Monthly Archives: January 2008

Jan 2008 Returns

January 31, 2008 – 6:15 pm

These are my returns for January 2008.
January Return: -3.7%
3 month Return: -11.0%
6 month Return: 6.2%
12 month Return: 1.8%
Year To Date Return: -3.7%
Inception Return: 46.7%
Annualized Return Since Inception: 14.5%
These are my current personal positions, along with portfolio weight, as of Thursday, January 31, 2008.
Agriculturals (DBA) - 10.5%
Brazil (EWZ) - […]

By Bill | Posted in Returns On Trading | Comments (11)

TRPITS, Part IV

January 30, 2008 – 7:52 pm

TRPITS stands for “Turning a Research Paper Into a Trading System.” I apologize in advance for the length of this post.
Previous Installments
TRPITS, Part I
TRPITS, Part II
TRPITS, Part III
Testing The Retail System
The system screens for applicable stocks once every four weeks, making transactions the following day. Test results assume no dividend payments, no slippage, […]

By Bill | Posted in Specific Discussion of Trading Systems | Comments (12)

The Cover Indicator

January 29, 2008 – 6:25 pm

Well, it’s not quite the cover of the Rolling Stone. It’s this week’s cover of The Economist.
The vaunted editorial staff of The Economist (pictured) have decided on the cover photo for the latest edition. As you may or may not know, the “newspaper” is written anonymously, supposedly because anonymity “gives to the paper […]

By Bill | Posted in General Market Commentary | Comments (3)

Pot, Meet Kettle

January 29, 2008 – 6:07 pm

Barry apparently wants everybody to stop wasting time reading (and commenting on) Ben Stein. Hat tip to Abnormal Returns.

By Bill | Posted in Other - Uncategorized | Comments (0)

Great Lines from the “Great Economic Myths” Seminar

January 27, 2008 – 7:44 pm

From the Great Economic Myths Mises Circle event in Houston, TX. From my notes, so the quotes may be slightly off.
Walter Block …
On the nature of free capitalist exchange:
We exploit each other – in Leftist terms.
On FEMA’s response after Katrina:
My problem was not so much that they screwed up royally, it was […]

By Bill | Posted in Economics, Politics From the Anarchist P.O.V. | Comments (4)