04-30-2015 AAR Strategy Update Posted

The April 30, 2015 AAR Strategy update is now available on the AAR Subscribers page.  If you are not currently a subscriber and would like to learn more about the strategy, there is a detailed description on the AAR Strategy page.

The AAR strategy is a conservative, long-only, asset allocation strategy that rotates monthly among five large asset classes: large-cap U.S. stocks, developed country stocks in Europe and Asia, emerging market stocks, U.S. Treasury Notes, and commodities. The strategy was inspired by the Ivy League portfolio and uses trend and technical filters to reduce downside risk.

If none of the five candidates pass their respective trade filters, the AAR strategy remains in cash for the month.   Stop-loss orders are used on every trade to control losses and to facilitate position sizing and risk management.

Brian Johnson

Copyright 2015 - Trading Insights, LLC - All Rights Reserved.

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About Brian Johnson

I have been an investment professional for over 30 years. I worked as a fixed income portfolio manager, personally managing over $13 billion in assets for institutional clients. I was also the President of a financial consulting and software development firm, developing artificial intelligence based forecasting and risk management systems for institutional investment managers. I am now a full-time proprietary trader in options, futures, stocks, and ETFs using both algorithmic and discretionary trading strategies. In addition to my professional investment experience, I designed and taught courses in financial derivatives for both MBA and undergraduate business programs on a part-time basis for a number of years. I have also written four books on options and derivative strategies.
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3 Responses to 04-30-2015 AAR Strategy Update Posted

  1. Aristotle says:

    I was one of the initial reviewers of your 1st book, which was excellent. I just purchased a hard copy version(since I had to read the 1st on my computer) along with your new book. One question, where does one obtain the spreadsheet for the 2nd book (I haven’t started reading yet). I’m really looking forward to this one as well!

    • Aristotle,

      I remember that you reviewed my first book; thanks again for taking the time to post your review. I hope you enjoy the second book as much as you did the first. I look forward to your feedback.

      The link to the spreadsheets is located in the “Resources” section of the book. If you unable to find the link or if you have any questions about the material, please contact me via email and I would be happy to help. My email address is located in the “About the Author” section of the book.

      Best regards,

      Brian Johnson

  2. Aristotle says:

    Thanks a lot, looks like I posted my comment under the wrong post. Sorry!

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