- Price Action Lab Blog Strategies Performance in 2016
- Machine Learning With DLPAL PRO: Part Three
- Announcing The Release of DLPAL v1.0
- Announcing The Release of DLPAL PRO
- Machine Learning With DLPAL PRO: Part One
- Automatic Code Generation For Quantopian Platform
- Data-mining And Validating Thousands Of Potential Price…
- Deterministic Machine Design of Trading Systems With Strict…
- Asset Allocation (31)
- Economic Analysis (84)
- Forex trading (8)
- Machine learning (9)
- Market Statistics (365)
- Premium Content (244)
- Premium Signals (17)
- Price Action Lab Alerts (134)
- Price Action Strategies (161)
- Quantitative trading (162)
- Risk Management (58)
- Strategy Synthesis (93)
- Technical Analysis (841)
- Trading Strategies (166)
- Trend following (64)
- Uncategorized (44)
Tag Archives: portfolio diversification
The holiday-shortened week marked a significant change in asset performance with gold outperforming technology on a year-to-date basis. This impacts diversified portfolios.
The anti-correlation between SPY and TLT persists while the correlation between SPY and UUP is now neutral.
Stock indexes are flat this year so far but biotech, gold, real estate and bonds are already generating high returns. Investors are diversifying but risks are increasing.
Distances from the 200-day moving average and from a 250-day high of major stock indexes. RSI(14) and YTD return of key proxy ETFs.
The low correlations between stocks and bonds, currencies, precious metals and commodities offer opportunities for diversification in 2014 but high risks lurk in case these markets couple again.