The new hot thing in tax avoidance has a boring old name: insurance dedicated funds. Introduced in the 2000s, IDFs have become so mainstream that banks such as JPMorgan Chase & Co. and Goldman Sachs Group Inc. are offering them. Hedge funds like Paulson & Co. Advertisements
Today we will use an online convex optimization technique to build a very simple algorithm for portfolio allocation. Of course this is just an illustrative post and we are going to make some simplifying assumptions.
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In the exercises below we cover the some useful features of data.table ,data.table is a library in R for fast manipulation of large data frame .Please see the data.table vignette before trying the solution .This first set is intended for the begineers of data.
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Let’s say in the year 2000, you bought $2 worth of stock of every company on the Fortune 500, for a total expenditure of $1,000.
This post will shed light on the values of R^2s behind two rather simplistic strategies — the simple 10 month SMA, and its relative, the 10 month momentum (which is simply a difference of SMAs, as Alpha Architect showed in their book DIY Financial Advisor.
