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Building a Simple Sector Rotation on Momentum and Trend

...al, it is removed. All sectors represented are equal weighted, with a maximum allocation capped at 25% of the Index at the time of rebalancing. If there are three or fewer sectors represented at a given time, the remainder of the portfolio (reflecting the 25% maximum cap per sector) is invested in the Short-Term Treasury ETF, representing cash. The Index can be 100% invested in the cash equivalent if all sectors receive a neutral or negative signa...

The Investment Brief

...ling our 5 Million Dollar Ideas in FinTech. Below is one such example, and I’ve talked the founder into letting my readers have a free three month subscription. See below:   Download The Investment Brief app for free from the Apple app store. Once downloaded, open up The Investment Brief, where they will see a yellow subscribe button. Click this button and from the dropdown list select “Current Subscribers”. Type in 3freebrief and press select. Th...

Risk Parity : The Interrogation

...Gonna try and listen to this on the plane back to LA. Webcast Replay Download Slides   More from Bwater, Salient, and Invesco: The All Weather Story Investment Insights – When Yields Rise Risk Parity in a Rising Rates Regime      ...

Next Generation of ETFs

...I sent this out to The Idea Farm this past weekend, but it is worth sharing. From PWC Download here:...

Asset Allocation Tactical Backtester Download

...s -ability to backtest relative strength & momentum strategies -ability to combine trend and momentum strategies -ability to alter cash management strategies -(maybe) ability to expand with as many asset classes as users want – (maybe) create a forum where users can interact and improve upon the simple sheet in any manner they choose. So, sign up this week to The Idea Farm so as not to miss out! I’ll send out the excel in a week or two once it is...

Online Backtester

...Finally starting to see some innovation here. Two great entrants, all they need is a little more front end design, and of course a little tactical special sauce and they will be killer!   http://www.portfoliovisualizer.com   http://turnkeystats.com/...

Is the Stock Market Expensive?

...rior permission. All Rights Reserved. See NDR Disclaimer at www.ndr.com/copyright.html. For data vendor disclaimers refer to www.ndr.com/vendorinfo/....

How to Win NFL Pick’em

...will not help you in Vegas (you need to win roughly 55% of the time to overcome the vig) but they may help give you an edge in your office pool. Note that since your competitors are likely following the consensus, any win will likely distance you from the rest of the field as well creating an outlier that should help to separate points from the pack. This is the most important piece of information – if you can bet on a team where 80% or 90% of the...

Shareholder Yield Presentation

...Giving a talk next week online, feel free to join in and ask some great questions!   Join me, Mebane Faber, for my live presentation: Global Stock Valuation and Shareholder Yield—A Better Approach to Dividend Investing Thursday, September 19 at 10:00 – 11:00 am Eastern....

CAPE Ratio for Stocks and Weekend Reading

...Want to know the CAPE for your favorite stock? Curious about GOOG (52) DELL (9) or JCP (6)? Here you go! http://www.caperatio.com A few books that just arrived as well below. What are you reading? The Manual of Ideas: The Proven Framework for Finding the Best Value Investments Treasury’s War: The Unleashing of a New Era of Financial Warfare Quantitative Investing: Strategies to exploit stock market anomalies for all investors...