Portfolio Cafe, ETF & Stock Investment Models http://portfoliocafe.com Model Investing Made Easy Tue, 28 Oct 2014 08:11:47 +0000 en-US hourly 1 http://wordpress.org/?v=4.0 Smart(er) Beta and a New Tactical Index http://portfoliocafe.com/smarter-beta-and-a-new-tactical-index http://portfoliocafe.com/smarter-beta-and-a-new-tactical-index#comments Sat, 26 Jul 2014 15:48:02 +0000 http://www.portfoliocafe.com/?p=8709 bbindexRecently there has been considerable focus on smart beta or fundamental factor weighted indexing.      Smart beta indexes are transparent, rules-based indexes designed to provide focused exposure to specific factors, market segments or investment strategies. Typically not weighted by market capitalization, smart beta indexes provide unique opportunities for investors to increase portfolio diversification, reduce […]]]> http://portfoliocafe.com/smarter-beta-and-a-new-tactical-index/feed 2 Three Investment Lessons from a Baseball Legend http://portfoliocafe.com/three-investment-lessons-from-a-baseball-legend http://portfoliocafe.com/three-investment-lessons-from-a-baseball-legend#respond Tue, 17 Jun 2014 19:55:02 +0000 http://www.portfoliocafe.com/?p=8616 tony gwynnGrowing up I was a baseball fan for as long as I can remember.  The Reds and the Mets were my early favorites but once my parents set down roots in the midwest I became the Cardinals fan I remain today. Despite team favorites, there was one baseball player that all fans liked and his […]]]> http://portfoliocafe.com/three-investment-lessons-from-a-baseball-legend/feed 0 Monthly Asset-Class Scoreboard – Are Stocks Falling From Grace Despite the Record High Stock Market Averages http://portfoliocafe.com/monthly-asset-class-scoreboard-are-stocks-falling-from-grace-despite-the-record-high-stock-market-averages http://portfoliocafe.com/monthly-asset-class-scoreboard-are-stocks-falling-from-grace-despite-the-record-high-stock-market-averages#respond Wed, 04 Jun 2014 15:55:48 +0000 http://www.portfoliocafe.com/?p=8601 asset classesOver the past several months our ETF models have made shifts away from high beta to dividend paying stocks, REITS and bonds.  In fact some models such as Sleep Easy have been holding a bond position for several consecutive months.  To a casual observer this may come as a surprise since what gets reported on […]]]> http://portfoliocafe.com/monthly-asset-class-scoreboard-are-stocks-falling-from-grace-despite-the-record-high-stock-market-averages/feed 0 Not Just Hypothetical…A Look at a Real-Time Fund Trading Systematic Models http://portfoliocafe.com/not-just-hypothetical-a-look-at-a-real-time-fund-trading-systematic-models http://portfoliocafe.com/not-just-hypothetical-a-look-at-a-real-time-fund-trading-systematic-models#comments Wed, 04 Jun 2014 15:12:23 +0000 http://www.portfoliocafe.com/?p=8590 flasksTwo of the common things that I hear when “non-believers” review the performance returns of systematic investment models is “that’s just hypothetical” or “that’s a backtest”.   I get it.  Sometimes the numbers look to good to be true. In a moment, I will share with you the results of a live, real money account, but before […]]]> http://portfoliocafe.com/not-just-hypothetical-a-look-at-a-real-time-fund-trading-systematic-models/feed 1 New Global Tactical Model Series added… http://portfoliocafe.com/new-global-tactical-model-series-added http://portfoliocafe.com/new-global-tactical-model-series-added#respond Sun, 30 Mar 2014 18:31:04 +0000 http://www.portfoliocafe.com/?p=7960 bull bearFor the convenience of those interested in tracking Mebane Faber’s popular Global Tactical Asset-Allocation model that he originally featured in his 2006 paper, I have added that model among our tactical ETF models. As I discussed in a Seeking Alpha article, I have replaced the original 10 period moving average with the 8 period…it just […]]]> http://portfoliocafe.com/new-global-tactical-model-series-added/feed 0