Search found 752 matches
- Thu Apr 18, 2019 10:44 am
- Forum: Practical ETF
- Topic: Dual Momentum
- Replies: 11
- Views: 12705
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 ...
- Wed Apr 17, 2019 2:59 pm
- Forum: Practical ETF
- Topic: Dual Momentum
- Replies: 11
- Views: 12705
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...
- Wed Apr 03, 2019 3:08 pm
- Forum: Practical ETF
- Topic: Periodic Rebalance Fixed Percentage
- Replies: 3
- Views: 3947
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 out...
- Sat Mar 16, 2019 1:11 pm
- Forum: Practical ETF
- Topic: Momentum Plus
- Replies: 0
- Views: 6341
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...
- Sat Mar 16, 2019 1:07 pm
- Forum: Practical ETF
- Topic: Mean Reversion Plus
- Replies: 0
- Views: 6115
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...
- Sat Mar 16, 2019 7:27 am
- Forum: Practical ETF
- Topic: Simple Momentum
- Replies: 0
- Views: 6141
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 ...
- Sat Mar 16, 2019 7:18 am
- Forum: Practical ETF
- Topic: Mean Reversion
- Replies: 0
- Views: 6080
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. ...
- Fri Mar 15, 2019 4:41 pm
- Forum: Practical ETF
- Topic: Weight by Inverse Momentum
- Replies: 0
- Views: 6058
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...
- Tue Mar 12, 2019 6:48 am
- Forum: Practical ETF
- Topic: Weight By Positive Momentum
- Replies: 0
- Views: 6027
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...
- Fri Mar 08, 2019 4:10 pm
- Forum: Practical ETF
- Topic: Dual Momentum
- Replies: 11
- Views: 12705
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...
- Tue Mar 05, 2019 4:51 am
- Forum: Practical ETF
- Topic: Weight By Inverse Volatility
- Replies: 0
- Views: 6205
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...
- Mon Mar 04, 2019 4:05 am
- Forum: Practical ETF
- Topic: Various Articles I have written
- Replies: 0
- Views: 5965
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 .....
- Sun Mar 03, 2019 2:00 pm
- Forum: Practical ETF
- Topic: Periodic Rebalance Fixed Percentage
- Replies: 3
- Views: 3947
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 demons...
- Sat Mar 02, 2019 4:56 am
- Forum: Practical ETF
- Topic: Periodic Rebalance Equal Positions
- Replies: 0
- Views: 6101
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...
- Thu Feb 28, 2019 9:11 am
- Forum: Practical ETF
- Topic: Harriman's New Book of Investing Rules
- Replies: 0
- Views: 6237
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 ...
- Thu Feb 28, 2019 4:12 am
- Forum: Practical ETF
- Topic: Demonstration: Trading Blox Web Version
- Replies: 0
- Views: 6105
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...
- Thu Feb 28, 2019 4:07 am
- Forum: Practical ETF
- Topic: TAA
- Replies: 3
- Views: 3980
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...
- Wed Feb 27, 2019 1:01 pm
- Forum: Practical ETF
- Topic: TAA
- Replies: 3
- Views: 3980
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...
- Tue Feb 26, 2019 5:39 am
- Forum: Practical ETF
- Topic: TAA
- Replies: 3
- Views: 3980
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/p...
- Thu Feb 14, 2019 4:20 am
- Forum: Custom C++ or Java Platforms
- Topic: What's your favorite programming platform?
- Replies: 21
- Views: 61102
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...