For some bizarre reason I thought at one stage I might be able to create usable “fake” options data from…
Googling “fallen fund managers” is a useful exercise for those very many participants in the financial markets who still believe…
Herewith a Python interpretation of an ultra simple All Weather portfolio:
I created a couple of Jupyter Notebooks in Python to read individual futures contracts and concatenate them into a single P&L.
I don’t get the (possibly curve fit) obsession at Quantopian for tiny low volatility returns on vastly complex long/short algorithms…
An “All Weather Portfolio” could have been maintained throughout the 20th Century using stocks and lightly leveraged bonds to produce a return equivalent to pure stock market investment but at a fraction of the draw-down and volatility.
The All Weather Portfolio is the right place to be, even in a rising interest rate environment. A durable, well tested and satisfying strategy.
Vanguard Life Strategy Funds – a look at the prospectus.
If I had to pick a single stock market investment, this would be it. Or at least something similar. The iShares MSCI World ETF.
The aim of so-called Smart Beta investing is to combine the benefits of passive investing with the perceived advantages of active investing strategies.