Search found 265 matches

by raddr
Sat Oct 04, 2003 8:15 am
Forum: FIRE Board
Topic: MSCI Hedge Invest Index launched
Replies: 5
Views: 5641

Re: MSCI Hedge Invest Index launched

peteyperson wrote:

Hedge fund index fund anyone? :lol:

Petey


Methinks this whole indexing fad has gone a bit too far. :roll:
by raddr
Fri Oct 03, 2003 2:33 am
Forum: FIRE Board
Topic: My new website is up...sorta
Replies: 33
Views: 24266

Hi raddr, Would you be willing to describe in more detail how you make your mean-reversion cuts in your simulator? Maybe even post the code for it? I am having some trouble figuring out exactly what you are doing. Cheers, Bpp Hi Bpp, Sure. What do you mean by "cuts"? Are you talking about...
by raddr
Thu Oct 02, 2003 5:43 am
Forum: FIRE Board
Topic: My new website is up...sorta
Replies: 33
Views: 24266

Better be careful raddr. Wasn't it along these lines that Dr. Berstein rose to fame? :shock:Publishing his (extremely astute) noodlings on an independent website? Excellent work!! Hi Ben, LOL :lol:- thanks for the compliment! If I can contribute 1% of what Bernstein has then I'll be happy. :D
by raddr
Wed Oct 01, 2003 2:45 pm
Forum: FIRE Board
Topic: My new website is up...sorta
Replies: 33
Views: 24266

I've added page of analysis of the Gordon equation if anyone is interested: http://raddr.freehostingpro.com/gordon.htm. It goes in to a little more detail than my original NFB post at http://nofeeboards.com/boards/viewtopic.php?t=1128.
by raddr
Wed Oct 01, 2003 9:07 am
Forum: FIRE Board
Topic: Compound interest calculators
Replies: 3
Views: 4784

Petey,

You probably know this but you can calculate the CAGR yourself with this formula:

(final value / original value) ^ (1/years) - 1

For your example it would be:

(1.56 / 1) ^ (1/5) - 1 = 0.0930 or 9.3% per annum. I do this all the time in MS Excel.
by raddr
Tue Sep 30, 2003 1:06 pm
Forum: FIRE Board
Topic: My new website is up...sorta
Replies: 33
Views: 24266

Greetings raddr :) When the site changes over I will of course include an updated link. LOL! :lol:I don't think they'll have any trouble finding it! :wink: <Chuckle> Yeah, assuming the NFB servers don't cough on it and make me post it somewhere else. :lol:
by raddr
Tue Sep 30, 2003 9:21 am
Forum: FIRE Board
Topic: My new website is up...sorta
Replies: 33
Views: 24266

Guys & Gals, Thanks for feedback and the kind words. I'm glad some of you are finding topics of interest on my site. I plan to keep adding topics. A study on the predictive power of the Gordon Equation (expanded from an earlier NFB post) is probably going to be my next project. ES has offered to...
by raddr
Mon Sep 29, 2003 3:55 pm
Forum: FIRE Board
Topic: Is SWR a can of worms?
Replies: 29
Views: 19681

Re: Is SWR a can of worms?

So, again, other than fun with numbers, what's the point? karma Hi Karma, I agree that the SWR question has spawned a number of ridiculous proclamations amongst a number of self-procalimed SWR gurus but the question is important. Not so much as a one-size-fits-all number but as a starting point and...
by raddr
Thu Sep 25, 2003 7:06 am
Forum: FIRE Board
Topic: Gold and Energy
Replies: 20
Views: 17317

Since 1942 the optimal allocation between the S&P500 and gold stocks would've been about 88:12 and would've returned slightly more than a 100% S&P500 allocation with lower volatility, assuming annual rebalancing. Ah, 88:12 is just the kind of quantitative result I was looking for, although ...
by raddr
Thu Sep 25, 2003 6:30 am
Forum: FIRE Board
Topic: My new website is up...sorta
Replies: 33
Views: 24266

ElSupremo wrote: Greetings raddr :)

I'll send you an email and we can discuss the details.


ES,

I just emailed you back. I'd like to discuss this further when I get back from Tucson Monday nite. :D
by raddr
Thu Sep 25, 2003 5:38 am
Forum: FIRE Board
Topic: Gold and Energy
Replies: 20
Views: 17317

Re: Gold and Energy

Other than the last five years, I'm just wondering whether allocating say 2.5% of a portfolio to Gold mutual funds is likely to be of a drag on performance Quite the contrary. Since 1942 the optimal allocation between the S&P500 and gold stocks would've been about 88:12 and would've returned sl...
by raddr
Thu Sep 25, 2003 5:01 am
Forum: FIRE Board
Topic: My new website is up...sorta
Replies: 33
Views: 24266

Greetings raddr :) I'd like to re-extend my offer to host your information here at NFB . You can have your own exclusive section right off of our home page. I hate to see your stuff in it's present form when I know we could do a super job presenting it here. Of course it's up to you. Let me know. H...
by raddr
Thu Sep 25, 2003 3:41 am
Forum: FIRE Board
Topic: My new website is up...sorta
Replies: 33
Views: 24266

I just put up the "Importance of the sequence of returns for calculating SWR" study (http://nofeeboards.com/boards/viewtopic.php?t=391) on the new site if anyone is interested: http://raddr.freehostingpro.com/Sequence.htm.
by raddr
Thu Sep 25, 2003 3:37 am
Forum: FIRE Board
Topic: My new website is up...sorta
Replies: 33
Views: 24266

What is the max amount of microcap that can be justified? Would 41% of equity be considered a large % for microcap? Of course, one of the examples shows 100% of equity being ScV! Hi Oliver, I think every person has a different tolerance for this sort of thing. ScV is my largest asset class holding ...
by raddr
Wed Sep 24, 2003 4:55 pm
Forum: FIRE Board
Topic: My new website is up...sorta
Replies: 33
Views: 24266

My new website is up...sorta

After numerous requests by others and considerable procrastination on my part I have recollected or regenerated most of the graphs that got lost from some of my earlier posts after the MSN site went belly up. I have (temporarily I hope) put some of my studies on a bare bones free web server while I ...
by raddr
Wed Sep 24, 2003 12:50 pm
Forum: FIRE Board
Topic: Gold and Energy
Replies: 20
Views: 17317

Re: Gold and Energy

How could I find out the data going back possibly several decades for the performance of Gold, Gold mutual funds and Energy (Oil & Natural Gas)? So far all I have can find is a decade worth of stats at best which includes the bumped gains with Gold but doesn't show the realistic long term perfo...
by raddr
Wed Sep 24, 2003 2:46 am
Forum: FIRE Board
Topic: Education of a Hocusologist
Replies: 3
Views: 4213

an then someone said this: Only if you ignore the details. Like the dividend yield. FWIW, I think this may be the problem with Q - it looks solely at valuation and not at the income stream. Wanderer, With all due respect to JWR, I wouldn't put too much faith in these switching studies. The results ...
by raddr
Tue Sep 23, 2003 3:04 am
Forum: FIRE Board
Topic: Appeal for calm. Nothing to read here people. Stay calm!
Replies: 25
Views: 19989

You ascribe to me powers that I do not possess. No one can "take over" a thread from others. If others are interested in discussing the international investing question you are interested in, they will do so and there is not a thing in this world that I can do to stop it (nor would I want...
by raddr
Tue Sep 23, 2003 2:49 am
Forum: FIRE Board
Topic: Tossing coins
Replies: 79
Views: 55618

hocus wrote:
The SWR is a data-based construct; that is the biggest source of friction.


The biggest source of friction on this board ain't SWRs, it's you.
by raddr
Mon Sep 22, 2003 2:55 pm
Forum: FIRE Board
Topic: Tossing coins
Replies: 79
Views: 55618

I re-read my post several times and for the life of me I can't figure out how you came up with that idea. :? The rules apply to everyone equally. Raddr and ataloss are friends, and hopefully so are you. But to be honest a few of the statements made about them are way, way off base. All I'm saying i...