Auto Investment Plan with TiPortfolio: The Power of Monthly DCA
Investing $1,000 every month into a simple 3-ETF portfolio — this is the most realistic strategy in the series.
Long Term Investment
Long Term Investment is targeting long term return and ignore the short term market volatility, Warren Buffet’s value investing idea is one of the best implementation of this. This is very different with short term trading / speculation, however, it does not mean Quantitative Analysis does not play a role here, it can be even more important or efficient in long term investment.
Beta-Neutral Portfolio with TiPortfolio: Chasing Zero Market Exposure
Targeting zero market beta sounds like a hedge fund move — in practice, it nearly flatlined the portfolio.
Dollar-Neutral Pair Trading with TiPortfolio: Long TXN, Short KVUE
Testing a classic long/short pair trade — the strategy lost money, but the code structure is the interesting part.
VIX Regime Switching with TiPortfolio: Better Risk Management
Using VIX as a fear gauge to switch between risk-on and risk-off allocations — this one actually works.
Volatility Targeting with TiPortfolio: Does It Actually Help?
Testing inverse-volatility weighting on a QQQ/BIL/GLD portfolio — the idea sounds good, the results are more complicated.
Backtesting a Simple Fixed Ratio Portfolio with TiPortfolio
I built a backtesting library called TiPortfolio — here is how the simplest strategy works.