RandomDoc’s Activity

Fri Dec 12

NL

Boards Post

RandomDoc replied to the Mechanical Investing board. 2:46 PM

Re: $NAHL bearish

A deep and lasting drop soon after a fresh recent high is extraordinarily unusual.

To what extent do you think that concept applies to assets other than SPY? Individual stocks, equities in other countries, or even non-equity stuff [more]

Thu Dec 11

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RandomDoc replied to the Mechanical Investing board. 12:56 AM

Re: Interactivebrokers-Risk Navigator

Do you know if it's the same basic reasoning as GMO's forecast?

They have detailed methodology documents. Links at the bottom of the page. Bottom line, for equities, the expect return a combination of three factors: income return [more]

Tue Dec 9

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RandomDoc replied to the Mechanical Investing board. 7:09 PM

Re: Interactivebrokers-Risk Navigator

If I wanted to balance asset classes based on their risks, I'd measure risk based on GMO's period 7 year real total return forecasts. Definitely a solid approach if you can be patient. GMO has a terrific track record for their 7 year [more]

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RandomDoc replied to the Mechanical Investing board. 7:00 PM

Re: Interactivebrokers-Risk Navigator

Read on Risk Parity (that's what you're trying to do with Risk Navigator). It was popularized by Ray Dalio at Bridgewater but there is a ton of research online. Basically, the idea is that key asset classes have similar risk-adjusted performance, so [more]

Sat Dec 6

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RandomDoc replied to the Mechanical Investing board. 12:41 AM

Re: OT - A short story about how economics work

This post makes me wish for more crickets.
This thread has a net worth of -100.

I think it was marked clearly as OT. So, if you want to hear nothing not directly related to MI, you should simply take alevine's advice. [more]

Thu Dec 4

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RandomDoc posted to the Mechanical Investing board. 11:07 PM

OT - A short story about how economics work

http://www.silverbearcafe.com/private/06.09/economics.html

It is the month of August, on the shores of the Black Sea. It is raining, and the little town looks totally [more]

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RandomDoc replied to the Mechanical Investing board. 1:55 AM

Re: IRA options question

Definitely allowed at Interactive Brokers.

Tue Nov 25

NL

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RandomDoc posted to the Mechanical Investing board. 3:06 PM

New 100 Day VL High

Jim often mentions that the market is unlikely to experience a significant drop soon after reaching a new recent high. Here are the results of a backtest on VL index since 1961, examining forward returns after a new 100 day high. Pretty impressive, [more]

Mon Nov 24

NL

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RandomDoc posted to the Mechanical Investing board. 7:41 PM

Unusual performance during Thanksgiving week

Saw an interesting chart at the link below.

Article: http://www.zerohedge.com/news/2014-11-23/best-and-worst-perf... [more]

Sun Nov 9

NL

Boards Post

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

Re: interactive brokers

"Until a few years ago IB wouldn't allow anyone to log in on any weekend!"

Yes, I was a customer then (and still is) and I remember it well. As somebody with a Mon-Fri job, it drove me crazy.

Wed Sep 17

NL

Boards Post

RandomDoc posted to the Mechanical Investing board. 11:17 PM

Median stock in SP500

Median stock in SP500 now sells at RECORD 2.08 Price/Sales (since 1964). Norm is 0.88 Source: @NDR_Research

https://twitter.com/MebFaber/status/512348472905719808

Wed Aug 13

NL

Boards Post

RandomDoc posted to the Mechanical Investing board. 7:32 PM

How much longer could the bull last?

Nice article comparing the current bull to others in history like:

- Number of months without a 10% correction?
- Number of days the S&P 500 (SPX) has been above its 200-day moving average.
- Number of week with bulls in the [more]

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