Tags » SeekingAlpha

Momentum, Markowitz, and Solving Rank-Deficient Covariance Matrices -- The Constrained Critical Line Algorithm

This post will feature the differences in the implementation of my constrained critical line algorithm with that of Dr. Clarence Kwan’s. The constrained critical line algorithm is a form of gradient descent that incorporates elements of momentum. 2,329 more words

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A Basic Logical Invest Global Market Rotation Strategy

This may be one of the simplest strategies I’ve ever presented on this blog, but nevertheless, it works, for some definition of “works”.

Here’s the strategy: take five global market ETFs (MDY, ILF, FEZ, EEM, and EPP), along with a treasury ETF (TLT), and every month, fully invest in the security that had the best momentum. 306 more words

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Market tidbits from pros in the know

With crystal balls in light supply, reading how the stock market will perform going forward is anybody’s guess. A look at the past, however, makes for an interesting read of another type. 555 more words

The Logical Invest Enhanced Bond Rotation Strategy (And the Importance of Dividends)

This post will display my implementation of the Logical Invest Enhanced Bond Rotation strategy. This is a strategy that indeed does work, but is dependent on reinvesting dividends, as bonds pay coupons, which means bond ETFs do likewise. 1,585 more words

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The Downside of Rankings-Based Strategies

This post will demonstrate a downside to rankings-based strategies, particularly when using data of a questionable quality (which, unless one pays multiple thousands of dollars per month for data, most likely is of questionable quality). 1,313 more words

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The Logical-Invest "Universal Investment Strategy"--A Walk Forward Process on SPY and TLT

I’m sure we’ve all heard about diversified stock and bond portfolios. In its simplest, most diluted form, it can be comprised of the SPY and TLT etfs. 843 more words

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The Quarterly Tactical Strategy (aka QTS)

This post introduces the Quarterly Tactical Strategy, introduced by Cliff Smith on a Seeking Alpha article. It presents a variation on the typical dual-momentum strategy that only trades over once a quarter, yet delivers a seemingly solid risk/return profile. 1,647 more words

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