All strategies in the Green For August all our strategies had positive with returns from +0.2% to +6.7%. Our recent crypto strategy was the top performer followed by the 3x UIS strategy with a 3.2% return. Outlook Here three different long term weekly charts of three different indices. The above looks like a cryptocurrency chart but it is not. It is the QQQ ETF going back to 2000 and includes the 2001-2003 Nasdaq bear market. … Read more
Outlook July was a positive month for equities seeing gains in the SP 500 (+2.4% ) and the Nasdaq (+2.9%). On the contrary emerging market (EEM) were down by -6.4% which is an indication of investors worried about a resurgence of COVID-19 cases due to the new Delta variant. For a second month, long term Treasury yields were down which means TLT rose by 3.7%. Gold was up +2.5%. As volatility has returned to the … Read more
Outlook June was a positive month for equities seeing moderate gains in the SP 500 (+2.2% ) and emerging markets (+1.6% ) while the Nasdaq rose by +6.3 %. Suffice to say we are at all time highs as the U.S. index rides on a wave of positive post-covid recovery and increasing inflation expectations. We have seen an almost linear progression in stock price since March of 2020. It is important to keep in mind … Read more
Updates/News Our new Crypto and Leveraged Top 2 Strategy, an innovative way to construct Bitcoin and Ethereum portfolios. New version of QuantTrader available for download with the newest strategies and updated Nasdaq components. The new Crypto and Leverage Top 2 strategy Our new and innovative C&L Top 2 strategy combines traditional assets classes such as Equity, Bonds and Commodities with crypto-based assets such as Bitcoin and Ethereum. To compensate for the extreme volatility of Bitcoin and … Read more
We propose a set of investment strategies that combine traditional assets classes such as Equity, Bonds and Commodities with crypto-based assets such as Bitcoin and Ethereum.
As we are prepping to publish models based on Bitcoin and Ethereum cryptocurrency assets, we are publishing preliminary research on trading assets that track Bitcoin and Ethereum on traditional U.S. based exchanges. We exclude futures which can easily be traded via CME contracts. Using Interactive Brokers as a reference U.S. brokerage these are the main available instruments (not including futures) for trading Bitcoin Funds (as of May 8 2021). Bitcoin Instruments: As expected the most … Read more
Updates/News Reminder: Check out our recently created ETF Ranking page. Stay tuned for our first strategy incorporating Crypto assets. Strategy Performance April was an excellent month for our strategies with almost all of them in the green. The top spots were for our leveraged strategies. Our more stable strategies, namely The Enhanced Permanent Portfolio, Universal Investment Strategy and Top 3 Strategy returned between 3% – 4%. Expecting an economic recovery The market seems to be … Read more
Update: We have a new ETF Ranking page. Industrials, Steel and Dow up. Safe assets down. March proved to be a good month for U.S. equities especially for the steel ETF (SLX +14%), the utilities sector (XLU +10.6%), industrials (XLI +9%) and the Dow stocks (DIA: +6.9%). The SP500 was up 4.5% while emerging markets were slightly down (EEM -0.7%). The long term treasury ETF price continued its free-fall (TLT -5.2%). Gold managed to loose … Read more
Coming Inflation? It seems like everyone is discussing inflation and hyper-inflation scenarios. Let’s look at the data: The above chart shows the yield of the 10 year Treasury. The yield has increased by almost 180% in the past 5 months. Although percentage-wise this increase is substantial, in hard numbers the yield is still barely at 1.46% which is not that high historically speaking. If we zoom out we see decade long trends. From the early … Read more
Welcome 2021 – What strange times we live in Below is the daily and total PnL (+$31,471,258.63) as publicly posted on reddit by user “u/DeepFuckingValue” who allegedly started investing 50K into the now infamous GME stock. If you follow his older posts you will realise he is a solid researcher who formed a thesis about an undervalued stock with unrealistic short interest. He shared his thesis publicly and was somewhat disregarded but stuck to his … Read more