Error: Twitter did not respond. Please wait a few minutes and refresh this page.
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
June 2017 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
Tag Archives: SHY
For the hedge fund portfolio SHY switches from short to long. A stop will be added upon the fill. All other positions remain unchanged. The hedge fund portfolio gained 1.2% for the month of November. Here is a performance report: Trades 41 … Continue reading
For the hedge fund portfolio, SHY reverses from short to long. All other positions are unchanged. All stops have been updated.
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
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
Small portfolio – no changes Hedge fund portfolio – close out long position (205 shares) in SHY, short 213 shares of SHY Futures portfolio – new long position in June emini S&P 500 futures, one contract Here is a summary … Continue reading
Hedge fund portfolio: – close short position in SHY, initiate long position – all other positions are unchanged – January performance: +1.1% Small portfolio: – no changes – January performance: +1.9% Note that weights as fractions of total portfolio values … Continue reading