Tag Archives: IJR

Updates for Week of 20111226

For the simple trend following system with the hedge fund portfolio, IWM, VNQ, and IJR flipped from short to long. Stops were updated. There are no position update for the artificial intelligence 1 or artificial intelligence 1 + trend following … Continue reading

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Hedge fund portfolio updates for week of 20111128

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.

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Hedge fund portfolio updates for week of 20111114

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.

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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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Changes to the hedge fund portfolio

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 – US equities

This is the first of a series of 6 posts explaining which trading instruments I used to construct my portfolio. All portfolio holdings are ETFs. To construct the US equity asset class, I selected SPY and IJR. SPY tracks the … Continue reading

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