You may have noticed that in all our portfolios, the cash share is invested in the ETF SHY. As this has triggered several questions, we believe this post may be of interest for other members.
Theoretical issues
In financial theory, cash is usually defined as the risk free asset. Short term U.S. Treasuries are commonly viewed as the risk free asset, hence cash and T-bills are close substitutes. Associated with the risk free asset is the risk free ...
Continue Reading →Sector Rotation based on ETF relative strength is a profitable strategy when correctly implemented. Below is a short article we posted on Seeking Alpha this week-end presenting a simple and fully detailed “Sector Rotation” strategy.
A few months ago, we started a series of articles highlighting the benefits of tactical asset allocation to achieve strong absolute returns with limited risk. (…) The focus of this article is to take a concrete and thorough example of a simple relative strength ...
Continue Reading →Hi all,
We are making three adjustments to the Platinum Portfolio: we sell one ETF, buy one and add to an existing position.
Overall, this
Model results assume that positions are entered at the close of each month. But ranking are avaliable after the close and in “real life”, positions
Hi guys,
Markets are about to open with huge gaps down on risk assets in the portfolios, so be sure to enter at the lowest
So here we are!
Those of you who have followed us for a while have been waiting for more on our Platinum Portfolio and we are happy to disclose it for the first time today. The philosophy behind the Platinum Portfolio is the same as the one of our standard portfolios but it is implemented in a much more detailed and comprehensive way. This allows us to better control exposure to risk and further decrease volatily compared to ...
Continue Reading →Hi folks,
The rollercoaster continues in global markets, with equities rebounding sharply from their early October lows in most countries. Last month, the emerging market
