Maybe the best thing about quant or automatic investing is the peace of mind it provides during times of market turmoil. While I would by no means characterize the recent market action as ‘turmoil’, many investors seem to think it is. It always amazes me how short term the investor […]
Hard to believe it has been 2 years since I last updated my recipe for a happy retirement. And 2 years before that I had the original post. Every 2 years seems like a nice interval to revisit my thoughts in this area. We are now getting close to completing […]
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 […]
“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 […]
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, […]
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, […]
What’s the hardest part of the retirement decision? For many its taking the leap of faith that financially what’s worked in the past will continue to work in the future. And often the start of every single year, during those early years of retirement, brings the anxiety right back again. […]
I’ve been asked the question in the title of this post quite a bit lately – why have the IVY timing portfolios been under performing lately? Here I will show the performance of the various portfolios I track over different investment periods and discuss their recent performance. The table below […]
In my last post I updated the official numbers for the IVY timing model. The original version of the model consists of a diversified portfolio of 5 asset classes. In the research paper Mebane Faber also looks at several extension to the 5 asset class timing model that improve returns […]
The recent “taper-tantrum” over the Fed’s potential coming removal of quantitative easing has caused quite some unrest in the bond market. This has caused interest rates, in particular longer term rates (10yrs +) to move substantially higher across the board. Long term munis were no exception and the sell off […]
A while back I wrote about some historical analysis I had done that showed several ways that an investor could achieve market beating returns and thus maximize retirement income. It has been known for a long time that several ‘factors’ or characteristics of stocks generate market beating returns. The two […]