Bitcoin Investing, Ethereum & Alt Coins: Entering the world of Cryptocurrecies

May 7, 2017

Bitcoin investing and crypto portfolios For some time now, I have been following news on various “crypto-coins” including Bitcoin, Ethereum, Dash, XPR and others. I have watched in awe at the booming world of Initial Coin Offerings (ICO) and the millions willingly thrown at dubious new ideas (just look at MatchPool a “dating” service that raised $6 …

Intro to rules based Investing – Why follow an investment strategy?

April 26, 2017February 8, 2017

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 …

QUANTtrader -The Logical-Invest investment software for building and backtesting rules-based strategies

March 6, 2017February 5, 2017

Investment software to easily create and backtest a rules-based investment strategy

QUANTtrader is a swiss-made software tool used to develop, backtest and implement rules-based strategies. It was initially developed by Frank Grossmann as his personal investment software. After having sold two companies, Frank trades for a living and his software reflects this. QuantTrader is available from Logical-Invest.com for a monthly license.

Since it is built by a trader and long-time investor rather than by a developer. QuantTrader’s main strength is in building medium to long term investment portfolios that are diverse, adaptive and can control risk. All this without writing a single line of code.

Day of month effect on rebalancing a portfolio

March 6, 2017May 22, 2016

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 to 60% SPY – 40% TLT.

If TLT has outperformed SPY we rebalance to 20% SPY – 80% TLT.

For the first run we will re-balance on the first of the month and close at the last day of the month.

Now will try different combinations of entry and exit days.

New sanzprophet.com home

May 13, 2016

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.