Investment Strategies

The Interplay of Sudden Oil Price Shocks, Equity Markets, and Gold

A Comprehensive Analytical Framework for Portfolio Resilience Amidst Geopolitical Volatility (This research was conducted by an AI model and it is meant to only provide additional information and is in no way a source of truth . Check facts. Do your own research. ) The intricate relationship between global energy supply shocks and the performance of financial assets represents one of the most rigorously studied dynamics in financial economics. Energy supply disruptions create economic consequences … Read more

Podcast October 2024 – What is Logical Invest and how can it help your investments?

Transcript Welcome back everybody for another deep dive. This time, um, we’re looking into logical invest. Okay. A platform all about what they call logical rules based investing. Interesting. Yeah. So we’ve got a bunch of stuff to work through. Their website, of course. Yeah. There’s some forum discussions we found, and then they’ve got a whole series of YouTube tutorials about their backtesting software. Yeah. Quant Trader. Cool. It’s pretty interesting stuff. It’s quite … Read more

Chat, Analyze, Trade: Building Strategy Rules with ChatGPT

How I Got the AI to Create, Code, and Backtest a Quant Portfolio in Python Without Writing a Single Line of Code! I wanted to explore the new capabilities of the Advanced Data Analysis module, available in the GPT-4 options. I provided ChatGPT with historical daily prices for SPY, TLT, and GLD, and asked it to devise a trading strategy with a strong Sharpe ratio. Simple enough, right? Here’s the prompt I gave to GPT, … Read more

Trading Cryptocurrencies Bitcoin and Ethereum on a traditional brokerage

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

Modified Permanent Portfolio (MPP)

A guest post by our subscriber Richard Thomas I would like to discuss a strategy I have been working on and would welcome any feedback. All my optimizations use a 5-year lookback period. I know there has been much discussion about this over the years and there does not appear to be firm consensus on the best period to use, however 5 years covers a good growth period and some good pullbacks in 2015, 2018 … Read more

Creating a custom Portfolio

We offer several “pre-canned” portfolios in our “Core Portfolio” and “Portfolio Library”. While we put a lot of brain and effort into designing these, they cannot and will not serve everybody’s risk/return profile or personal preference. And they are not meant to – rather they should serve as starting point for your very own, personalized custom Portfolio. As we just implemented (yet) another change to our Core Portfolios we’re getting many requests on how to … Read more

New Strategies and Portfolio optimization

Based on the feedback we received last month after the changes in the Maximum Yield (MYRS) and Leveraged Universal Investment Strategy (3xUIS) we are again implementing several changes this month: New 2 times leveraged Universal Investment strategy Many subscribers reported issues implementing the leveraged GLD positions we did to circumvent the delisted UGLD. Also the process of having to scale down the positions manually raised many questions, as did the effective leverage of the scaled … Read more

Strategy Changes due to delisting of ZIV and UGLD as of July 2020

Credit Suisse announced recently the delisting of ZIV and UGLD, among other ETN. These ETN will continue to trade on the Nasdaq Stock Market up to and including July 2, 2020. The delisting of the ETNs will become effective on July 12, 2020. We currently employ ZIV in our Maximum Yield Strategy (MYRS) and UGLD in our Leveraged Universal Investment Strategy (3XUIS). We will modify both strategies effective July 1, 2020 as follows: ZIV – … Read more