There's a little quirk which occurs regularly in Excel as well as G/Sheets, that is, when you have a spreadsheet which has been modified a few times (adding or subtracting columns in particular or cutting and pasting etc), the sheet will begin to hang up/get buggy. The only way I know to fix the problem, is to create a brand new sheet, start by using the right sized sheet (add or subtract the correct number of cells/columns wide and deep from your previous master sheet), then copy and past over the formulas from your master sheet, then delete the old one. Note; the more frequent you use conditional formating, the more you are prone to overloading/getting a buggy sheet. My experience.
If instead of using Equity Factor benchmarks, we use Asset Class/Asset Vol benchmarks and trade Futures. Would this not be a framework for a Risk Parity portfolio?
Recent Trader Lion interview with Minervini on YouTube. 277% Gain in 2021 | Interview with Mark Minervini | Market Wizard - YouTube
No. If you want risk parity and portfolio optimization I can put that together for you but it won’t be perfect eigenvectors.
After a year of following Mark, I've begun to study his first book. He says his Trend Template and filters for earnings, sales and margin growth, relative strength and price volatility eliminate 95% of the names from his first pass screens. For the remaining names, he begins a close investigation of fundamentals, kinship with Super Performers, and entry patterns. My question: how does one efficently incorporate all that you go through at this stage to arrive at potential trades? You view your teachings as transferable. The Five Key Elements of SEPA (Specific Entry Point Analysis) that begins on page 32 of the Kindle version of Trade Like a Stock Market Wizard is a huge sequence / compendium of detailed financial analysis. Is there a way to operationalize or streamline your entry point analysis? The entry point analysis has individual rules but thirty different steps. But how does one replicate and master what appears to be the decisive second leg of your process. You encompass a huge swath of idiosyncratic analysis as you go from Trend Template and preliminary filters to names to buy.
If you have the time and inclination to, Thanks! My oil spreads and short bonds just blew up at the same time. I'm doing something wrong.