Tag Archives: TLT
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.
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
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.
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
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.
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