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No Gold Permanent Portfolio
Posted: Fri Jul 02, 2010 3:40 am
by Clive
?
Re: No Gold Permanent Portfolio
Posted: Fri Jul 02, 2010 8:02 am
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?
Re: No Gold Permanent Portfolio
Posted: Fri Jul 02, 2010 12:03 pm
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?
Re: No Gold Permanent Portfolio
Posted: Fri Jul 02, 2010 12:41 pm
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"?
Re: No Gold Permanent Portfolio
Posted: Fri Jul 02, 2010 10:17 pm
by Bonafede
Clive, thanks for the clarification. This is very interesting indeed, and worth some further study. Thanks again!!
Re: No Gold Permanent Portfolio
Posted: Fri Jul 02, 2010 11:16 pm
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?
Re: No Gold Permanent Portfolio
Posted: Tue Jul 27, 2010 3:16 pm
by tcat
re: quantitative model, is there a sight that tracks the 200 m.a. where you just put in the stock/etf symbol?
Re: No Gold Permanent Portfolio
Posted: Tue Jul 27, 2010 4:55 pm
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