Search found 265 matches

by raddr
Tue Apr 20, 2004 1:11 pm
Forum: FIRE Board
Topic: Worth a look on the SWR board
Replies: 15
Views: 20741

Hi Ben, Thank you for looking at this stuff. I'm swimming over my head when it comes to this statistical analysis business. Did you see this post John put up in that thread where he seemed to address similar issues? The total number of degrees of freedom equals 8 (essentially) independent Historical...
by raddr
Tue Apr 20, 2004 10:43 am
Forum: FIRE Board
Topic: Worth a look on the SWR board
Replies: 15
Views: 20741

The data overlap I've alluded to above invalidates the regressions performed on the other board and linked to by Ben in the first post. From the link I provided in the thread it appears that by year 10 most of the autocorrelation has resolved between consecutive SWR data points. With this in mind it...
by raddr
Sun Apr 18, 2004 3:46 am
Forum: FIRE Board
Topic: The post jwr1945 doesn't want you to see
Replies: 6
Views: 11835

Re: The post jwr1945 doesn't want you to see

clearly hocus/rob bennett isn't dumb. why he derives enjoyment from being a troll and trying to get people to acknowledge his "insights" is a mystery to me. Hocus' behavior is not aimed at honestly debating the issues at hand. It is all about being the center of attention. This is classic...
by raddr
Sun Apr 18, 2004 3:42 am
Forum: FIRE Board
Topic: Worth a look on the SWR board
Replies: 15
Views: 20741

Agreed. What's worse, however, is claiming to have 60 independent data points where there's really only 2 or 3. You can't get valid statistics from severely overlapped data. I guess we have differing outlooks on which aspect is most egregious. The overall goal seems to be to generate some data to p...
by raddr
Sat Apr 17, 2004 12:59 pm
Forum: FIRE Board
Topic: Worth a look on the SWR board
Replies: 15
Views: 20741

I read the response to the response. I am still not sure what to make of throwing out data and then announcing that what is left fits great. Agreed. What's worse, however, is claiming to have 60 independent data points where there's really only 2 or 3. You can't get valid statistics from severely o...
by raddr
Sat Apr 17, 2004 3:40 am
Forum: FIRE Board
Topic: Worth a look on the SWR board
Replies: 15
Views: 20741

Re: Worth a look on the SWR board

John has put up a very interesting post on the SWR Research board. I'd be interesting in hearing comments from those who don't post there, especially raddr. :) Hi Ben, I looked at it and I have some problems with it. First of all, statements such as this make me very nervous when statistics are bei...
by raddr
Mon Apr 12, 2004 3:00 pm
Forum: Town Center
Topic: Is it time to get rid of the swr research board?
Replies: 4
Views: 9737

Re: Is it time to get rid of the swr research board?

hocus/rob bennett is linking to jwr1945 posts on the "research" board at tmf to carry on the hocus anti intercst jihad. NFB is sort of an unwitting participant in more of the nonsensical tmf conflict that hocus enjoys promoting so much. Ataloss, The board seems to have appeal to only a ha...
by raddr
Mon Apr 12, 2004 11:36 am
Forum: Town Center
Topic: hocus back at TMF - LOL!
Replies: 8
Views: 14513

Re: hocus back at TMF - LOL!

BTW, you should be flattered, raddr: you are one of his favorite fools. :D I always get a kick out of seeing 'TheFoolSuxx' on my list. :lol: Hi Ben, Ha! I missed that. However intercst is also on his favorites list so I guess maybe it's not something to be too proud of. :oops:
by raddr
Mon Apr 12, 2004 8:08 am
Forum: Town Center
Topic: hocus back at TMF - LOL!
Replies: 8
Views: 14513

hocus back at TMF - LOL!

For those with access:

http://boards.fool.com/Message.asp?mid= ... sort=whole

He's posting under his real name even though he was banned a few months ago! Notice the length of the post. :lol:
by raddr
Thu Apr 08, 2004 5:18 am
Forum: FIRE Board
Topic: Portfolio advice sought
Replies: 13
Views: 19598

Wanderer, Looks pretty good to me. Looks like you're getting close to that 0% allocation I recommend for domestic large cap. ;) I like BGEIX better than VGPMX for a pure gold play. It has a low expense ratio. For commodities I really like PCRDX (or PCRIX if you can get it), especially because it is ...
by raddr
Thu Apr 08, 2004 5:08 am
Forum: FIRE Board
Topic: Portfolio advice sought
Replies: 13
Views: 19598

In my Ameritrade account it let me buy the PCRIX despite being an institutional fund demanding a mill or so in minimum normally. Hi Ben, Did you have any trouble getting Ameritrade to let you buy PCRIX? I can't get Schwab to let me in to that share class so I'm stuck with PCRDX. I'll tell them that...
by raddr
Mon Feb 23, 2004 3:56 am
Forum: FIRE Board
Topic: raddr- what ever happend to our unlucky y2k retiree?
Replies: 7
Views: 12792

I.e. just changing the SP500 for the total market fund would mean an annualized return difference of a couple of % for last 5 years: http://www.dallasnews.com/sharedcontent/dws/bus/scottburns/columns/2004/stories/012004dnbusburns.cadd0.html I guess my point is that also Intercst and others (Bogle) ...
by raddr
Sun Feb 22, 2004 7:07 am
Forum: FIRE Board
Topic: raddr- what ever happend to our unlucky y2k retiree?
Replies: 7
Views: 12792

So in conclusion; I am not wrong to say that had the sad retiree just used the Vanguard funds in the 75/25% format and not adjusted for inflation (as he saw the nest egg drop, and as inflation low) he would sit on $768K in Dec 2003 USD. - Sad - but not as sad as 637K..... That sounds about right to...
by raddr
Sat Feb 21, 2004 4:30 am
Forum: FIRE Board
Topic: raddr- what ever happend to our unlucky y2k retiree?
Replies: 7
Views: 12792

Hi Ben, It looks to me like the Burns' numbers do not include inflation and maybe not expense ratios. I'm also using commercial paper as the fixed income component which alters the FI return a bit. My numbers are stated in real terms (inflation-adjusted). This alone would account for about a 9.5% di...
by raddr
Wed Feb 18, 2004 7:03 am
Forum: FIRE Board
Topic: raddr- what ever happend to our unlucky y2k retiree?
Replies: 7
Views: 12792

Here ya go: Year   Return(%)   CPI(%)   Withdrawal   Balance 2000    -9.0        3.4        40        870 2001    -9.9        1.6        40        744 2002   -18.7        2.4        40        565 2003    19.8        1.8        40...
by raddr
Thu Feb 05, 2004 3:46 am
Forum: FIRE Board
Topic: Vanguard VIPER ETF launch
Replies: 10
Views: 22956

I am pretty sure that the MSCI value small cap index includes REITs, the S&P 600 value does not. This accounts for the huge dividend yield difference. Because of the REITs, the MSCI is not really appropriate for a taxable account unless you are in the 15% bracket Hi Kramer, What is the yield di...
by raddr
Thu Feb 05, 2004 3:41 am
Forum: FIRE Board
Topic: Vanguard VIPER ETF launch
Replies: 10
Views: 22956

peteyperson wrote: ]I think I would also be concerned whether the index can be timed on the inclusions and exclusions a la Russell.

Petey

Supposedly the MSCI and S&P indexes are harder to time than the Russell but I haven't really looked into it.
by raddr
Wed Feb 04, 2004 7:56 am
Forum: FIRE Board
Topic: Vanguard VIPER ETF launch
Replies: 10
Views: 22956

Interestingly, they are using the MSCI® US Small Cap Value Index instead of Russell or S&P for small cap. I wonder how that will play out and how the selection process compares to the Russell or S&P. This table is hard to read but I did a Fama/French 3 factor analysis on the MSCI and S&...
by raddr
Mon Dec 15, 2003 5:13 pm
Forum: Town Center
Topic: LOL - the delusional rant continues!
Replies: 11
Views: 16906

Oh my God. :shock: What little doubt I had about the guy being mentally ill just evaporated completely. Unbelievable. :lol:
by raddr
Sun Nov 30, 2003 5:02 am
Forum: FIRE Board
Topic: FI or RE
Replies: 12
Views: 18516

Re: FI or RE

My own thinking on this is that life enjoyment, mobility and health tend to go down dramatically the nearer you get to age 70. Retiring at 65 is therefore a bit of a lottery. You have to plan to need cash for many years but the odds of living to enjoy it ain't too great. On the other hand, being ab...