Sunday, May 1, 2011

Timely Portfolio: LSPM Examples

Timely Portfolio has been doing some interesting work with Ralph Vince's Leverage Space Model via the LSPM R package. Here's a short list of his most recent LSPM-related posts:
  1. The Leverage Space Trading Model
  2. Bond Market as a Casino Game Part 1
  3. Bond Market as a Casino Game Part 2
  4. Slightly Different Use of Ralph Vince’s Leverage Space Trading Model
  5. Another Use of LSPM in Tactical Portfolio Allocation
I encourage those of you who are interested in LSPM and/or R to check out his blog.  I personally love how much code he shares!

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