Trailbrake Member Posts: 11 Joined: 2/5/2004  User Profile | Hey Tom, Thank you for the detailed response. Perhaps, Nirvana will help us out with the equity balancing features to support Omnifund emulation and Omnifund portfolio development in Omnitrader. Yes, I've been studying/playing with Antonacci's Dual Momentum outside of OT but, I recently started trying to build with Tactical Asset Allocation as espoused by Meb Faber, Adam Butler et al. I have some work to do but, perhaps I can post an example in the next few days. I have the same issues trying to replicate a balancing algorithm in a signal driven tool. Resilient looks a lot like TAA except DOG seems a better hedge than TLT which is typically the TAA bear hedge, if you get the market state and allocation right. Trying to duplicate, modify and improve them, if possible, with the desired outcome of have a portfolio of strategies that, in aggregate, push returns up and volatility down . Kinda like Omnivest would if it had Omnifunds equity balancing features. But, even if I can come close on several of these and perhaps export to Omnivest, I think it could be quite a powerful ensemble strategy. Just looking for a bunch of grails, none of them particularly holy. Thanks, Tim | |
