SPY/TLT And SPXL/TMF Strategies Work Because Of Positive Alpha, Not Negative Correlation
SummaryA series of SA articles by Harry Long and Frank Grossmann discuss strategies that combine 20+ Year Treasury Bond ETFs with the S&P 500.SPY/TLT and SPXL/TMF strategies perform well because TLT and TMF are positive alpha funds, not because they are negatively correlated with the market.Negative correlation in the absence of positive alpha doesn't do you much good in portfolio optimization.The
1
リリース、障害情報などのサービスのお知らせ
最新の人気エントリーの配信
j次のブックマーク
k前のブックマーク
lあとで読む
eコメント一覧を開く
oページを開く
3 Types Of Inflation, And How They Impact Your Portfolio
Q2 2019 Review: Total Return Taxfree Municipal Bond: The Big Squeeze
TIPS Funds: Where Do They Fit In? (NYSEARCA:TIP)
REITs Win With Tax Reform (NYSEARCA:MORL)
Yes, EE Bonds Are A Good Investment, But If You're Interested, Buy Them Before May 1
5 Reasons Why Small-Cap ETFs Are Lagging Large Caps In 2017
Small Cap + Low Volatility = Great Long-Run Returns (NYSEARCA:XSLV)
Investors Should Know: TIPS ETFs And Mutual Funds Are Riskier Than You Think (NYSEARCA:TIP)
ETF Investing Guide: The Seven Advantages of ETFs Over Index Mutual Funds