Author: shyam

Asset Allocation

Introduction

How does an equity/bond 2-asset portfolio look like?
Read: Allocating a Two-Asset Portfolio

A three asset portfolio

Indian midcaps + bonds with Nasdaq-100 ETF. Is there a benefit to using portfolio optimization algorithms after taxes and transaction costs are taken into account?
Read: Allocating a Three-Asset Portfolio, Equal Weighted and Allocating a Three-Asset Portfolio, Optimized

Adding gold into the mix

Does gold have a role to play in a systematic, diversified portfolio?
Read: Allocating a Four-Asset Portfolio

Investing in a systematic, diversified portfolio

A ready-to-invest Theme, the EQUAL-III, that takes care of keeping track of everything.
Read: The EQUAL-III Theme

Expected Returns

What are the range of expected SIP returns under prudent asset allocation schemes?
Read: SIP: Expected Returns

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Lumpsum or SIP?

Introduction

What are the return profiles of dollar cost averaging (DCA or SIP) vs. one-time (lumpsum) investing?
Read: Lumpsum vs. Dollar Cost Averaging (SIP)

Thinking in probabilities

If you model the returns, how do returns and losses look across lumpsum and SIP investing?
Read: Lumpsum vs. SIP: Thinking in Probabilities

It all depends on when you start and stop

Shuffling returns to generate alternate universes.
Read: The Path Dependency of SIP Returns

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Buying the Dip

Introduction

We often hear about “buying the dip.” What exactly is a dip? Is buying the dip better than a daily SIP?
Read: introduction

Using drawdowns to time purchases

What happens if you buy an index only when it is trading 10% below its previous 100-day peak?
Read: Systematic Buy-the-Dip

Using SMA crosses to time purchases

When a lower SMA (say, 3-day) crosses an upper SMA (say, 200-day) an uptrend is identified. What if one only buys when such a crossover occurs?
Read: Systematic Buy-the-Dip, SMA crosses

SIP frequency

Which one is better? Daily SIP or monthly SIP?
Read:StockViz: Daily vs. Monthly SIP

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USDINR and Dollar Indices

Introduction

The FRED publishes the following indices along with USDINR (DEXINUS):
DTWEXB: Trade Weighted U.S. Dollar Index: Broad
DTWEXM: Trade Weighted U.S. Dollar Index: Major Currencies
DTWEXO: Trade Weighted U.S. Dollar Index: Other Important Trading Partners

Can the spread between USDINR and these indices be traded?

Introduction: Part I, Part II

Back-test on daily returns

Should you bet on convergence, divergence of momentum?
Read: Part III

Back-test on weekly returns

Does the daily-return series analysis carry through to weekly returns?
Read: Part IV

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