Tag Archives: TLT

Discretion and Mechanical Trading Systems

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

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 Treasury Bonds

This post will cover how I constructed the US Treasury Bond asset class. This was quite simple, as I used 3 ETFs, with equal dollar amounts, to gain exposure to the short, medium, and long portions of the yield curve. … Continue reading

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