In this post we will: Take a look at a simple, momentum based, monthly rebalanced Equity/Bond portfolio consisting of two ETFs: SPY and TLT. Search for what has been the optimal dates in the month to rebalance such a portfolio. Each month we allocate to SPY and TLT. If SPY has outperformed TLT we rebalance …
Archives for May 2016
New sanzprophet.com home
The blog has finally its own home at sanzprophet.com and a new look. I admit I miss the older ‘notebook’ look but this new template should be easier to read.