Syvash’s Activity

Thu Apr 23

NL

Boards Post

Syvash replied to the Mechanical Investing board. 1:14 AM

Re: Allocation strategy based on trailing Sharpe

Rayvt,

Have you look at TLT / TBF / GLD?

The corrolation TLT / TBF is -1 for 126 days TLT / GLD is 0.33

The TBF / TLT one month performance.
[more]

Mon Mar 16

NL

Boards Post

Syvash replied to the Mechanical Investing board. 3:56 AM

Re: Antonacci's Optimal Momentum in GTR1

Here's a ~14 asset universe whittled down to 7 then to 5 then to 2. Using the bear catcher:


Works well in the sub periods, including since 2010. Alot of tweaking possibilities.

I picture these systems as dynamic. That is, if
[more]

Thu Feb 26

NL

Boards Post

Syvash replied to the Mechanical Investing board. 11:04 AM

Re: Investigating a simple enhancement to YldEar

The VL universe is no more a black box than the S&P500.

Elan


But Doesn't S&P500 is base on a set rules that is known to most that can be reproduce 99.9% independently.

And yet, on this board we have not been [more]

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Boards Stats & Trivia

Two stars, 250 posts Old School Fool
Board Posts 493
Recs Received 303
People who have rec'd these posts 144
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Threads Started 35
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Most Frequent Board Mechanical Investing
Very First Post Re: The Cherry Tree, 7 Jan 2000 (1/11/2000)
Percentage of Posts Rec'd 24.34 %
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