I started this blog last year around this time. I'd celebrate on the exact anniversary of the first post but I actually started earlier on LinkedIn. So here's to "about a year." I now have three subscribers and one active reader/interlocutor. I have no advertising which is probably a good thing right now. All of this is clearly not much to crow about but my goal was never subscribers it was to force myself to learn new things by writing them down and thereby hoping to help at least one of the seven billion other people on earth if they had something similar going on. Cheers.
This is my own content after subtracting all the "links" posts. I have, in fact, learned much:
- Some Thoughts On the Trade-offs Of Strategy Switching or Aggressive Tactical Allocation and the Virtues of Sometimes Taking a Tax Hit 4/7/2017
- Exploring some ideas on the interaction between low vol portfolios, leverage, spending, and fail rates 4/6/2017
- Revisiting the Geometric Mean Frontier 4/3/2017
- At Play in the Fields of the Sim 4/3/2017
- Some Things I've Learned Recently about the Standard Deviation of Returns 3/31/2017
- Relative Risk re Terminal Wealth and Asset Allocation One Last Time... 3/26/2017
- Playing the Geometric Return "Game" with Some Real Data and My Systematic Alt-risk Strategy 3/26/2017
- Another Lesson in Geometric Returns Over Multiple Periods 3/24/2017
- Adding a Third Asset Class (Systematic Alt Risk) to the Utility of Simulated Terminal Wealth 3/23/2017
- Option Skew: Tail risk indicator or Income Opportunity? 3/22/17
- Utility of Terminal Sim Wealth, Now With Risk Aversion 3/21/17
- Utility of Sim Wealth in an Amateur Experiment 3/20/17
- What About a "Retirement Omega[ratio]?" 3/20/17
- A "Bench Strategy" by the Numbers 3/17/17
- Some Thoughts on a Geometric Mean Frontier 3/15/17
- Asset Allocation, Ruin and Geometric Return 3/14/17
- What I "Think" I've Learned about the Mean in Mean-Variance 3/8/17
- The Role That "Return Threshold Asymmetries" Might Play In Retirement Success, 3/7/17
- Impact on Fail Rates of Volatility Reduction Strategies, 3/5/17
- Collected Formulas Feb 25 2017
- My First Whack At Simulating A Floor-and-Upside Feb 24 2017
- Minimum and Maximum Retirement Spending Boundaries? Feb 23 2017
- A checkpoint on my current "geo-location" in retirement finance Feb 20 2017
- One more extension to my asset allocation optimization journey
- How hard can a Sharpe Ratio be? Feb 13 2017
- Three responses to my money machine question Feb 12 2017
- My money machine problem Feb 10 2017
- An extension to my asset allocation optimization journey Feb 8 2017
- An optimal asset allocation journey for me Feb 7 2017
- Ben Carlson on How the Bogle Model Beat the Yale Model Feb 6 2017
- A Reasonableness Check on My Backward Induction Optimization Feb 3
- So Long Longevity Randomizer, Nice Working With Ya... Feb 1 2017
- Why retirement/decumulation portfolios are different than accumulation Feb 1 2017
- Book mention: Retirement Income Redesigned: Master Plans for Distribution -- An Adviser's Guide Jan 31 2017
- Another Simple Formula for Spending or Ruin Risk Estimation, Jan 31 2017
- Putting Optimized Dynamic Allocations Back Into a Simulator, Jan 30 2017
- On Hacking Out a (Really) Rough Asset Allocation Optimizer by Using Backward Induction and Dynamic Stochastic Programming. Jan 26 2017
- Looking at 8 Retirement "Rules of Thumb" in Action Jan 20 2017
- Modern longevity shifts vs simulated fail rate estimates, Jan 17 2017
- 5 simple formulas for retirement are now 8 Jan 15 2017
- Postscript on my spending variance post... Jan 15 2017
- Systematic Alt-Risk Performance in Review: 2014-2016 Jan 14 2017
- Five games one can play with a longevity-varying simulator Jan 12 2017
- Here is an empirical window into the real "4% rule" Jan 11 2017
- Constant Relative Risk Aversion Utility and Retirement Investing/Consumption Jan 8 2017
- Another R project, This Time for Futures Options Jan 6 2017
- Optical Connections to Light Jan 2 2017
- A Preliminary Look at Optimizing Equity Allocations for Spending Shocks Jan 01 2017
- More Than I (Or You) Ever Wanted To Know About Spending Variance Vs. Fail Rates. Dec 30 2016
- Effect on Cumulative Fail Rates by Hedging Longevity Risk With a Deferred Annuity, Dec 18 2016
- Another Stab at a Longevity Hedge Analysis Using Simple DIAs, Dec 18 2016
- Sheer Proximity or The Purpose Of An Early Retirement, Dec 18 2016
- MC sim V2.201 complete and I'm done messing around with it, Dec 17 2016
- Here is Another Way to Look at Fail Rates Dec 17 2016
- Contemplating a Terminal-Age-Weighted Retirement Sim Dec 16 2016
- What Would a Pessimistic View of Next-10-Year Returns do to Simulated Fail Rates? Dec 14 2016
- Longevity Uncertainty 3, Dec 13 2016
- Cage Match: PMT function, RMD formula, and Divide-by-10 Rule, Dec 8 2016
- Crude Futures Options Volatility Surface, Dec 6 2016
- A Quick Visual of the Anatomy of a 3D 5-Asset Mean-Variance Map, Dec 4, 2016
- 3D Efficient Frontier, Dec 4, 2016
- Visualizing A Missing Piece of Monte Carlo Simulation in 3D, Dec 2, 2016
- 3D Mean-Variance-Diversification Model, Nov 30, 2016
- Book Mention: Quantitative Momentum by Gray and Vogel, Nov 29, 2016
- Simple Deterministic View of the PV of Spending Rates vs Longevity Nov 27, 2016
- On Being Careful - Dividends, Part 2 Nov 22, 2016
- Joe Tomlinson on Variable Withdrawal and Improving Retirement Outcomes, Nov 19, 2016
- On Being Careful - Dividend Edition, Nov 10, 2016
- Longevity and Uncertainty 2, Nov 9, 2016
- It's been A Long Trip Down "Trading Lane" Nov 5, 2016
- Life Expectancy and Uncertainty, Nov 1, 2016
- Home-Rolled Systematic Alt vs. What Benchmarks? Oct 29, 2016
- One More Update on an Amateur Alt Risk System Oct 26, 2016
- Fail Rate Estimates vs. Number of Simulation Runs Oct. 23, 2016
- Trading Time for Money, Oct 13, 2016
- Highway 12, Sept 23 2016
- On the Virtue of Risk Management Rules, Sep 9 2016
- One View of Simulated Return Sequence Risk, Sep. 7, 2016
- On Hacking Out A Home Brew Version of Interactive Brokers Probability Lab, Sep 1, 2016
- On Real Risk and Selling Options, Aug 29 2016
- Fail Rates: Is there Any Simplicity To Be Found On The Far Side Of Complexity? Aug 13 2016
- Five Really Simple, Useful and Free Retirement Formulas, Aug 9 2016
- How Many Allocations Are There If...? Aug 6 2016
- Checking Out an Old Rule of Thumb for Forward Price Probability For Option Trades, Aug 5 2016
- Update on a Systematic Alt Risk Strategy, Aug 3 2016
- Why, Oh Why Would I Build A Monte Carlo Simulator From Scratch? 7/30/16
- Spending Declines in Retirement? July 24 2016
- Some Thoughts on "Hidden Spending" and Early Retirement, July 18 2016
- Some Initial Thoughts on the "Divide by 20" Idea as a Retirement Spending Rule July 6 2016
- On Markowitz's "Individual vs. Institutional Investing" (1991) July 3 2016
- A Closer Look at "Family Inc." By Douglas McCormick June 28 2016
- An Amateur's Hack To Figure Out How Much Spending Might Be Increased By Hedging Out Longevity Risk With An Annuity. June 25 2016
- North
- ZIRP and NIRP Sucks for Retirees
- Flipping Withdrawal Rates and Success Probabilities Upsidedown
- My Theory of the "Two Retirements" June 14 2016
- The (Not So Clear) Advantages of Monte Carlo Simulation - June 14 2016
- Educational Inflation - A Personal Perspective - June12, 2016
- Retirement and "Family Inc" - JUN 4, 2016
- Seven Years of Investing in Peer-to-Peer Lending In 4 Charts - Jun 3 2016
- A Few Thoughts on Sequence of Returns Risk - June 2 2016
- Some Random Off-the-MapThoughts On Retirement Spending - May31 2016
- Book Review - Can I Retire Yet by Darrow Kirkpatrick - May 28, 2106
- New Whitepaper by Newfound Research on Tactical Fixed Income - 5 19 2016
- What Would It Have Felt Like in 2009 With a Fixed Withdrawal - Part 2 (3% spend) 5 7 2016
- What Would A 4% Fixed Withdrawal Actually Have Felt Like In 2009? 5 6 2016
- Volatility Risk Premium - an Amateur's Foray - April 29 2016
- Wade Pfau on Modern Retirement Theory at Forbes - April 26 2016
- Retirement "Big Picture" in One Diagram - April 26 2016
- Annually Recalculated Virtual Annuity: A Test Drive - April 24 2016
- Can a Retail Investor Capture "Systematic Alternative Risk Premia" Without Institutional Help? April 24 2016
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