Search found 752 matches

by AFJ Garner
Thu Apr 18, 2019 10:44 am
Forum: Practical ETF
Topic: Dual Momentum
Replies: 11
Views: 1233

Re: Dual Momentum

If I'm using python I simply use adjusted prices including reinvested dividends from Yahoo or another such provider. For these tests I simply used the test data which comes with the installation of TB. The data is split adjusted but has a final "unadjusted close" column used by TB. Has to be or ther...
by AFJ Garner
Wed Apr 17, 2019 2:59 pm
Forum: Practical ETF
Topic: Dual Momentum
Replies: 11
Views: 1233

Re: Dual Momentum

I hope I remember correctly that if one uses the unadjusted close TB does all the math for you. It compares unadjusted with adjusted as you go along. If I have remembered incorrectly and used the wrong series perhaps Tim will be kind enough to correct me. Easy enough to rectify. Take a look at the d...
by AFJ Garner
Wed Apr 03, 2019 3:08 pm
Forum: Practical ETF
Topic: Periodic Rebalance Fixed Percentage
Replies: 3
Views: 538

Re: Periodic Rebalance Fixed Percentage

You are most welcome. "I assume one would have to use a GSS ?" Yes, I think you are right and no, I'm not sure I have looked at that in recent years but I imagine there will be other posts in the help section showing you how to do this. If you get stuck, you could take the equity curve output from e...
by AFJ Garner
Sat Mar 16, 2019 1:11 pm
Forum: Practical ETF
Topic: Momentum Plus
Replies: 0
Views: 297

Momentum Plus

A Trend Following System. Those who do not own Trading Blox can test this system using a free on-line demonstration. Go to https://virtual.tradingblox.net/ and enter “ETFDemo” as the license name and key. Identical to Periodic Rebalance Simple Momentum except for the addition of a MACD filter (30/9...
by AFJ Garner
Sat Mar 16, 2019 1:07 pm
Forum: Practical ETF
Topic: Mean Reversion Plus
Replies: 0
Views: 243

Mean Reversion Plus

Mean Reversion System. Those who do not own Trading Blox can test this system using a free on-line demonstration. Go to https://virtual.tradingblox.net/ and enter “ETFDemo” as the license name and key. Identical to Periodic Balance Reverse Momentum except for the addition of a hard coded filter: 30...
by AFJ Garner
Sat Mar 16, 2019 7:27 am
Forum: Practical ETF
Topic: Simple Momentum
Replies: 0
Views: 245

Simple Momentum

Trend Following System Those who do not own Trading Blox can test this system using a free on-line demonstration. Go to https://virtual.tradingblox.net/ and enter “ETFDemo” as the license name and key. This is a no frills, utterly simple Momentum system. No bells, no whistles. You simply re-invest ...
by AFJ Garner
Sat Mar 16, 2019 7:18 am
Forum: Practical ETF
Topic: Mean Reversion
Replies: 0
Views: 227

Mean Reversion

Mean Reversion System Those who do not own Trading Blox can test this system using a free on-line demonstration. Go to https://virtual.tradingblox.net/ and enter “ETFDemo” as the license name and key. In the short term many say that stocks mean revert. What goes down comes up again and vice versa. ...
by AFJ Garner
Fri Mar 15, 2019 4:41 pm
Forum: Practical ETF
Topic: Weight by Inverse Momentum
Replies: 0
Views: 245

Weight by Inverse Momentum

Weighs Positions By Inverse Momentum Those who do not own Trading Blox can test this system using a free on-line demonstration. Go to https://virtual.tradingblox.net/ and enter “ETFDemo” as the license name and key. It is often claimed that stocks (or perhaps financial instruments generally) are me...
by AFJ Garner
Tue Mar 12, 2019 6:48 am
Forum: Practical ETF
Topic: Weight By Positive Momentum
Replies: 0
Views: 267

Weight By Positive Momentum

Weights Positions by Positive Momentum Those who do not own Trading Blox can test this system using a free on-line demonstration. Go to https://virtual.tradingblox.net/ and enter “ETFDemo” as the license name and key. This system is similar to all other Periodic Rebalance Systems with the exception...
by AFJ Garner
Fri Mar 08, 2019 4:10 pm
Forum: Practical ETF
Topic: Dual Momentum
Replies: 11
Views: 1233

Dual Momentum

Attached you will find a simple version of Gary Antonacci's Dual Momentum System . Those who do not own Trading Blox can test this system using a free on-line demonstration. Go to https://virtual.tradingblox.net/ and enter “ETFDemo” as the license name and key. The look-back for the calculation is 2...
by AFJ Garner
Tue Mar 05, 2019 4:51 am
Forum: Practical ETF
Topic: Weight By Inverse Volatility
Replies: 0
Views: 297

Weight By Inverse Volatility

This system is similar in all respects to the other two Periodic Rebalance Systems (Equal Positions, Fixed Percentage) with one exception - the weighting scheme. Those who do not own Trading Blox can test this system using a free on-line demonstration. Go to https://virtual.tradingblox.net/ and ente...
by AFJ Garner
Mon Mar 04, 2019 4:05 am
Forum: Practical ETF
Topic: Various Articles I have written
Replies: 0
Views: 267

Various Articles I have written

If it is of any interest to anyone I attach various articles I have written for various publications over the years. If what I said in those articles has stood the test of time, all well and good, if not then .....
by AFJ Garner
Sun Mar 03, 2019 2:00 pm
Forum: Practical ETF
Topic: Periodic Rebalance Fixed Percentage
Replies: 3
Views: 538

Periodic Rebalance Fixed Percentage

This system is useful for testing the classic 60/40 Stocks Equities portfolio and for asset allocations like Harry Browne's "Permanent Portfolio" https://www.investopedia.com/terms/p/permanent-portfolio.asp Those who do not own Trading Blox can test this system using a free on-line demonstration. G...
by AFJ Garner
Sat Mar 02, 2019 4:56 am
Forum: Practical ETF
Topic: Periodic Rebalance Equal Positions
Replies: 0
Views: 279

Periodic Rebalance Equal Positions

Those who do not own Trading Blox can test this system using a free on-line demonstration. Go to https://virtual.tradingblox.net/ and enter “ETFDemo” as the license name and key. I attach a Suite containing two Blox: Equal Position Entry Exit Equal Position Portfolio Manager The idea may sound sill...
by AFJ Garner
Thu Feb 28, 2019 9:11 am
Forum: Practical ETF
Topic: Harriman's New Book of Investing Rules
Replies: 0
Views: 346

Harriman's New Book of Investing Rules

I recently wrote a chapter for the above. https://www.harriman-house.com/newbookofinvestingrules I received no payment for my work and was not asked to sign any agreement. I believe I am therefore entitled to share my chapter with others and attach it to this post. I hope some might find it helpful ...
by AFJ Garner
Thu Feb 28, 2019 4:12 am
Forum: Practical ETF
Topic: Demonstration: Trading Blox Web Version
Replies: 0
Views: 323

Demonstration: Trading Blox Web Version

Those who do not own Trading Blox software can test my systems using a free on-line demonstration version of Trading Blox. Go to https://virtual.tradingblox.net/ and enter “ETFDemo” as the license name and key. At some stage I believe Tim may be offering a subscription version of Online Trading Blox...
by AFJ Garner
Thu Feb 28, 2019 4:07 am
Forum: Practical ETF
Topic: TAA
Replies: 3
Views: 523

Re: TAA1

Hi there the problem you are having is caused by a single variable. BPV Signals. It is avery small problem and Tim has fixed it for the online demonstration version of Trading Blox. Go to https://virtual.tradingblox.net/ and enter “ETFDemo” as the license name and key. You will be able to download a...
by AFJ Garner
Wed Feb 27, 2019 1:01 pm
Forum: Practical ETF
Topic: TAA
Replies: 3
Views: 523

System Rules

TAA1 Tactical asset allocation is a dynamic investment strategy that actively adjusts portfolio allocations to different asset classes and investments within those asset classes. The momentum strategy is at the heart of this version of TAA. Momentum tends to persist both on the upside and the downs...
by AFJ Garner
Tue Feb 26, 2019 5:39 am
Forum: Practical ETF
Topic: TAA
Replies: 3
Views: 523

TAA

Those who do not own Trading Blox can test this system using a free on-line demonstration. Go to https://virtual.tradingblox.net/ and enter “ETFDemo” as the license name and key. Back in 2008 I wrote a book called "A Practical Guide to ETF Trading Systems" https://www.harriman-house.com/press/full/...
by AFJ Garner
Thu Feb 14, 2019 4:20 am
Forum: Custom C++ or Java Platforms
Topic: What's your favorite programming platform?
Replies: 21
Views: 33256

Re: What's your favorite programming platform?

My needs became very different. I guess at heart I am simply an analyst with an insatiable curiosity. I had been trading XIV, the short Vix ETF, and happily managed to emerge unscathed at its demise, thanks to hedging with options and a position in a geared 10Yr Treasury Bond ETF. I took a greater i...