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7 comments:
OT: Looking for a single source of etf LISTED data that includes: Inception dates and average daily volume. Is there a website that keeps a list of this information alongside etfs? Currently, I need to go to morning star and look at each etf one at a time. I'm putting together a data source for ranking where I need to have minimum criteria, particularly for inception date.
Good commentary on rebalancing. Why some choose to rebalance at 3:29 p.m. every four months, except on Friday or during a full moon, into some arbitrary portfolio percentage standard baffles me. Seasoned investors remember Fibonacci Numbers,the Elliot Wave Theory(anyone still like this one?),the Kondratieff Wave Theory, even the occult as can't miss portfolio adjustors of the past.
I am looking forward to Sunday's Super Bowl. The winner will dictate to me whether to go long or short on Monday.
9:03, i'm sorry I don;t know of one site but don't you only need the inception date once and could a list on Yahoo finance or somewhere else have avg volume? I don;t really know as I have mot sutdied them in this manner.
T, I had not thought of lunar cycles, i like it!
The only seasonal re-balancing that I do to my portfolio is in the area of energy plays do to the changing demands for natural gas and oil.
http://www.marketwatch.com/tools/etfs/html-adv-screener.asp
matt hougan clued me on this one, a rare cite that includdes both volume and inception date in list format
Roger, nice commentary. I especially liked your not "looking in the rear view mirror" comment and that we should always "make changes based on where we are right now."
T, love the humor!
Roger, thanks for mentioning my email on seasonal rebalancing. For the record, I do not practice that type of rebalancing. I backtested several seasonal rebalancing strategies to determine if there was a benefit. The results of my testing indicated no benefit to performance, and I am glad to hear you agree with those findings.
You suggest some sort of selling/rebalancing should take place when a position gets too large or expectations for future performance change. In an earlier blog, you mentioned selling 50% of your position in VTOPF when it reached an 80% gain. Is there a certain percent gain that triggers your decision to sell/rebalance?
Greg
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