investor.vanguard.com/etf/profile/vone That holds some appeal to me, as I’m not interested in small caps. Not a fan of the Russell indexes. Why not buy IJH or IVOO (SP400) if you want mid-caps with some level of quality filter? And then buy SP...
by rascott
Fri Nov 01, 2019 8:17 am
Forum: Investing - Theory, News & General
Topic: HEDGEFUNDIE's excellent adventure Part II: The next journey
Replies: 1485
Views: 105278

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

What was the aberrant part of 2000-2009? My understanding is the 2 biggest macro risks to this strategy are rising interest rates and volatility. There's been lengthy discussion on how inflation is controlled and ultimately we're unlikely to repeat the high interest rate environment during the grea...
by rascott
Fri Nov 01, 2019 8:16 am
Forum: Investing - Theory, News & General
Topic: HEDGEFUNDIE's excellent adventure Part II: The next journey
Replies: 1485
Views: 105278

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

guyinlaw wrote:
Fri Nov 01, 2019 8:03 am
Please share paper(s) that discuss different market timing approaches.

The only paper I've read is the one that's linked above (Leverage for the Long Run) regarding the volatility differences found above/ below the 200 day SMA.
by rascott
Thu Oct 31, 2019 12:09 am
Forum: Investing - Theory, News & General
Topic: HEDGEFUNDIE's excellent adventure Part II: The next journey
Replies: 1485
Views: 105278

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

I'm going all adaptive-risk-budget risk parity with UPRO, TQQQ, and TMF. Conceptually I have a UPRO/TMF portfolio and a TQQQ/TMF portfolio side-by-side in the same account. The weights change according to the risk budget and asset volatilities (60-day lookback, downward-only variances). Right now I...
by rascott
Wed Oct 30, 2019 10:47 pm
Forum: Investing - Theory, News & General
Topic: HEDGEFUNDIE's excellent adventure Part II: The next journey
Replies: 1485
Views: 105278

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

Has anyone tried combining this strategy with TQQQ? I've been thinking about doing a 45-55 TQQQ-TMF combo and when I backtested in PV, it dominated the 55-45 UPRO-TMF portfolio. Right now my allocation is 45-55 UPRO-TMF and I have been in this strategy for 3 months. TQQQ is more volatile and could ...
by rascott
Wed Oct 30, 2019 10:38 pm
Forum: Investing - Theory, News & General
Topic: HEDGEFUNDIE's excellent adventure Part II: The next journey
Replies: 1485
Views: 105278

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

Has anyone tried combining this strategy with TQQQ? I've been thinking about doing a 45-55 TQQQ-TMF combo and when I backtested in PV, it dominated the 55-45 UPRO-TMF portfolio. Right now my allocation is 45-55 UPRO-TMF and I have been in this strategy for 3 months. TQQQ is more volatile and could ...
by rascott
Wed Oct 30, 2019 1:41 pm
Forum: Personal Finance (Not Investing)
Topic: Refinancing Mortgage-Close or Leave open HELOC for Remodel?
Replies: 6
Views: 307

Re: Refinancing Mortgage-Close or Leave open HELOC for Remodel?

If you close your HELOC how will you finance your remodel? How long before you pay it off?If your paying it off right away as construction is done, you could put it on credit card and get the points or $ back. Then save money now by not keeping the HELOC. I would take the cash out equity during ref...
by rascott
Wed Oct 30, 2019 11:00 am
Forum: Investing - Theory, News & General
Topic: 20 yr review of Mel's Unloved Midcaps
Replies: 43
Views: 9712

Re: 20 yr review of Mel's Unloved Midcaps

This is the first time I've seen the view that mid aps outperform, is there a link to the original thread? Curious about this, but isn't it similar to stock picking instead of just holding whole market? Also if mid caps perform well don't they just become large caps and drop out of the index? And a...
by rascott
Wed Oct 30, 2019 10:01 am
Forum: Investing - Theory, News & General
Topic: HEDGEFUNDIE's excellent adventure Part II: The next journey
Replies: 1485
Views: 105278

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

Thank you so much for all the insight, has there been discussion on how realistic using moving averages to augment this strategy would be? Link to Leverage for the Long Run paper that proposes higher returns with less volatility (200-day LRS): https://papers.ssrn.com/sol3/papers.cfm?abstract_id=274...