Tag Archives: TLT

DLPAL Strategy For GLD With Validation in TLT and SPY

This is an example of a strategy for trading GLD in the daily timeframe developed by DLPAL S. The results are validated in TLT and SPY.

Posted in Strategy Synthesis | Tagged , , , , , | Leave a comment

Claims Of Concerted Bond-Dollar Decline Are Unfounded

Many articles in last few days attempt to link a decline in US Dollar to a correction in bonds. Technical analysis is used to justify bias. These markets are known for often violating technical analysis since their direction depends on political … Continue reading

Posted in Technical Analysis | Tagged , , , , | Leave a comment

Trading Strategy Development With DLPAL: Part Five

In this article we outline the steps for developing a trading strategy for TLT ETF using the delay trade input option. Out-of-sample performance is analyzed in Amibroker and Quantopian platform.

Posted in Trading Strategies | Tagged , , , | Leave a comment

End Of Discretionary Trading Era

As far as I am concerned, this year marks the end of discretionary trading. Although this is done on a positive note for this blog, it is clear that discretionary trading, especially the type that is based on classical technical … Continue reading

Posted in Trading Strategies | Tagged , , , , | Leave a comment

TLT Total Recall

After reaching a high of 20.5% last July, the TLT ETF year-to-date return just turned negative yesterday. Investors in passive stock-bond portfolios have watched part of gains evaporating after July due to the rally in bond yields.

Posted in Asset Allocation | Tagged , , , , , | Leave a comment

The 60/40 Passive Allocation is Holding Strong In A Rough Market

Despite calls for its death in mainstream financial media earlier this year, the 60/40 portfolio in stocks and bonds is holding strong. A decrease by about 350 basis points from peak year-to-date return is due to the rise in correlation … Continue reading

Posted in Asset Allocation | Tagged , , , | Leave a comment