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TagsArtificialIntelligence1 ArtificialIntelligence1TrendFollowing asset_allocation automated_trading books BWX C CL Collective2 crude oil CT cybernetics data DBA DBC Ed_Thorp EFA emini_msci_emi emini_russell2000 emini_sp500 ER ES eurodollars GLD gold hedge_fund IEF IJR IWM KC LB MGC mini_crude_oil mini_gold mini_soybeans modelling my_trading_system narrow_ai natural gas natural_gas NG OJ PA performance_update peter_brandt portfolio probabilistic_programming QM quants RB RJ RJI RR RWX SCZ SHY SI silver SLV SM software soybeans SPY TLT To trend-following-with-ranking trend_following UDN UUP VNQ VWO W XK YG ZN
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Category Archives: Portfolio
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
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
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.
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.
For the hedge fund portfolio, SHY reverses from short to long. All other positions are unchanged. All stops have been updated.
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