Blog Post on the PP (lots of charts)
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- Ad Orientem
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Blog Post on the PP (lots of charts)
Trumpism is not a philosophy or a movement. It's a cult.
Re: Blog Post on the PP (lots of charts)
Whoa!
I feel like one of those Japanese kids who have seizures from watching the cartoons with the flashing images.
That's a lot of data reflected in some very cool graphics.
I feel like one of those Japanese kids who have seizures from watching the cartoons with the flashing images.
That's a lot of data reflected in some very cool graphics.
Q: “Do you have funny shaped balloons?”
A: “Not unless round is funny.”
A: “Not unless round is funny.”
Re: Blog Post on the PP (lots of charts)
Maybe I am just too nerdy about finance, but I find lots of the PP related graphs to be very beautiful, especially the ones that show all of the asset classes on them interacting with each other. I think that is part of the reason I check on the PP so often because I like seeing the squiggly lines "dancing" with each other...
The other explanation is that I am slightly crazy ;)
EDIT: Here is one of the favorites that I have made (inflation adjusted returns btw)...

The other explanation is that I am slightly crazy ;)
EDIT: Here is one of the favorites that I have made (inflation adjusted returns btw)...

Last edited by melveyr on Fri Nov 02, 2012 2:52 pm, edited 1 time in total.
everything comes from somewhere and everything goes somewhere
Re: Blog Post on the PP (lots of charts)
That is beautiful.melveyr wrote: Maybe I am just too nerdy about finance, but I find lots of the PP related graphs to be very beautiful, especially the ones that show all of the asset classes on them interacting with each other. I think that is part of the reason I check on the PP so often because I like seeing the squiggly lines "dancing" with each other...
The other explanation is that I am slightly crazy ;)
EDIT: Here is one of the favorites that I have made (inflation adjusted returns btw)...
![]()
Not so much because of the greed that we all have for gains, but just the symmetry and order. It's like investment physics.
Q: “Do you have funny shaped balloons?”
A: “Not unless round is funny.”
A: “Not unless round is funny.”
Re: Blog Post on the PP (lots of charts)
Craig really chose a nice name for the forum.MediumTex wrote: Not so much because of the greed that we all have for gains, but just the symmetry and order. It's like investment physics.
everything comes from somewhere and everything goes somewhere
Re: Blog Post on the PP (lots of charts)
A sight for sore eyes. 

I expect to move from 1 star adjunct lecturer to 4 star assistant professor on this forum very soon. Already a 3 star adjunct assistant professor.
Re: Blog Post on the PP (lots of charts)
Makes me want to increase my stock holding, since in theory it should cross that black line in the future.melveyr wrote:
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“Let every man divide his money into three parts, and invest a third in land, a third in business and a third let him keep by him in reserve.� ~Talmud
Re: Blog Post on the PP (lots of charts)
Then, "in theory" you will be market timing and not following the PP passive discipline.
I expect to move from 1 star adjunct lecturer to 4 star assistant professor on this forum very soon. Already a 3 star adjunct assistant professor.
Re: Blog Post on the PP (lots of charts)
That is what the VP is perfectly suited for, my speculation.hpowders wrote: Then, "in theory" you will be market timing and not following the PP passive discipline.
“Let every man divide his money into three parts, and invest a third in land, a third in business and a third let him keep by him in reserve.� ~Talmud
Re: Blog Post on the PP (lots of charts)
Bean, I think the current (i.e., right-most) positions of the component assets relative to the overall PP in that graph depend heavily on the starting date and exactly when the rebalance events occurred.
But you do raise an interesting point. Similar to how some people track the Dow/gold ratio to determine when stocks might be over/under-priced relative to gold, has anyone ever looked at the historical price ratios between the PP's component assets?
Tracking the historical stock/gold ratio, LTT/gold ratio, and stock/LTT ratio and comparing the three of them to each other might provide the basis for some interesting VP strategies. But I'm sure someone else on this forum must have suggested this before.
But you do raise an interesting point. Similar to how some people track the Dow/gold ratio to determine when stocks might be over/under-priced relative to gold, has anyone ever looked at the historical price ratios between the PP's component assets?
Tracking the historical stock/gold ratio, LTT/gold ratio, and stock/LTT ratio and comparing the three of them to each other might provide the basis for some interesting VP strategies. But I'm sure someone else on this forum must have suggested this before.
Re: Blog Post on the PP (lots of charts)
Good luck with it. I was never successful at it.Bean wrote:That is what the VP is perfectly suited for, my speculation.hpowders wrote: Then, "in theory" you will be market timing and not following the PP passive discipline.
I expect to move from 1 star adjunct lecturer to 4 star assistant professor on this forum very soon. Already a 3 star adjunct assistant professor.
- MachineGhost
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Re: Blog Post on the PP (lots of charts)
Nice how he screwd up "Growth Rising + Inflation Rising". Naive investors still belabor under the illusion that gold is useful when inflation is rising.Ad Orientem wrote: http://cssanalytics.wordpress.com/2012/ ... rformance/
As more and more people continue to discover and report on the PP, my anxiety rises proportionally.
I don't agree that the weightings reflect the probability of the regime occuring, but it would be interesting to find out if performance is better when constructed as such.
"All generous minds have a horror of what are commonly called 'Facts'. They are the brute beasts of the intellectual domain." -- Thomas Hobbes
Disclaimer: I am not a broker, dealer, investment advisor, physician, theologian or prophet. I should not be considered as legally permitted to render such advice!
Disclaimer: I am not a broker, dealer, investment advisor, physician, theologian or prophet. I should not be considered as legally permitted to render such advice!