No Gold Permanent Portfolio

General Discussion on the Permanent Portfolio Strategy

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Clive

No Gold Permanent Portfolio

Post by Clive »

?
Last edited by Clive on Mon Jul 04, 2011 3:20 pm, edited 1 time in total.
Bonafede

Re: No Gold Permanent Portfolio

Post by Bonafede »

This is a silly question, but I'm a US PP'er, but I'm struggling to find / locate what Quant or 'Q' is. Can someone fill me in on this?
Indices
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Re: No Gold Permanent Portfolio

Post by Indices »

Clive if, as you say, you get similar risk/reward results from using this "quant" system, why not just use the simpler permanent portfolio?
jhigh

Re: No Gold Permanent Portfolio

Post by jhigh »

Clive wrote: In essence track a diverse range such as domestic stocks, foreign stocks, commodities, REIT and bonds, reviewing each once per monthly only and in each case if the price is above the 10 month moving average at the review date then you're IN for the month otherwise OUT for the month.  Any price action between the monthly reviews is ignored.
Very interesting!  Are there any concrete examples of assets that make up the "diverse range"?
Bonafede

Re: No Gold Permanent Portfolio

Post by Bonafede »

Clive, thanks for the clarification. This is very interesting indeed, and worth some further study. Thanks again!!
SmallPotatoes
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Re: No Gold Permanent Portfolio

Post by SmallPotatoes »

So, could one do a 4x25 PP Harry Browne style and just apply the 10 month MA to each slice once a month?
tcat

Re: No Gold Permanent Portfolio

Post by tcat »

re: quantitative model, is there a sight that tracks the 200 m.a. where you just put in the stock/etf symbol?
kka
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Re: No Gold Permanent Portfolio

Post by kka »

tcat wrote: re: quantitative model, is there a sight that tracks the 200 m.a. where you just put in the stock/etf symbol?
http://finance.yahoo.com/q/ta?s=vti&t=5 ... p=m200,m50
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