This is a simple house keeping post on a quant portfolio from last year. In the comments section of my post last year on the Trending Value portfolio I linked to a Trending Value portfolio I created as of Aug 9 2013 to help some readers compare holdings in their Read more…
“True wisdom comes to each of us when we realize how little we understand about life, ourselves, and the world around us.” Socrates When I read the Socrates quote above I can’t imagine what he would have said about today’s world. We live in a highly complex non-linear world with Read more…
There’s been couple of recent announcements in the portfolio management industry which show the extent of technology’s penetration into the industry. The announcements further continue the rise of such automatic investing companies like Betterment and Wealthfront which are using modern technology to automate and drive down investment costs for individuals. First, Read more…
It’s kind of hard to believe but almost a year ago I introduced the trending value quant portfolio. Since I’m coming up on a rebalancing and I’ll start work on the new portfolio this weekend I wanted to take a look back and see how last year’s portfolio performed. Also, Read more…
I am a huge believer in do-it yourself investing. I believe that any one can learn to manage their own investments effectively given the time and the inclination. And it has never been easier or cheaper to manage your own investments. But there are many investors who do not have Read more…
Today I wanted to take a look at how you can use quant investing to build a better stock market index. For my previous posts on quant investing see this series of posts. In a way stock market indices are quantitative models. And due to history and other factors they Read more…
Last July, I posted summary statistics for various IVY style investment portfolios alongside some of the more traditional recommended investment portfolios like the 60/40 stock/bond portfolio. See that post here. Now that 2013 is well and gone and that I’ve decided to start posting my musings again, I’ve updated the Read more…
Yesterday was the last trading day of the month of October. Time to update the IVY timing portfolio signals. This post updates the signals for the basic IVY 5 asset class timing portfolio, also known as GTAA 5. You can see the signals at world beta or at dshort as well. I have my Read more…
Is it possible to achieve higher safe withdrawal rates, compared to a stock/bond portfolio, from a 100% bond portfolio? With bond prices at historical highs? That’s what I wanted to find out. I started thinking in this direction after my look at bottoms up retirement planning and calculating what low Read more…
Today was the last trading day of the month of September. Time to update the IVY timing portfolio signals. This post updates the signals for the basic IVY 5 asset class timing portfolio, also known as GTAA 5. You can see the signals at world beta or at dshort as well. I have my Read more…
One of the keys to successful long term investing is finding a portfolio strategy that works for you, that lets you be at peace and sleep at night. Historical and theoretical returns don’t mean a thing if you have little chance of sticking with a certain strategy. And herein lies Read more…