Saturday, December 1, 2012

Golden Triangle Index monthly report

This monthly report updates performance of the Golden Triangle Index during November 2012, and shows its current positions.

Golden Triangle Index monthly report (1 Dec 2012)

Tuesday, November 27, 2012

Rebalancing Golden Triangle Index

Golden Triangle Index (GTI) is a portfolio composed of three basic assets: T-notes, stocks and gold. Their initial weights are 50/30/20 (T-notes, stocks, gold). But these proportions change as their prices move differently. This post details the six rebalancings of GTI between Oct. 2007 and Oct. 2012.

[Hint: rather than navigating to scribd with the link below, use the magnification option of your browser to enlarge this page for easier reading.]

Rebalancing the Golden Triangle Index