KBGlenn’s Activity

Mon Dec 22

NL

Boards Post

KBGlenn replied to the Mechanical Investing board. 2:14 PM

Re: "keep it simple" screen challenge:

But I'm not sure searching for a "best" screen over a 12-year period, with a requirement that you start with tr(1,252) top 80%, is the best way to find a reasonable way to invest going forward.

I agree, why not just three [more]

Wed Dec 17

NL

Boards Post

KBGlenn replied to the Mechanical Investing board. 5:15 PM

Re: simple asset allocation SPY and TLT

I actually got more concerned about the "Echoing a recent disturbing conclusion in the medical literature" statement...

Tue Dec 16

NL

Boards Post

KBGlenn replied to the Mechanical Investing board. 10:06 PM

Re: simple asset allocation SPY and TLT

I struggle with the rotation between stocks/bonds/commodities when I can't see how such a screen would behave pre-1980s. I dunno, maybe I'm way off here.

CXO Advisors and ssrn.com my friend. CXO for the [more]

Mon Dec 15

NL

Boards Post

KBGlenn replied to the Mechanical Investing board. 10:41 PM

Re: simple asset allocation SPY and TLT

Currently both the long bond and the equity markets are at or near all-
time highs. I'm not convinced they won't both fall together as well. These
asset rotation screens are all backtested through a relentless multi-
decade bond bull
[more]

Sun Dec 14

NL

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KBGlenn replied to the Mechanical Investing board. 5:55 PM

Re: simple asset allocation SPY and TLT

What is it exactly that everyone is trying to accomplish with these asset rotation screens that can't be accomplished with regular stock screens? Is it a liquidity issue? Less trading? Because the results don't seem to be an improvement on most of [more]

Wed Dec 10

NL

Boards Post

KBGlenn replied to the Mechanical Investing board. 7:21 PM

Re: simple asset allocation SPY and TLT

There is really very little in common between the All-Weather / Permanent Portfolios and the methods of Faber and Antonacci. The former focus primarily on the asset class selection and the latter focus primarily on the continual rotation of your [more]

NL

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KBGlenn replied to the Mechanical Investing board. 3:17 PM

Re: simple asset allocation SPY and TLT

One issue I think should get more discussion in TAA portfolios is the construction of them. At least to me, you need to be thinking about two broad items. The first is the momentum effect you are expecting to capitalize on and what should go into [more]

Tue Dec 9

NL

Boards Post

KBGlenn replied to the Mechanical Investing board. 8:24 PM

Re: simple asset allocation SPY and TLT

I would not argue with anyone who has posted about TLT and the potential for it not being a real great asset going forward. In a tactical approach, I wouldn't be so quick to dismiss it. In a mix with stocks it in fact remains one of the cheapest [more]

Sun Dec 7

NL

Boards Post

KBGlenn replied to the Mechanical Investing board. 4:34 PM

Re: IRA options question

Highly recommend IB...if it is legal it is doable there, and cheap.

NL

Boards Post

KBGlenn replied to the Mechanical Investing board. 4:30 PM

Re: OT: Crickets

Creativity is an interesting thing and hard to sustain. I think there is a ton of quant like things that could be discussed here and then apply the standard MI rules to them. However, historically the board has not been super welcoming/entertaining [more]

Sat Nov 22

NL

Boards Post

KBGlenn replied to the Mechanical Investing board. 5:45 PM

Re: Another disciple of Permanent Portfolio

Personally for me (and I will pull out certified MI old guy privileges on this one) PP meets all the requirements of MI.

Backtestable to 1972 - Check

Repeatable and defined rule set - Check

System is based on observed [more]

Thu Nov 20

NL

Boards Post

KBGlenn replied to the Mechanical Investing board. 8:44 PM

Re: Another disciple of Permanent Portfolio

May I offer a few observations/suggestions.

There is an epic thread on the Bogleheads Wiki that slices/dices and debates the PP in more ways than you can imagine. There are a couple of websites crawlingroad and gyroscopicinvesting dot com [more]

Thu Oct 2

NL

Boards Post

KBGlenn replied to the Mechanical Investing board. 8:46 PM

Re: OT: Mi Jokes?

A horse walks into a bar (after seeing the $NAHL chart). The bartender asks "why the long face?"

YEY buddy, that DALY joke...NoMo please. How about OPTION_A?

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Boards Stats & Trivia

Big red star, 1000 posts Old School Fool
Board Posts 1796
Recs Received 7912
People who have rec'd these posts 1531
Recs to Posts Ratio (last 30 days) 2.60
Threads Started 239
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Most Frequent Board Mechanical Investing
Very First Post Re: Workshop Rankings (4/3/1999)
Percentage of Posts Rec'd 57.46 %
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