Browsing All Posts filed under »strategy«

My Optimized TIAA-CREF Portfolio: How It’s Going

July 20, 2018 by

0

At the beginning of 2015 I analyzed my retirement portfolio at TIAA-CREF and set allocations using a portfolio optimizer. It is time to check in on that portfolio to see how it is going… Advertisements

The Generation Z Portfolio is Blowing the Doors Off the Market

July 18, 2018 by

2

In January 2015 my wife and I decided to set up investment accounts for our school-aged children.  Each semester they are provided a reward for good grades, half of which they must invest in the market.  Our expectations were modest: We hoped that they’d learn about the value of investing in and holding stocks and […]

How do stop-loss orders affect trading strategy performance?

February 10, 2016 by

4

By Tucker Balch, Ph.D. and Anderson Trimm, Ph.D. “A stop order is an order placed with a broker to sell a security when it reaches a certain price. A stop-loss order is designed to limit an investor’s loss on a position in a security” —investopedia.  In this article we investigate how the addition of stop-loss orders affect […]

Do the returns of high turnover trading offset tax consequences?

January 20, 2016 by

1

Vip Opções Binárias that trade frequently usually have high turnover and are therefore taxed at a higher rate than strategies that hold positions for one year or longer.  In this article we examine the tax consequences for high turnover strategies. keywords: short term capital gains tax, investing, trading

Could Artificial Intelligence have predicted this correction?

January 15, 2016 by

5

To answer that question, we asked our Machine Learning-based forecaster what it thought would happen a month ago.

Why multiply by SQRT(252) to compute the Sharpe Ratio?

September 2, 2015 by

1

This question comes up every time I teach Computational Investing.  Here’s my attempt to create the best, (final?) answer to this question.

WSJ: Algorithmic Trading: The Play-at-Home Version

August 10, 2015 by

4

The Wall Street Journal interviews a student who completed my MOOC.