DYI Investing, Quant tools and thoughts on the market
1. Basics What is rules based Investing? In rules-based-investing we define a clear set of rules. These rules comprise an investment strategy. Here is an example strategy: “At the first day of the month, look at the performance of bonds versus stocks by calulating the 3-month performances of two exchange traded funds, SPY (the SPDR …
Read moreIntro to rules based Investing – Why follow an investment strategy?
Has the end of month strategy stopped working? Historically and up to 2013, equities have exhibited a positive bias during the end of the month. Here is an example of buying the SPY etf on the first down-day after the 23rd and selling on the first up-day of the next month. Trading is at the same day …
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 …
Read moreWill We Ever Kill The Bug? The Enhanced Permanent Portfolio
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, …
If someone asked you to sell Puts on the SP500 and hold to expiration, when would you sell them? On a correction or a bullish breakout? This is a strategy that I came about by accident. I actually meant to do the exact opposite of what I ended up testing… I can’t say I would trade this …
