Tag Archives: asset_allocation

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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Updates

Here are the new positions for the hedge fund portfolio: short: 252 IJR, 428 SCZ, 135 SPY, 1162 VNQ, 385 VWO. Note that I did not renew the subscription for the small portfolio, as I mentioned would be the case … Continue reading

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Updates

There are no changes to the small or hedge fund portfolios. Here is a summary of the performance of the hedge fund portfolio: Trades 24 # Profitable 10 (41.7%) # months tracked 12 Profitable months 7 (58.3%) Avg trade duration … Continue reading

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Updates

There no updates for the hedge fund or small portfolios. I will update the futures portfolio tomorrow. Currently, collective2.com is having problems with quotes, so the performance statistics are incorrect. I will see if the problem has been fixed tomorrow.

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Updates

There no updates for the hedge fund, small, or futures portfolios. Note that the trade in emini Gold futures was a mistake and was subsequently corrected. Here is a summary of the performance of the hedge fund portfolio: Trades 24 … Continue reading

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Rebalancing, Modified Asset Allocation, and Analysis

Small portfolio – substantial changes, see below Hedge fund portfolio – substantial changes, see below Futures portfolio – no changes I have changed the asset allocation schemes by collapsing the US and international equities asset classes into a single class … Continue reading

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Constructing the new futures portfolio

In applying the cybernetic trading system to the futures portfolio, much of the system is the same as that used for the ETF portfolios (small and hedge fund), but there are some differences. Like the ETF portfolios, an asset allocation … Continue reading

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