![]() ![]() Within this fund, 30% of the portfolio went into stocks, bonds and Gold while 10% went into cash (or more specifically 1-3 year treasury bills). which is another book I strongly recommend. The fund was inspired by the permanent portfolio quantopian notebook on Quantopian and the Austrian School for Investors book by Rahim Reghezda et. The Permanent Portfolio is not for investors looking to beat the market, evident by the large cash and gold holdings it’s for people with a long-term investment horizon, which describes my investment style well and thus its my largest allocation. The permanent portfolio is an idea by Harry Browne, based on the Austrian School of Economics, a solid economic framework and a very useful way for looking at life in general. ![]() I have also shared the code I used to make this project on my Github. However, the rest of this article is based on a portfolio weighting of 85% in the Permanent Portfolio Fund and 15% in the speculative fund. ![]() The Fundamental Fund is still under construction so I may add a follow up to this essay with the fund performance later. 70% of the overall portfolio was invested in the Permanent Portfolio, with an equal 15% weighting allocated to the Speculative and Fundamental Fund each. The 3 different funds used in this strategy include: The Permanent Portfolio Fund, The Speculative Fund and The Fundamental Fund. I designed a trading strategy composed of 3 different investment funds to gain a better understanding of investments, machine learning and programming and how they all combine together in the world of finance and technology. The Austrian Quant is named after the Austrian School of Economics which served as the inspiration for how I structured the portfolio. Source :Jan Claesz Rietschoof, via Wikimedia Commons Austrian Quant ![]()
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