Discovering what life is about

Investment Strategy - An All Weathers Portfolio

want to create a new fund that will not need individuals to make a choice between secure or risky investment.
This new fund will be build to adress any scenario, either inflation or deflation for example.

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Objectives:
1. Protection - capital preservation
2. Return - capital apreciation

Goals of the fund:
- inflation hedge : Gold, Real Estate, Stocks
- Deflation hedge : Bond, Cash (monétaire)
- use the stock market potential
- No risk part

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3 distincts portfolios :
B&H + asset allocation + rebalancing         = medium risk
TIMING + asset allocation + rebalancing    = low risk
CASH (monétaire                                                 = no risk ( but inflation )

--------------------------------------------

........inflation...................deflation............
------------------------------------------------------
........stocks.....................bonds................
........realestate...............gold...................

Timing Strategy: weinstein
Buy:upward trend + near mm200 (value)
Sell:downward trend + near mm200

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Modern portfolio theory
. market diversification
. asset allocation
. risk management

Roots: 1952 portfolio selection - harry markowitz



medium Risk    : Buy&Hold + AA
low risk    : Timing MM200 + AA
no risk    : Cash + Bond 1-3 + Inflation linked

high risk : trading

 

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CORE1 B&H
Strategy : Diversification,Asset allocation
Entry : Value + Sentiment
Exit : none

CORE2 B&H Timing

Strategy : Diversification,Asset Allocation,Timing,Asset Class Rotation
Entry : Value + Sentiment
Exit : below MM
Ref : Weinstein,Merriman

 

CORE3 CASH
Strategy : ???
Entry : ???
Exit : none

CORE4 ????
Strategy : Value investing
Entry : Value + Sentiment
Exit : high Value,below MM (Low PE,VIX,sentiment contrarian)
Ref : Graham, Buffet, Templeton

http://www.iitm.com/articles/What-is-a-Trading-System.htm

Commodities
bonds, stocks, and houses
cash tangibles like PMs, commodities, and energy

GOALS
short-term: less than one year
medium-term: one through four years - Housing
long-term: five years and beyond - Kids, retirement

LONG TERM STRATEGY
- ASSET ALLOCATION
- BUY&HOLD
- MM200CROSSING

LONGTERM - STAN WEINSTEIN
SHORTTERM - ALEXANDER ELDER

 

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How to create a Balanced & Simple Portfolio With Five ETFs

http://www.mymoneyblog.com/archives/2009/06/create-a-balanced-simple-portfolio-with-five-etfs.html

Investment Strategy An All Weathers Portfolio

 

Sample portfolio allocation
http://www.mymoneyblog.com/archives/2009/04/2009-q1-investment-portfolio-update-april-6th-2009.html

Investment Strategy An All Weathers Portfolio

 

 

 


FUND ADVICE : Very interesting ressources for investing
http://www.fundadvice.com/articles.html
* Retirement
* Buy & Hold
* Market Timing
* Investing Basics
* DFA
* Psychological Hurdles
* Parents

 

Portfolio allocation & Sample lazy portfolio :

doc/20090726150618_portfolio.xls

 

Trading strategy with money management (Alexander Elder) :

doc/20090726150824_Seven_days_in_Dr_A._Elder_s_trading_room.xls

 

Understanding and hedging for deflation :

Ref  : doc/20090726152219_deflation_full.pdf

 

Compare Buy1Hold and Timing : Quantitative Approach to Tactical Asset Allocation :

doc/20090726153211_A_Quantitative_Approach_to_Tactical_Asset_Allocation___SSRN_id962461.pdf

 

 

The Seeking Alpha ETF Investing Guide

http://seekingalpha.com/article/15134-the-seeking-alpha-etf-investing-guide

 


Investor Profiles : Conservative, Defensive, Balanced, Aggressive    

Asset Classes
Some of the more common asset classes that comprise an allocation are:
* Money Market and Short Term Bonds, which comprise cash, checking, savings accounts, term deposits and less than one year investment grade bonds.
* Bonds, which cover investment grade bonds.
* Domestic Equities, which are stocks listed on your local market.
* International Equities covers stocks listed in or related to a foreign country.
* Real Estate / REITs includes your real estate (your main residence excluded) and stocks related to property.

Long term investing keywords : Asset Allocation, Diversification, Rebalancing

A First Look At Asset Allocation
http://www.thedigeratilife.com/blog/index.php/2006/11/21/a-first-look-at-asset-allocation/

Stock Market Diversification Works! The Proof
http://www.thedigeratilife.com/blog/index.php/2008/07/22/stock-market-diversification-works-the-proof/

We’re Rebalancing Our Investment Portfolio: Modifying Our Asset Allocation
http://www.thedigeratilife.com/blog/index.php/2007/06/15/how-were-rebalancing-our-investment-portfolio-modifying-our-asset-allocation/

 

Buy & Hold : Myth or reality

 

http://jmichaeladvisors.com/articles/myth-of-buy-and-hold.htm

 

http://strategicinvestor.blogspot.com/2006/06/investing-myth-buy-and-hold-is-best.html

 

http://www.topgunfp.com/the-myth-of-buy-and-hold/

 

http://www.mymoneyblog.com/archives/2009/06/a-bad-argument-of-why-buy-and-hold-is-bad-advice.html

 


Moving Average: Holy Grail or Fairy Tale

http://www.advisorperspectives.com/newsletters09/Moving_Average-Holy_Grail_or_Fairy_Tale-Part_1.php

http://www.advisorperspectives.com/newsletters09/Moving_Average-Holy_Grail_or_Fairy_Tale-Part_2.php


doc/20090727093845_Moving_Average_Holy_Grail_or_Fairy_Tale_Part_1.pdf

doc/20090727093853_Moving_Average_Holy_Grail_or_Fairy_Tale_Part_2.pdf

doc/20090727093901_Letters_to_the_Editor_Moving_Average.pdf

doc/20090727093913_LTE_Moving_Average_or_Fairy_Tale.pdf

 

 

 


 

 


 

 

 

 


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