Portfolio Strategies Refinement

It’s been officially two years since I’ve started my algorithmic investing/trading journey approach and I’ve definitely learned a lot so far. After running another portfolio review, I’m simplifying things again into things that work and things that didn’t work for me. I’ve dabbled in holding dividend aristocrat names, however, the idiosyncratic risk is just too…

Details

Macro Economic Indicators

After watching this video from Ray Dalio on the economy, I wanted to investigate further into a few major indicators for how the economy is doing so that I can get a better sense of when to reduce my risk exposure within my portfolios. From this¬†blog post, I’ve pulled and plotted (after scaling all the…

Details

Crypto Moving Average Backtesting

Lately, I’ve been getting involved in the cryptocurrency frenzy. However, I do sincerely believe that the intrinsic value of these currencies are nowhere near their current dollar values; personally, it feels like another “tulip mania”. That aside, there’s still an opportunity to make some profits with these currencies by trading them and so far, it…

Details

SPX Options Testing

It’s been a while since my last post; I’ve just gotten super busy with my move from Toronto to Los Angeles and basically uprooting my life. However, I’ve managed to keep monitoring and researching my portfolio throughout my relocation and after doing some review, one of my biggest earners is short SPX puts. With this…

Details

Automated Full Portfolio Back-Test V3

This is the third iteration of my fully automated total portfolio strategy, which I’ve actually deployed and has been performing quite well since launch. It’s very similar to my old strategy, however, this iteration has been geared toward reducing drawdown even further. Specifically, I’ve incorporated the 2% stop-loss for my short volatility positions and then…

Details

Bear Market Strategy Ideas

Now that I’ve refined my bull and sideways market strategies quite a bit, I need to start really thinking about what I need to do during bear markets or corrections. I’m going to consider bear market strategies on specifically equities and volatility. The nuances with a bear market are quite different compared to a bull…

Details