Disqus - Latest Comments for hswalj

Re: Two

hswalj — Fri, 12 Mar 2010 17:09:18 -0000

Thanks for the suggestions. My desire to short is largely as a result of all the back-testing I have done with clones I have created with alpha clone. Simply hedging (non-401K) a cloned stock portfolio produces much much less draw-down and volatility. Several options I have considered include 50% clone and 50% Ivy Portfolio using 10mma; 50% clone 50% bonds; 100% clone and time with 12 mma.

Thanks again for suggestions.

Re: Two

hswalj — Fri, 12 Mar 2010 17:08:47 -0000

Thanks again for suggestions.

Re: Two

hswalj — Thu, 11 Mar 2010 15:57:44 -0000

Perhaps this is too mundane for a paper, but as an alphaclone subscriber, I am stumped as to how to hedge inside a 401k. Could use SH etf but that would consumes 1/2 assets if 100% hedged. Of course can't short inside 401k. Could use puts but not sure what proportion and in/out money issue. Plan is to use alphaclone to establish positions and hedge 50% using 6 mma and 100% with 12 mma; or maybe 5mma and 10mma.

Re: Quant Approach to TAA updated for 2009

hswalj — Mon, 08 Feb 2010 20:09:04 -0000

does anyone know what assumed interest rate is for the published results for leveraged timing?

Re: Mailbag

hswalj — Tue, 22 Dec 2009 22:29:36 -0000

Your credibility is well established. I have read your book and am an alphaclone subscriber. There is no need to respond to such a superficial post.

Re: Who Owns the Stock Up $30 Today?

hswalj — Wed, 11 Nov 2009 19:22:17 -0000

do current subscribers of the premium service keep the current price next year, i. e. sort of a charter subscriber price??

Re: Has The Merrill REIT Equity Offering Well Run Dry?

hswalj — Mon, 15 Jun 2009 20:36:19 -0000

Extraordinarily incisive. Hats off to you.

Re: Timing Updates

hswalj — Thu, 04 Jun 2009 13:13:11 -0000

Meb,

check out freestockreports.com

Also: how does one hedge inside a 401k? Puts I suppose, and short etfs but both have big drawbacks.

I bought your book and also subscribe to alphaclone.

Do you recommend sticking with just 5 funds when using the taa or is 10 or 20 too much to work with?

Re: Wanda Sykes Shines Some Light

hswalj — Sun, 10 May 2009 22:48:35 -0000

You look very foolish making a remark about an accomplished woman governor of Alaska. Tell us your resume. Stupid? Really?

Re: Of Fingers And Dikes

hswalj — Tue, 05 May 2009 17:08:20 -0000

TD:

Would you consider commenting on this from Schwab?

http://www.schwab.com/publi...

Re: Equity Market Recap

hswalj — Thu, 23 Apr 2009 21:56:42 -0000

Appreciate your plain English explanation.

Re: Equity Market Recap

hswalj — Thu, 23 Apr 2009 21:44:10 -0000

I'm not stupid, but possibly ignorant.

Is the upshot of all this that our dictator Treasury secy is manipulating the market through Goldman, et al?

Re: Intro to Investing Book

hswalj — Wed, 22 Apr 2009 11:06:53 -0000

Live it up without outliving your money by Paul Merriman.

Excellent research re AA and great graphs; logical presentation. Perfect jump off for your book using MA.

Re: The Evaporating Collateral Of The United States

hswalj — Sun, 19 Apr 2009 12:54:28 -0000

ZH,

I would like thank you for your website. While I have a 38-year old degree in economics and law degree as well, there is quite a bit I don't understand but, also quite a bit I that I do.

I especially want to commend the quality of your writing. Of note to me is that your views are kept on an intellectual plane and comments about individuals are confined to their actions or policies without wholesale condemnation of the people whose actions you write about.

Re: Finding the Best Ideas in a Portfolio

hswalj — Sat, 18 Apr 2009 00:14:56 -0000

Idea:

Buy the Tiger when spy trades above 10 mo. MA; when below, keep portfolio, but hedge 100% by shorting spy.

Should I quit my day job or what?

Re: More Research

hswalj — Tue, 07 Apr 2009 22:19:05 -0000

Another idea if not too late. Using the cross momentum strategy for single country funds except only buy if trading above 200 day MA

Re: More Research

hswalj — Thu, 26 Mar 2009 12:25:24 -0000

One more idea. You could put together a backpack, horseback, etc exploration for all interested to search for the elusive crystal ball. Would save us a lot of time and make a bunch of money. :)

Re: More Research

hswalj — Fri, 20 Mar 2009 18:22:26 -0000

ah! one more thing, instead of the usual asset classes, what about classes that over long run outperform. such as using small value instead of sp500, and small emerging over foreign large stocks.

Re: More Research

hswalj — Fri, 20 Mar 2009 11:01:20 -0000

Strategy of a 90% or so bond/cd portfolio and using 10% in calls or puts based on over/under moving average. Calls/puts at the money or way out of the money? This uses your moving average but limits exposure further by using calls/puts.

Also using the moving average system with single country funds.

Re: First Copy of the Book Arrived

hswalj — Tue, 17 Mar 2009 11:22:12 -0000

got email from amazon telling me of delay.

Scott

Re: Quant TAA Paper Updated

hswalj — Sat, 21 Feb 2009 10:15:30 -0000

Would love to see graphs depicting comparison BH to timing for the decade of the 30s and 40s.

Thanks.