Category Archives: Portfolio

Updates for Week of 20120227

Current positions for the trend following with ranking system: long – feeder cattle, 5 year t-note, russell 2000 short – natural gas, rice, coffee, cocoa, wheat, corn Current positions for the hedge fund portfolio: long – DBC, VWO, IJR, RWX, … Continue reading

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Hedge fund portfolio update for week of 20111205 and monthly performance update

For the hedge fund portfolio SHY switches from short to long. A stop will be added upon the fill. All other positions remain unchanged. The hedge fund portfolio gained 1.2% for the month of November. Here is a performance report: Trades 41 … Continue reading

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Hedge fund portfolio updates for week of 20111128

For the hedge fund portfolio VNQ and IJR switch from short to long. Stops will be added upon fills. All other positions remain unchanged, but some stops have been moved.

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Hedge fund portfolio updates for week of 20111114

IJR and VNQ flip from short to long. Stops will updated on Monday. Stops for other positions in the hedge fund portfolio have been updated.

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Hedge fund portfolio updates for week of 20111107

For the hedge fund portfolio, SHY reverses from short to long. All other positions are unchanged. All stops have been updated.

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Modifications to the Hedge Fund Portfolio

I have made some changes to the hedge fund portfolio, in terms of portfolio composition and parameters for trading strategy. I have increased the diversification of the portfolio by adding an international real estate (RWX) and bond ETF (BWX). I … Continue reading

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Updates for October 2011

There are two new positions for the hedge fund portfolio: short 2166 shares of DBC and 331 shares of DBA. Note that I am using the functional analysis portfolio to test a new idea. I believe that I know what … Continue reading

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