This post will evaluate signals based on the rank regression hypotheses covered in the last post. The last time around, … Continue reading →

This post will begin to apply a hypothesis-driven development framework (that is, the framework written by Brian Peterson on how … Continue reading →

I’m back. Anyone that wants to know “what happened at Graham”, I felt there was very little scaffolding/on-boarding, and Graham’s … Continue reading →

This post will feature the differences in the implementation of my constrained critical line algorithm with that of Dr. Clarence … Continue reading →

This may be one of the simplest strategies I’ve ever presented on this blog, but nevertheless, it works, for some … Continue reading →

This post will introduce several ETFs from Alpha Architect and Cambria Funds (run by Meb Faber) that I think readers … Continue reading →

This strategy goes over JP Morgan’s SCTO strategy, a basic XL-sector/RWR rotation strategy with the typical associated risks and returns … Continue reading →

This post will display my implementation of the Logical Invest Enhanced Bond Rotation strategy. This is a strategy that indeed … Continue reading →

This post is about my replication attempt of Logical Invest’s “Hell On Fire” strategy — which is its Universal Investment … Continue reading →

Similar to my rolling cumulative returns from last post, in this post, I will present a way to compute and … Continue reading →

This post will introduce my up and coming IKReporting package, and functions that compute and plot rolling returns, which are … Continue reading →

This post will demonstrate a downside to rankings-based strategies, particularly when using data of a questionable quality (which, unless one … Continue reading →

I’m sure we’ve all heard about diversified stock and bond portfolios. In its simplest, most diluted form, it can be … Continue reading →

So thanks to seeing Michael Kapler’s implementation of David Varadi’s percentile channels strategy, I was able to get a better … Continue reading →

This post will detail an attempt at replicating David Varadi’s percentile channels strategy. As I’m only able to obtain data … Continue reading →

This post introduces the Quarterly Tactical Strategy, introduced by Cliff Smith on a Seeking Alpha article. It presents a variation … Continue reading →

This post will demonstrate the PELT algorithm from the changepoint package–a competing algorithm to the twitter package’s breakout detection algorithm. … Continue reading →

So recently, I tried to combine Flexible and Elastic Asset Allocation. The operative word being–tried. Essentially, I saw Flexible Asset … Continue reading →

So, Harry Long came out with a new strategy on SeekingAlpha involving some usual mix of SPXL (3x leveraged SPY), … Continue reading →