Quant Mashup - Sanz Prophet
Bitcoin plus Harry Brown’s Permanent Portfolio – A mix in heaven? [Sanz Prophet]
What would happen if you took $5,000 out of your $100,000 permanent portfolio and allocated it to Bitcoin? From 3.6% annual to 15% annual returns? Got to love the Permanent Portfolio I have been somewhat obsessed with the simplicity and fundamental thinking behind the permanent portfolio. I have
- 8 months ago, 14 Jan 2020, 09:15am -
Bitcoin, Ethereum and Altcoins: How to get free daily and intraday Bitcoin historical prices [Sanz Prophet]
In order to analyze and build ‘crypto’ based trading strategies we need to get historical data for Bitcoin and other ‘large-cap’ coins such as Ether, Ripple, Dash, Monero, etc. But also for up and coming coins such as Neo, Stratis, IOTA and many more. In this post I will point you to two
- 3 years ago, 15 Aug 2017, 01:23am -
Day of month effect on Bond Equity portfolio [Sanz Prophet]
In this post we will: Take a look at a simple, momentum based, monthly rebalanced Equity/Bond portfolio. Search for what has been the optimal dates in the month to rebalance such a portfolio. Each month we allocate to two ETFs: SPY and TLT. If SPY has outperformed TLT we rebalance to 60% SPY – 40%
- 4 years ago, 22 May 2016, 08:24pm -
The end of EOM? - Strategy and Rebalancing [Sanz Prophet]
Posted by - Sanz Prophet Historically and up to 2013, equities have exhibited a positive bias during the end of the month. Here is an example of buying the SPY etf on the first down-day after the 23rd and selling on the first up-day of the next month. Trading is at the same day close.
- 5 years ago, 14 Feb 2015, 05:39pm -
Interviewing the Quants: An Inside Look With “Sanz Prophet” [Sanz Prophet]
Interviewing the Quants: An Inside Look With “Sanz Prophet”
- 5 years ago, 27 Jan 2015, 12:43am -