Rebalance 02/24/2025 and more...
What will come to this blog?
Most people I talk to have one big constraint: time!
So, my idea is the following: Provide about 10 -15 Strategy Books here and in Portfolio123.com in two Portfolio123.com research groups (one for free strategy books, one for paying subscribers to this blog).
The paying subscribers here will get a link to a nonpublic invite group in P123, I found a possibility to add and delete users from a research group, so I can synchronize the subscribers here with the access to the P123 group.
The only thing that is missing is to be able to add strategy books into groups which will come (sooner or later).
When we got this, you can choose your prebuild strategy book, add it into an “Account in P123” and auto-trade via Interactive Pro or Tradier, which can be done under an hour per week!
Stuff like that will be free (assuming you have a P123 subscription):
And “tier one strategy books” like this will be based on a subscription to this blog (again, with access to the books in P123 so you can connect them to an account in P123 and auto-trade them!).
Why strategy books instead of single strategies?
There are three holy grails of systematic investing:
High Quality and fast point in time data,
Ranking Systems (including AI Factor)
and Strategy Books + an efficient, automated trade execution to save time.
It is really hard to create a superior capital curve in a single strategy, for this we need different “edges” (expressed by single strategies) to be combined in Strategy Books. Not every factor is hot every year and strategy books do a great job diversifying.
Results 02/24/2025
We had a rough week:
Rebalance 2/24/2025
New Portfolio after rebalance:
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