Tag Archives: GLD

Updates and changes for the small and hedge fund portfolios

Posted on February 28, 2011 by Ptolemaios

For both the small and hedge fund portfolios, I have decided to use gold (GLD) for the currency asset class exclusively. Thus the short position in UUP will be closed when the market opens tomorrow. New long positions are: small … Continue reading →

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Discretion and Mechanical Trading Systems

Posted on October 24, 2010 by Ptolemaios

While reading and thinking about trading systems, I wrote some notes at the beginning of the year based on an interesting discussion in the Trading Blox forum. Trading Blox is a company that produces software for testing mechanical trading systems, … Continue reading →

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Changes to the hedge fund portfolio

Posted on August 31, 2010 by Ptolemaios

Here is the new composition of the large portfolio: Symbol Asset Class Weighting DBA Commodity 3/120 DBC Commodity 17/120 GLD Currency 1/18 UUP Currency 1/9 SCZ International Equity 1/12 VWO International Equity 1/12 VNQ Real Estate 1/6 IJR US Equity … Continue reading →

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Selecting asset class components – Commodities

Posted on July 20, 2010 by Ptolemaios

Selecting the commodities component of my portfolio was by far the most difficult of the six asset classes. Broad commodity ETFs and ETNs exist, but they generally have two features that make them unsuitable for tracking commodities prices. The first … Continue reading →

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