Hi raddr, Would you be willing to describe in more detail how you make your mean-reversion cuts in your simulator? Maybe even post the code for it? I am having some trouble figuring out exactly what you are doing. Cheers, Bpp Hi Bpp, Sure. What do you mean by "cuts"? Are you talking about...
Better be careful raddr. Wasn't it along these lines that Dr. Berstein rose to fame? :shock:Publishing his (extremely astute) noodlings on an independent website? Excellent work!! Hi Ben, LOL :lol:- thanks for the compliment! If I can contribute 1% of what Bernstein has then I'll be happy. :D
Greetings raddr :) When the site changes over I will of course include an updated link. LOL! :lol:I don't think they'll have any trouble finding it! :wink: <Chuckle> Yeah, assuming the NFB servers don't cough on it and make me post it somewhere else. :lol:
Guys & Gals, Thanks for feedback and the kind words. I'm glad some of you are finding topics of interest on my site. I plan to keep adding topics. A study on the predictive power of the Gordon Equation (expanded from an earlier NFB post) is probably going to be my next project. ES has offered to...
So, again, other than fun with numbers, what's the point? karma Hi Karma, I agree that the SWR question has spawned a number of ridiculous proclamations amongst a number of self-procalimed SWR gurus but the question is important. Not so much as a one-size-fits-all number but as a starting point and...
Since 1942 the optimal allocation between the S&P500 and gold stocks would've been about 88:12 and would've returned slightly more than a 100% S&P500 allocation with lower volatility, assuming annual rebalancing. Ah, 88:12 is just the kind of quantitative result I was looking for, although ...
Other than the last five years, I'm just wondering whether allocating say 2.5% of a portfolio to Gold mutual funds is likely to be of a drag on performance Quite the contrary. Since 1942 the optimal allocation between the S&P500 and gold stocks would've been about 88:12 and would've returned sl...
Greetings raddr :) I'd like to re-extend my offer to host your information here at NFB . You can have your own exclusive section right off of our home page. I hate to see your stuff in it's present form when I know we could do a super job presenting it here. Of course it's up to you. Let me know. H...
What is the max amount of microcap that can be justified? Would 41% of equity be considered a large % for microcap? Of course, one of the examples shows 100% of equity being ScV! Hi Oliver, I think every person has a different tolerance for this sort of thing. ScV is my largest asset class holding ...
After numerous requests by others and considerable procrastination on my part I have recollected or regenerated most of the graphs that got lost from some of my earlier posts after the MSN site went belly up. I have (temporarily I hope) put some of my studies on a bare bones free web server while I ...
How could I find out the data going back possibly several decades for the performance of Gold, Gold mutual funds and Energy (Oil & Natural Gas)? So far all I have can find is a decade worth of stats at best which includes the bumped gains with Gold but doesn't show the realistic long term perfo...
an then someone said this: Only if you ignore the details. Like the dividend yield. FWIW, I think this may be the problem with Q - it looks solely at valuation and not at the income stream. Wanderer, With all due respect to JWR, I wouldn't put too much faith in these switching studies. The results ...
You ascribe to me powers that I do not possess. No one can "take over" a thread from others. If others are interested in discussing the international investing question you are interested in, they will do so and there is not a thing in this world that I can do to stop it (nor would I want...
I re-read my post several times and for the life of me I can't figure out how you came up with that idea. :? The rules apply to everyone equally. Raddr and ataloss are friends, and hopefully so are you. But to be honest a few of the statements made about them are way, way off base. All I'm saying i...