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.
The end of the end of month 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 …
Interview
Interviewing the Quants: An Inside Look With “Sanz Prophet” http://godelsmarket.blogspot.tw/2015/01/interviewing-quants-inside-look-with.html You can also see some of Ryan’s other interesting posts and tools:http://godelsmarket.blogspot.com/2012/12/simple-automated-trading-system.htmlhttp://godelsmarket.blogspot.com/p/ib-historical-data-downloadimporter.html
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 …
Read moreWill We Ever Kill The Bug? The Enhanced Permanent Portfolio
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 …
