Will We Ever Kill The Bug? The Enhanced Permanent Portfolio

There is something very attractive about vintage items that just won’t die.   They just keep coming back. Same philosophy but better up-to-date technology. It’s not just cars. It’s investment strategies, too. Vintage strategies are often simple, easy to execute and provide amble ‘out-of-sample’ data. In other words one can see how they performed in …

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SanzP joins Logical-Invest

I joined the team at Logical-Invest.

Together with Frank, Alex and Scott (our info) we hope to create a place where we can develop strategies and actually offer them to the public for a low subscription.

This is something new. At least I think so.

If you have followed my blog you may have guessed that I support empowering the private investor to take investing into their own hands and use tools as good or better than the ‘big guys’ use. But I also understand that not everyone can become a full-time trader, learn programming or research the market for hours on end. Luckily there are quite a few management firms that are intelligent, publish their research, have good track records and are fairly priced.

We are taking a different route.

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From Regime Switching to Fuzzy Logic -SP500

In the previous post I showed how one can implement “regime” switching to create a strategy that switches between a mean-reverting and a momentum sub-strategy. Can we do something similar (or better) using Fuzzy Logic?   Here’s the setup: (here for some Fuzzy Logic backround) We create a basic membership function for the RSI(2) indicator: …

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