Offline Algorithms in Low-Frequency Trading

Re:Offline Algorithms in Low-Frequency Trading by smabie on Saturday January 30, 2021 @02:06PM (#25971919)

UPRO is only 1/3 of your portfolio, so you have the same exposure as SPY i.e: you are not going to make those crazy returns.

The idea is to get cheap borrowing by using a leverage ETF and then buying bonds such that the bond yield > cost of leverage.

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Re:Offline Algorithms in Low-Frequency Trading by eloff on Saturday January 30, 2021 @03:29PM (#25972672)

You're arguing against a strawman argument that you invented.

I didn't say you would get those crazy returns - merely pointed out that you would have beat the S&P 500 over the last 5 years with the strategy outlined by the parent post.

How well it holds up over a time period that also includes bear markets is another question - you can't just look at a bull market and assume it's representative of all time.

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