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