http://augmentedtrader.wordpress.com computation for trading Tue, 21 May 2013 00:35:34 +0000 en hourly 1 http://wordpress.com/ http://s2.wp.com/i/buttonw-com.png http://augmentedtrader.wordpress.com http://augmentedtrader.wordpress.com/2013/05/09/why-do-low-volatility-etfs-have-alpha/ http://augmentedtrader.wordpress.com/2013/05/09/why-do-low-volatility-etfs-have-alpha/#comments Thu, 09 May 2013 17:29:10 +0000 Tucker Balch http://augmentedtrader.wordpress.com/?p=1361 ]]> http://augmentedtrader.wordpress.com/2013/05/09/why-do-low-volatility-etfs-have-alpha/feed/ 0 tuckerbalch http://augmentedtrader.wordpress.com/2013/05/05/leverage-an-example-use-with-a-low-volatility-etf/ http://augmentedtrader.wordpress.com/2013/05/05/leverage-an-example-use-with-a-low-volatility-etf/#comments Sun, 05 May 2013 19:11:40 +0000 Tucker Balch http://augmentedtrader.wordpress.com/?p=1340 ]]> http://augmentedtrader.wordpress.com/2013/05/05/leverage-an-example-use-with-a-low-volatility-etf/feed/ 3 leverage tuckerbalch Margin for leverage can be scary. Your brokerage will be happy to lend you money on margin. You should be sure to find out their interest rates. S&P 500 (blue) versus unleveraged BOND (red). March 2012 to May 2013. S&P 500 (blue) versus BOND (red) versus BOND at 2x leverage (green). The effect of a higher margin rate on the portfolio. Note the path of the green line (portfolio) compared to the chart above. http://augmentedtrader.wordpress.com/2013/05/04/opinion-dow-15000-is-a-sugar-high/ http://augmentedtrader.wordpress.com/2013/05/04/opinion-dow-15000-is-a-sugar-high/#comments Sat, 04 May 2013 13:27:44 +0000 Tucker Balch http://augmentedtrader.wordpress.com/?p=1334 ]]> http://augmentedtrader.wordpress.com/2013/05/04/opinion-dow-15000-is-a-sugar-high/feed/ 3 sugar tuckerbalch http://augmentedtrader.wordpress.com/2013/05/01/stumpgrinder-performance-2/ http://augmentedtrader.wordpress.com/2013/05/01/stumpgrinder-performance-2/#comments Wed, 01 May 2013 22:35:55 +0000 Tucker Balch http://augmentedtrader.wordpress.com/2013/05/01/stumpgrinder-performance-2/ ]]> http://augmentedtrader.wordpress.com/2013/05/01/stumpgrinder-performance-2/feed/ 0 tuckerbalch http://augmentedtrader.wordpress.com/2013/05/01/stumpgrinder-allocations/ http://augmentedtrader.wordpress.com/2013/05/01/stumpgrinder-allocations/#comments Wed, 01 May 2013 18:48:27 +0000 Tucker Balch http://augmentedtrader.wordpress.com/2013/05/01/stumpgrinder-allocations/ ]]> http://augmentedtrader.wordpress.com/2013/05/01/stumpgrinder-allocations/feed/ 0 tuckerbalch http://augmentedtrader.wordpress.com/2013/04/20/alpha-a-measure-of-fund-management-skill/ http://augmentedtrader.wordpress.com/2013/04/20/alpha-a-measure-of-fund-management-skill/#comments Sat, 20 Apr 2013 21:02:35 +0000 Tucker Balch http://augmentedtrader.wordpress.com/?p=1295 ]]> http://augmentedtrader.wordpress.com/2013/04/20/alpha-a-measure-of-fund-management-skill/feed/ 5 splv-alpha tuckerbalch Dow Jones Industrial Average since 1973. SPLV (blue) versus the S&P 500 (red) 2013 year to date (as of 19, April 2013). A scatterplot illustrating daily returns of SPLV versus the benchmark returns of SPY (the S&P 500). The red line is a list squares linear fit to the data. http://augmentedtrader.wordpress.com/2013/04/11/stumpgrinder-performance/ http://augmentedtrader.wordpress.com/2013/04/11/stumpgrinder-performance/#comments Thu, 11 Apr 2013 18:21:18 +0000 Tucker Balch http://augmentedtrader.wordpress.com/?p=1248 ]]> http://augmentedtrader.wordpress.com/2013/04/11/stumpgrinder-performance/feed/ 7 2013-4-30-perf.xlsx tuckerbalch StumpGrinder performance for April 2013 compared to our benchmark and the S&P 500. 2013 year to date performance for StumpGrinder (blue) versus our benchmark (red). StumpGrinder (blue) versus S&P 500 (red) in performance month to date, April, 2013. Actually traded performance of StumpGrinder http://augmentedtrader.wordpress.com/2013/04/07/stumpgrinder-allocations-for-april-8-2013/ http://augmentedtrader.wordpress.com/2013/04/07/stumpgrinder-allocations-for-april-8-2013/#comments Mon, 08 Apr 2013 00:36:27 +0000 Tucker Balch http://augmentedtrader.wordpress.com/?p=1223 ]]> http://augmentedtrader.wordpress.com/2013/04/07/stumpgrinder-allocations-for-april-8-2013/feed/ 5 pokerchips tuckerbalch http://augmentedtrader.wordpress.com/2013/04/07/stumpgrinder-an-etf-arsenal/ http://augmentedtrader.wordpress.com/2013/04/07/stumpgrinder-an-etf-arsenal/#comments Sun, 07 Apr 2013 20:44:08 +0000 Tucker Balch http://augmentedtrader.wordpress.com/?p=1210 ]]> http://augmentedtrader.wordpress.com/2013/04/07/stumpgrinder-an-etf-arsenal/feed/ 1 StumpGrinderTrio-01 tuckerbalch http://augmentedtrader.wordpress.com/2013/04/07/stumpgrinder-an-open-source-actively-managed-portfolio-of-etfs/ http://augmentedtrader.wordpress.com/2013/04/07/stumpgrinder-an-open-source-actively-managed-portfolio-of-etfs/#comments Sun, 07 Apr 2013 04:27:02 +0000 Tucker Balch http://augmentedtrader.wordpress.com/?p=1192 ]]> http://augmentedtrader.wordpress.com/2013/04/07/stumpgrinder-an-open-source-actively-managed-portfolio-of-etfs/feed/ 14 stump tuckerbalch StumpGrinder Back Test