- RichardModerator10/01/2017 at 9:54 amPost count: 22
Using the on line Signals Consolidation tool for monthly re-balancing today, I find that the allocation table columns are no longer sortable. Of course, the CSV download file can be sorted, but previously I found the ability to sort columns in the tool itself helpful and would like to see that feature enabled once again.
- AatiParticipant10/05/2017 at 12:45 pmPost count: 7
If I want to get the allocations for the Portfolio, MaxDD below 15%. Do I do get it online using the Consolidated Tool or do it by using the Excel sheet. I did it both ways and got a variance the Online tool says to purchase 10 shares of MDY (4.6%) , whereas the Excel sheet says to purchase 11 shares (5%).
Also on the LI website, under the Members area, when i click on Strategy Signals, I land on a page with all the strategies and their allocations, and it has two columns which show Entry and Exit dates. The Exit date says 10/5/2017, which is today’s date, I am not understanding this. Is this the date you Exit out of the strategy?
- VangelisModerator10/05/2017 at 3:21 pmPost count: 130
LI strategies trade monthly, in the beginning and end of the month. The only exception is MYRS that trades every 2 weeks. The exit day of the current month does not refer to when you should exit but rather it is today’s date (or the last day that we have updated data) so that we can keep track of performance from the last day of last month – to current day (month-to-date performance). Every time we update data the exit day will move to the current day, until we close the month. You should trade on or after the first of the month.
I hope I did not confuse you more…
I will let Alex respond about his baby, the portfolio builder 🙂
- AatiParticipant10/05/2017 at 11:10 pmPost count: 7
Thanks for clearing my confusion about the exit date. I have been reading up on various strategies and articles from the Academy. Did learn quite a bit from Morpeus, but I am leaning towards MaxDD<15%.
My question with regards to the Allocations is primarily, should I use the online tools from the Members Area or the downloadable Excel files?
Alex has been helping me answer questions via email.
- Alexander HornKeymaster10/05/2017 at 11:27 pmPost count: 339
Hi Aati, night shift is mine, so let me jump in. We´re offering both the offline and online tools as our followers have different preferences, finally up to you to choose which you prefer.
The Excel tool comes with close prices from month-end – if you do not update them, while the online tool queries realtime prices once an hour, this explains smaller differences in shares.
- daniel mortonParticipant10/15/2017 at 9:37 pmPost count: 21
- Alexander HornKeymaster10/15/2017 at 9:51 pmPost count: 339
Hi Daniel, Yahoo reports a 3/1 share split on Oct 6, so this explains the difference. See here: https://finance.yahoo.com/quote/ISRG/history?p=ISRG, now prices are already back-adjusted.
- daniel mortonParticipant11/15/2017 at 12:51 pmPost count: 21
I don’t see the mid-month signals for MYRS?
Also, something I don’t understand is MYRS has ACWV and Max Sharpe includes a 7% allocation to MYRS, yet Max Sharpe doesn’t include any ACWV? did I miss something? Thanks.
- Alexander HornKeymaster11/16/2017 at 7:27 amPost count: 339
Good Morning Daniel,
The MYRS mid-month signals are always published during the night/morning of the 16th (UST), so a couple of hours after your post – now are in, and no change in %.
Not sure I get your point about ACWV, it’s not part of MYRS. Please clarify.
- daniel mortonParticipant11/16/2017 at 12:19 pmPost count: 21
Thanks, ok understood re. timing.
ACWV – Agreed, I didn’t think it was part of MYRS either. I ran consolidated signals yesterday under Maximum Yield (unless I made a mistake) and it allocated to 70% to ACWV and 30% CWB. If possible I would suggest in the export that it includes the Total it shows what the custom portfolio is in some abbreviated version. Or you can see my log file if I or system made a mistake. Should be easy to find under my name search was for $500K USD.
- Alexander HornKeymaster11/16/2017 at 8:34 pmPost count: 339
yesterday you queried twice the Max Sharpe portfolio, where ACWV is included, and today only MYRS. Good hint, will try to include the strategies of the custom query, give me some days.
Overall is the tool now easier to handle? Any feedback is appreciated.
P.D. The log is only for this kind of analysis, not doing anything else with the data and delete it regularly. Can use email@example.com as email input if any concern 🙂
- daniel mortonParticipant11/16/2017 at 8:58 pmPost count: 21
Thanks Alex. hmmm, that doesn’t seem to explain it. So assume I made a mistake and selected max sharpe 2 issues 1) it would not be allocated 70/30 to just 2 stocks? also, it is labelled custom portfolio whereas Max Sharpe I believe would be labelled as such on the excel output file. My guess (again a guess) is this is similar to the previous time it is saying calculated but it isn’t. Maybe a log file isn’t recording everything. I used a screen copy otherwise I can download going forward. Perhaps in any file downloaded you can include some info about the search query/timestamp etc… to be able to debug.
Yes, tool easier. if there are funds to not be invested then I would suggest having a ticker for cash (perhaps there is one).
- VangelisModerator11/16/2017 at 8:40 amPost count: 130
For those who download and use the “offline” Excel Signal Consolidation Tool, we are testing a new data source.
The Excel downloads last price data from the IEX API service. This is in “beta” and was done as a result of Yahoo interrupting its intraday data service.
If you have any issues getting correct prices let me know.
https://logical-invest.com/blog/strategy-signals-simple/ (click on “Consolidated Signals for November 15 2017”)
- daniel mortonParticipant12/01/2017 at 11:26 amPost count: 21
Are the CROC purchase signals in Max Sharpe/Min volatility correct? I don’t recall seeing CROC purchases. I am not sure how I would check. I would need to look at each strategy and then each security in each strategy unless there is another way. thanks.
- Alexander HornKeymaster12/01/2017 at 2:58 pmPost count: 339
the Gold/Currency switched to 50% CROC, and indeed that’s the first time since 2015, see here: https://logical-invest.com/portfolio-items/the-gold-etf-currency-strategy/
- daniel mortonParticipant12/01/2017 at 8:03 pmPost count: 21
Thanks Alex. Is there anyone else offering managed account services than EPG? I pay 0.8% on pretty active bond managed funds where there is daily credit/leverage analysis. The managed account LI is essentially an automated order execution platform. I would prefer to pay you guys. If there isn’t another investment advisor, anyway to automate it with IB? Thanks.
- Alexander HornKeymaster12/02/2017 at 10:41 amPost count: 339
for the time being EPG is the only adviser offering our strategies under MAs, we´re discussing some other options, but not yet ready. Pricing is a question of scale, we´ll definitely reduce the % once reaching some 40-50m USD – but not yet there. For a 150k amount the 0.9% is close to a wash for our all strategy subscribers, only 30 USD more a month to have your account managed, we feel that´s not bad to start with, but indeed will share future scale effects with our subscribers.
In IB I use the “Rebalance Portfolio” tool, where you can simply upload the tickers and target % to rebalance. It then creates the orders, which you can default to “IB Algo Adaptive” in your config, and just let them run with one click. I do not want to fully automate this as it takes some practice and always should be monitored by the account holder. But after some practice you can rebalance in just 5 minutes or so.
Attached the CSV for rebalancing a Max CAGR <15% Vola portfolio as of yesterday. After uploading you just have to review other positions, e.g. set YCS to cero, or adjust % down if you´re not trade 100% of your account with this allocations, e.g. have other positions.
Here the help in IB: https://www.interactivebrokers.com/en/index.php?f=20160
You must be logged in to access attached files.
- PatrickParticipant12/03/2017 at 8:46 pmPost count: 6
I am considering trying out M1 Finance to manage a LI portfolio. They charge 0.15% for accounts over $100k and NO transaction fee. You create a portfolio, called a pie, and then assign percentages to each slice. Each slice can be another pie, such as an LI strategy, or individual security. Then you just update the holdings in each pie (strategy) and click rebalance. My only concern is that they use market orders so there could be significant slippage on some of the lower volume ETFs. They claim to mitigate slippage by splitting orders into smaller chunks.
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- reuptakeParticipant12/09/2017 at 7:46 amPost count: 43
Great thanks, that is the tool I need.
Yeah, it’s fantastic tool, I can’t live without it. And sometimes I have to, since it’s not available in mobile version of their app. I wrote them asking to introduce it on mobile, too. If anyone could ask them the same, it could be helpful.
- Nelson BradyParticipant12/01/2017 at 11:28 amPost count: 8
Wow, start working on the re-allocation and the announcement about Flynn completely trashes all the numbers. I expect the new allocations would change if done again now.
How often are the prices updated? Is there a way to force a new price update? In the browser tool not excel.
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