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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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Tag Archives: asset_allocation
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
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
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
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.
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
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