Tag Archives: UUP

Updates and changes for the small and hedge fund portfolios

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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Portfolio Updates for December

There are no changes to either the small or hedge fund portfolios. The system has been running for 3 months. Here is a performance summary: hedge fund: Sept = -3.6%, Oct = 2.1%, Nov = -1.3%. Overall, the portfolio is … Continue reading

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Position updates for October 1, 2010

Position updates for the small portfolio are: cover short position in EFA, buy 87 shares cover short position in RJI, buy605 shares cover short position in SPY, buy 42 shares cover long position in UUP, short 211 shares Position updates … 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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New small portfolio and new online simulator

I set up an account on Collective2 to simulate my trading systems. I also created a small portfolio version of my system to be accessible to the average investor. The portfolio name is Cybernetic System 1 – Small Portfolio. Here … Continue reading

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Selecting asset class components – currencies

There are two main methods of adding currency exposure to a given portfolio. The more complicated way is to devise a basket of currency crosses that adheres to some criteria, such as GDP weighting, trade flow weighting, etc. The easier … Continue reading

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