Tuesday, January 26, 2010

Portfolio Performance for December 2009

I've missed a few months of posting performance numbers. This post should catch us all up.

Portfolio is still lagging the market. Not by much. I have made a few changes to the portfolio's allocations in late December. Nothing drastic, just pulled a few weeds in the portfolio for tax loss selling.

I have one final module left in the simulation engine to unit test and then I should be free to add the code to report portfolio stats. One goal for 2010 is to post portfolio stats daily like I do the Russell 3000 stats. My other goal for 2010 is to verify a couple of system ideas I've tested recently. If successful, could add coverage to the market I've never had before.

One idea is based off some of the game theory I learned while playing Xbox Live's Modern Warfare 2. In many ways, how you score points in the game is how you make money in the market.

The other idea is one I've been toying with for a few years. How to capture the volatility in the portfolio...or better yet...how to remove it. There are some holes in this idea...so I probably still have a few years to go. Ha.

Later Trades,


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