Browsing All Posts filed under »stock pick«

My Optimized TIAA-CREF Portfolio

January 10, 2015 by

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Like many of my colleagues, my retirement funds are held at TIAA-CREF as part of a 403(b) plan.  My investment options there include a choice of 54 funds that include some managed by TIAA-CREF and QuestIRA.  Figuring out which funds to invest in and how much to invest in each is a complicated affair.  Here’s […]

BlackDog: A Dynamic Stock/Bond Allocation Strategy

September 12, 2014 by

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It is well known that portfolios that blend stocks and bonds perform well because their major asset classes are anti-correlated.  There are a few major weaknesses in the way these portfolios are typically managed however.  Namely that the ratio of stocks to bonds is usually fixed, and also that they don’t always use the best representatives […]

Review: TIAA Real Estate Account

July 30, 2014 by

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If you have an account with TIAA-CREF (many university and college employees do) you probably have access to the TIAA Real Estate Account (TRE*).  If you’re interested in a real estate investment, TRE is a powerful option. *Note: TRE is just my own personal abbreviation, it is not a ticker symbol.

Interest Rate Risk: The Fed and the Market

May 9, 2014 by

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Over the last 18 months we’ve seen that when the Fed hints at a change in Quantitative Easing or interest rates, the markets get jittery. We take a look at how a Fed-induced market correction might unfold. keywords: asset allocation, diversified portfolio, stocks bonds

Bond/Stock Correlation: A Quantitative Headwind for Asset Allocation Strategies

November 11, 2013 by

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Up until a few months ago I was trading an asset allocation strategy that invested significantly in bonds and large cap US stocks.  I exited that strategy because the correlation between bond and stock returns concerned me.  Here’s a detailed analysis. keywords: asset allocation, diversified portfolio, stocks bonds

Assessment of Insider Trading Information for Investment Strategies

August 12, 2013 by

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In this white paper produced by Lucena Research, we show how insider trading information can inform an effective trading strategy. We analyze data provided by our partner insiderinsights.com by Scott Strong and Tucker Balch, Ph.D. keywords: insider trading, proprietary indicators

Assessment of a Supply Chain-based Indicator for Stock Trading

July 26, 2013 by

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In this white paper produced by Lucena Research, we show how supply chain information can inform an effective trading strategy. Supply chain data was provided by Revere Data, LLC. by John Cornwell and Tucker Balch, Ph.D. keywords: supply chain, proprietary indicators