“Using quantitative research to [get] beat [by] the market”
just a suggestion.
hi bob,thanks for your insightful suggestion.
I’m building portfolio positions and I am adjusting the percentage of “short hedge” by using my Long Term index model which presently stands at 33% invested ( + – 66% short applied to this portfolio ). I think the model should add some performance to the overall ( albeit without seeing the historical porfolio data ).. Thanks
David – if I understand correctly, the hedged Livermore index historical results back to 1999, include an equal weighting in an inverse QQQ, no splippage, commissions or margin interest assumptions. I will be executing the strategy in a tax sheltered account w/o the option of margin. With a 50-50 allocation between Livermore and an inverse etf, would I simply divide your posted returns by two? Thanks, Kevin
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