Error: Twitter did not respond. Please wait a few minutes and refresh this page.
- crude oil
- natural gas
January 2018 M T W T F S S « Jun 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31
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