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Browsing All Posts filed under »strategy«
Why do low volatility ETFs have alpha?
A recent white paper answers the question.
Leverage: An Example Use with a Low Volatility ETF
May 5, 2013 by Tucker Balch
Some people view “leverage” as a four letter word, especially since the market collapse in 2008/2009. But leverage, when used properly can be sensible. Here’s an example use.
Opinion: DOW 15,000 is a Sugar High
May 4, 2013 by Tucker Balch
The DOW recently touched 15,000 and it will probably blast through that mark. It makes me worried.
StumpGrinder: Performance
May 1, 2013 by Tucker Balch
Reblogged from the augmented trader: This article documents the performance of an actively managed portfolio, StumpGrinder. The portfolio is traded with real money in a brokerage account. The article is updated about weekly, but at least monthly. Read more… 1,228 more words Check out our performance for April 2013
Alpha: A Measure of Fund Management Skill
April 20, 2013 by Tucker Balch
A short discussion of this important metric.
StumpGrinder: Performance
April 11, 2013 by Tucker Balch
This article documents the performance of an actively managed portfolio, StumpGrinder. The portfolio is traded with real money in a brokerage account. The article is updated about weekly, but at least monthly.
StumpGrinder: Allocations
April 7, 2013 by Tucker Balch
Watch this post each month for updated allocations to each of the ETFs, we’ll keep them all in one place.
StumpGrinder: Our ETF Arsenal
April 7, 2013 by Tucker Balch
We use an elite group of 12 ETFs in the StumpGrinder portfolio.
StumpGrinder: An Open Source Actively Managed Portfolio of ETFs
April 7, 2013 by Tucker Balch
Follow along as we use quantitative algorithms to manage a real live meat-and-potatoes portfolio of 12 ETFs you’d be happy to have your mom in. We will trade this portfolio monthly in a real account and report the trades and performance of the portfolio.
$10mm Trading Competition
January 17, 2013 by Tucker Balch
Here’s an interesting new approach to trading talent discovery: Offer investment capital to top portfolio managers.
May 9, 2013 by Tucker Balch
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