Options , Stocks

INTC & MSFT options look attractive

Its been a while since I’ve talked about option selling as an income strategy. Actually, my first and only post on the topic was back in mid November of 2010. With the US stock market on a nice uptrend since that time and with volatility being low it hasn’t been a great time in general to sell options. The options…

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Quant Investing , TAA Investing

Comparing Portfolio Performance (1973 To 2020)

Time for my annual post updating statistics for the various portfolios that I track. This is the last post rounding up 2020 statistics. All portfolio stats were gathered using AllocateSmartly, P123, and various other sites like MSCI. Obviously, there are many more portfolio options out there. This is just a sampling of three main portfolio varieties; buy and hold, TAA (tactical…

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Quant Investing

Q&A on Volatility Curve Model

Recently, I have received a bunch of questions on the volatility curve model that I introduced a few months back. In this post I wanted to answer a few key questions on the model. Current Status What has the model done during this most recent period? The details are for subscribers only but the model did trigger risk off and…

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Portfolio , TAA Investing

Comparing Portfolio Performance (1973 To 2019)

Time for my annual post updating statistics for the various portfolios that I track. This is the last post rounding up 2019 statististics. All portfolio stats were gathered using AllocateSmartly, P123, various other sites like MSCI, and the wonder that is Excel. Obviously, there are many more portfolio options out there. This is just a sampling of three main portfolio varieties;…

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Quant Investing

Quant Investing: Volatility Curve Model

Update: added comparison to SPY-COMP. This post introduces a quant trading model based on volatility. More specifically it uses the prices of volatility futures contracts based on the SP500 to make risk-on and risk-off decisions that can be used to trade various risk-assets. Why Volatility? There is a bunch of research that shows that historical volatility is predictive of future…

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Quant Investing

February 2019 QuantPulse Portfolio Update

All of the QuantPulse portfolios and books have been updates for members as of Sunday, February 17, 2019. Also, all the performance figures have been updated. To learn more about the QuantPulse service or subscribe, see this introduction. For 2019 I’ve added options to allow subscriptions to individual strategies. This is a great way for beginners to become familiar with quant strategies…

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Portfolio

Comparing Portfolio Performance (1973 To 2018)

Time for my annual post updating statistics for the various portfolios that I track. All portfolio stats were gathered using AllocateSmartly, P123, Morningstar and the wonder that is Excel. Obviously, there are many more portfolio options out there. This is just a sampling of three main portfolio varieties; buy and hold, TAA (tactical asset allocation) and quant portfolios. See my Portfolios page…

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Quant Investing

January 2019 QuantPulse Portfolio Update

All of the QuantPulse portfolios and books have been updates for members as of yesterday, January 20, 2019. Also, all the performance figures have been updated. To learn more about the QuantPulse service or subscribe, see this introduction. For 2019 I’ve added options to allow subscriptions to individual strategies. This is a great way for beginners to become familiar with quant strategies…

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