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.
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.