Up three quarters of a percent for the week. We continue a long stretch of not much really happening, slowly making money with far less volatility than any of the individual assets. On December 13th, 2019, the portfolio rebalanced to:
60% SPY , 20% TLT , 20% GLD
What is the window you calculate the volatilities and correlations before rebalancing?
I’ll discuss this somewhat in the next post.
How do you calculate the volatility? Do you have a spreadsheet that you can share ?
Thanks for the post.