Conservative Formula Strategy

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General

My interview on SystemTrader Podcast

A quick post this morning. Recently, I had the pleasure to be interviewed on the System Trader Podcast. Thanks Jack! Jack has had some great guests on his show like Gary Antonacci, Jack Vogel, Andreas Clenow and many more. The interview comes at a great time too as pretty soon, Feb 2010 to be exact, it will be 10 years…

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Volatility Curve Model (Daily)

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Portfolio Re-Balances: April 14, 2019

Below you will find the portfolios re-balances for every one of the live QuantPulse Portfolios: *** If the portfolio is not listed below it is because there are no changes to the holdings of that portfolio.  **Also, ignore the number of shares below. In P123 a portfolio dollar value has to be entered for tracking purposes. Most of the portfolios…

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Low Volatility Strategy

Oops! You need to be a member to access this page. If you’re already signed up login with the form below. Otherwise, to learn more about the Economic Pulse newsletter see here. Or to learn more about the QuantEdge quant stock service see here. Or to learn more about the Crypto Trend Following System see here. Regards, Paul

Portfolio Re-Balances: March 17, 2019

Below you will find the portfolios re-balances for every one of the live QuantPulse Portfolios: *** If the portfolio is not listed below it is because there are no changes to the holdings of that portfolio.  **Also, ignore the number of shares below. In P123 a portfolio dollar value has to be entered for tracking purposes. Most of the portfolios…

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Portfolio Re-balances: February 17, 2019

Below you will find the portfolios re-balances for every one of the live QuantEdge Portfolios: *** If the portfolio is not listed below it is because there are no changes to the holdings of that portfolio. For example, none of the Consumer Staples top 10 portfolios had any changes so they are not listed below. **Also, ignore the number of…

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Portfolio , TAA Investing

TAA Batting Averages: Calculating Base Rates for TAA Portfolios

In today’s post I want to look at long term TAA model performance in a different way. I think intuitively most investors realize that any strategy they pick will have periods of outperformance and underperformance. But decision making under real circumstances exposes us to all kinds of biases which often cause is to make intuitive, gut decisions based on incomplete…

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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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Value (Large SHY) and Pure Momo Book Portfolio

Oops! You need to be a member to access this page. If you’re already signed up login with the form below. Otherwise, to learn more about the Economic Pulse newsletter see here. Or to learn more about the QuantEdge quant stock service see here. Or to learn more about the Crypto Trend Following System see here. Regards, Paul