# finstrat
Analysing effective investment strategies
and formulating portfolio management models.
## Usage
lein ring server
## License
Copyright (C) 2013 Timothy Pratley.
Distributed under the Eclipse Public License.
# Questions
Given a portfolio size, how much can it be diversified
without incuring noticable fee degregation?
For small/medium/large amounts, how to work them best?
Basic: adviser/401k/EFTs/interest
Tuning: Fee reduction, error reduction
Does my strategy work on historical data?
Does an EFT truely cost 0.5% relative to my own portfolio?
Is solo-benching a good idea?
Should gold be in my portfolio?
Are there securities with inverse relationships that both have +ve yield?
Is buying power related to gold?
Are 2x EFTs efficient leverage?
VT BND GLD SPY house?
Interactive retirement calculator
How to spend your time/capital
small business, salary, self-sufficency, corporate, investment
If stocks mostly go up, why not leverage more?
What type of investor are you?
market timer? benchmarker? local currency? purchase horizon?
# Notes
Runs seem to work well with monthly data
Runs mediocre for ^GSPX
poor for F
value at risk forward simulation
Do distributions change over time?
bootstrap stochastic -> efficient market hypothesis risk boundaries
flag certain securities with :illiquid (house), or just provide a comparison/analysis?
search for securities that work with strategies
3D surface is a 2D multiline
investigate effects of trying different reballancing techniques
Evaluate the effect of taxation on strategies
Pass a clojure data structure instead of url encoding arguments??
but I like urls
use enlive to scrape multpl
Analyze past decisions against a benchmark
Overlay plot the securities (based to the portfolio)
# What do I know?
Choosing a portfolio is hard
There are many pursuasive arguments out there
# What don't I know?