Tag Archives: VNQ

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

Posted in Artificial Intelligence 1, Artificial Intelligence 1 + Trend Following, Narrow Artificial Intelligence, Simple Trend System | Tagged , , , , , , , | Leave a comment

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.

Posted in Portfolio, Simple Trend System | Tagged , , , , | Leave a comment

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.

Posted in Portfolio, Simple Trend System | Tagged , , , , | Leave a comment

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

Posted in Portfolio, Simple Trend System, Uncategorized | Tagged , , , , , , , , , | Leave a comment

Portfolio updates for November

There are no changes to either the small or hedge fund portfolios. Click here for a list of current positions for the hedge fund portfolio. The fund was down 3.6% in September and up 2.1% in October. The cumulative loss … Continue reading

Posted in Portfolio, Simple Trend System | Tagged , , , , | Leave a comment

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

Posted in Asset Allocation, Portfolio, Simple Trend System | Tagged , , , , , , , , | 1 Comment

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

Posted in Portfolio, Simple Trend System | Tagged , , , , , , , , , , , , , , | Leave a comment