Will We Ever Kill The Bug? The Enhanced Permanent Portfolio

In this article we look at ways to enhance Harry Brown’s 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 …

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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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Strategies on The Cloud: TAA on Google Docs

Did you want to have a strategy on the cloud that monitors the market and updates you on new Buy/Sell signals (as well as number of shares, etc)  by email. Did you want to run it on best of breed “always ON” servers with free and accurate data?
How much would that set you back?Well, Nada! Courtesy of Google.This post will guide you through coding a simple Tactical Asset Allocation on Google’s Docs.
You need:
1. A Google account.
2. Google Docs.The system is similar to Faber’s TAA model using 5 Etfs.: SPY,TLT,VNQ,EEM,DBC
We buy or sell at the beginning of the month ONLY.
If Close > 200-moving Average then we buy the ETF.
If Close < 200-moving Average then we sell the ETF.

Pseudo Code:
If TodayIsNewMonth AND CloseETF>MA(200) Then Buy
If TodayIsNewMonth AND CloseETF<MA(200) Then Sell

Let’s get started. Go to Google Docs and create a new SpreadSheet. Call it TAA_5.
Once the spreadsheet is open in your browser, go up to the menu and select Tools–>Script Editor…
This should open a new script Editor. Select “SpreadSheet” as your project.


Lets start coding.
Google Docs scripting uses a version of JavaScript which seems fairly easy for non programmers.

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