Tag Archives: IWM

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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Modifications to the Hedge Fund Portfolio

I have made some changes to the hedge fund portfolio, in terms of portfolio composition and parameters for trading strategy. I have increased the diversification of the portfolio by adding an international real estate (RWX) and bond ETF (BWX). I … Continue reading

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