Kevin_in_GA
4,599 posts
msg #109790
- Ignore Kevin_in_GA |
1/2/2013 11:10:13 AM
January TAA selection = EFA.
Just a few updates here. The Sharpe ratio-based approach also has you 100% in EFA for January. I am probably going to drop the Sharpe updates from here since the pure TAA system has been outperforming the Sharpe approach over the last 6 months or so. The goal here was to develop a system that is simple - almost mindless - in execution, yet will beat the market over any reasonable time frame. TAA does this.
I re-analyzed the various time frames for the TAA system over the last 5 years, and the 3 month lookback period is still the most profitable, although a 1 month lookback was almost as good.
Kevin
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jackmack
334 posts
msg #109792
- Ignore jackmack |
1/2/2013 11:25:31 AM
Kevin
Just a heads up but your TAA web site has not updated since September.
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Kevin_in_GA
4,599 posts
msg #109799
- Ignore Kevin_in_GA |
1/2/2013 2:22:52 PM
I know - I am revamping the web site to meet a different objective. I had basically ignored it for the last several months to see if anyone was even tracking it. No one had even noticed the lack of updates until you did today.
I knew that interest had dropped off, so I plan to revise the site to focus on one key "trading" system as well as the TAA system.
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jackmack
334 posts
msg #109801
- Ignore jackmack |
1/2/2013 2:53:43 PM
Shuck's no - I have a pop up scheduled every week day before month's end to review it.
I just run the 3 month look back filter (if you'll note in past end of month threads here I have chimed in
on selections ;-) )
I just didn't want to bother you with it as I thought it would upset you advising you of something you
might already be aware of - I guess I was just not saying anything out of respect since you provide
so much free information - why "bite the hand that feeds you" I guess is the best analogy I can come up
on this one :-)
I very much look forward to the updates/changes to the site.
Thank you again and Happy New Year
Cheers
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Kevin_in_GA
4,599 posts
msg #109802
- Ignore Kevin_in_GA |
1/2/2013 2:58:32 PM
Thanks. Part of the change is to shift from Flash to HTML5, so I work on it when time permits.
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Dylan
43 posts
msg #109819
- Ignore Dylan |
1/2/2013 10:07:18 PM
Kevin_in_GA
2,614 posts
msg #109799
- Ignore Kevin_in_GA 1/2/2013 2:22:52 PM
I know - I am revamping the web site to meet a different objective. I had basically ignored it for the last several months to see if anyone was even tracking it. No one had even noticed the lack of updates until you did today.
I knew that interest had dropped off, so I plan to revise the site to focus on one key "trading" system as well as the TAA system.
+++++++++++++++++++
You should try adding your site to Google Analytics. It's free. This way you can see how many visitors you get. You might be surprised.
-Dyan
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duke56468
683 posts
msg #109825
- Ignore duke56468 |
1/3/2013 10:22:57 AM
Kevin I think many of us didn't want to bother you when you stopped updating the website, but we do appreciate the work.
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radiobb2
10 posts
msg #109835
- Ignore radiobb2 |
1/3/2013 9:45:16 PM
Kevin, could you post your website link? I'd like to take a look at it, but I've been through most of this thread and haven't found it. Thanks.
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Kevin_in_GA
4,599 posts
msg #109843
- Ignore Kevin_in_GA |
1/4/2013 8:00:47 AM
www.statisticalinvesting.com
I'll update the current Flash version for this month since there is still interest. The new version will be a combination of the TAA system (public) and a private LLC section now under construction.
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Radiomuse
288 posts
msg #109856
- Ignore Radiomuse |
1/4/2013 3:45:37 PM
hey Kev - I hardly ever post anymore, but felt compelled to chime in... I've been checking the site at least once a month as well, but like everyone else didn't want to bug you. But definitely think your work is great and look forward to seeing more of it!
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