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Strategies & Market Trends
Portfolio Construction
An SI Board Since December 2005
Posts SubjectMarks Bans
1964 37 0
Emcee:  Paul Chiu Type:  Moderated
Introduction Compact
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139Over the last 5 and 10 years without US, yes. But past performance does not meaPaul Chiu-2/9/2006
138Well, yes, but I need to see time-series data. I think we can do better than 15%Sam Citron-2/9/2006
137The Greeks are dynamic measures. As such, they will revert back to the mean as Paul Chiu-2/9/2006
136Paul, I can understand why you would want to maximize alpha and minimize beta iSam Citron-2/9/2006
135<i>Bloomberg only holds for about a decade worth</i> How difficult Sam Citron-2/6/2006
134You''ll need to calculate them yourself as Bloomberg only holds for abouPaul Chiu-2/6/2006
133Paul, Do you know any source for obtaining timeseries data of alpha and beta? ISam Citron-2/6/2006
132OK Sam, Here is a 7 ETF portfolio for a close friend who is female and in her 4Paul Chiu-2/6/2006
131Paul, Thanks for your work in breaking out these numbers. This is hardly a &quoSam Citron-2/4/2006
130<i> Paul, You refer to your ETF10 as a globally diversified portfolio. I wPaul Chiu-2/4/2006
129<i>Paul, You have IEF at almost 11% of the model portfolio. Since it beganPaul Chiu-2/4/2006
128Paul, You have IEF at almost 11% of the model portfolio. Since it began tradingSam Citron-2/3/2006
127Paul, You refer to your ETF10 as a globally diversified portfolio. I would be iSam Citron-2/3/2006
126The 10 ETF portfolio is actually geared for a more conservative approach, as I aPaul Chiu-2/3/2006
125another site showing BETA: quote.comelectra-2/3/2006
124forever....let's start with 2006...know this may be a unrealistic question, electra-2/3/2006
123<i>Thanks, what % do you think is realistic to try and make of a portfolioPaul Chiu-2/3/2006
122Thanks, what % do you think is realistic to try and make of a portfolio these daelectra-2/3/2006
121The Stock Traders Almanac has such a listing. Get the 2006 edition, it's juPaul Chiu-2/1/2006
120For predictive value, do you have that data for the following 11 months FebruarySr K-2/1/2006
119Looking back at January 2006 ------------------------------------ SPX was up +2Paul Chiu-2/1/2006
118Spitzer has the agenda to become governor of New York next year. He wants to crPaul Chiu-1/31/2006
117Since I have not traded mutual funds in over 15 years, I was not aware of any suSam Citron-1/31/2006
116You can get option value and 5 greeks at cboe.com, look for Trading Tools | OptiSr K-1/31/2006
115Sam, You must have held about the Elliot Spitzer's investigation into illegaPaul Chiu-1/31/2006
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