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:
- The Leverage Space Trading Model
- Bond Market as a Casino Game Part 1
- Bond Market as a Casino Game Part 2
- Slightly Different Use of Ralph Vince’s Leverage Space Trading Model
- 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!
If you love using my open-source work (e.g. quantmod, TTR, xts, IBrokers, microbenchmark, blotter, quantstrat, etc.), you can give back by sponsoring me on GitHub. I truly appreciate anything you’re willing and able to give!