LSP Implementations as ETFs
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RVince
Dec 15, 2010, 3:40:53 PM12/15/10
to Leverage Space Trading
I apologize for having been very close-to-the-vest about this in
recent months, but I didn't want to speak prematurely. Many of you
have inquired about real-time performance, or the performance of firms
implementing LSP-style portfolios.
My own personal experience has far exceeded what I ever expected. The
experience of some others I have witnessed with their own LSP
implementations, exceeded even my own experience.
I have encountered numerous people who wanted to see the real-time
implementation of these concepts, but I was and am in talks, and
unable to.
In recent months a major index firm has approached me to create a
family of LSP indexes based on my implementation. These are being
licensed to ETF providers around the world. The first is going to be
available in the US sometime in 2011, depending on the pace of
regulatory compliance, likely by mid-Summer.
I apologize that I cannot yet name the index-provider, suffice to say
they are certainly a well-known name, and I will disclose that at the
appropriate time, likely within the coming weeks. Regardless, this
will provide a real-time implementation of these concepts that can be
cited, participated in, and ultimately provide the necessary,
evidentiary credibility to elevate them from the domain of the
"theoretical," to the "implemented," as many have understandably
pressed for.
One final note. In my discussions I have insisted upon my autonomy to
speak and publish, and this is non-negotiable with me. I've paid a
hefty price for my autonomy over the years to be able to do this, and
I'm not about to compromise now. I want to continue to promote what I
think are better ideas than those presently practiced at-large, and no
matter what, I intend to continue to do so. I don't know how long I
will be able to continue this -- those 2-day talks beat the hell out
of me (as miserable as it must be to sit through them, believe me,
they're even harder on me).
Nevertheless, I hope to do many more of them.
-Ralph Vince
recent months, but I didn't want to speak prematurely. Many of you
have inquired about real-time performance, or the performance of firms
implementing LSP-style portfolios.
My own personal experience has far exceeded what I ever expected. The
experience of some others I have witnessed with their own LSP
implementations, exceeded even my own experience.
I have encountered numerous people who wanted to see the real-time
implementation of these concepts, but I was and am in talks, and
unable to.
In recent months a major index firm has approached me to create a
family of LSP indexes based on my implementation. These are being
licensed to ETF providers around the world. The first is going to be
available in the US sometime in 2011, depending on the pace of
regulatory compliance, likely by mid-Summer.
I apologize that I cannot yet name the index-provider, suffice to say
they are certainly a well-known name, and I will disclose that at the
appropriate time, likely within the coming weeks. Regardless, this
will provide a real-time implementation of these concepts that can be
cited, participated in, and ultimately provide the necessary,
evidentiary credibility to elevate them from the domain of the
"theoretical," to the "implemented," as many have understandably
pressed for.
One final note. In my discussions I have insisted upon my autonomy to
speak and publish, and this is non-negotiable with me. I've paid a
hefty price for my autonomy over the years to be able to do this, and
I'm not about to compromise now. I want to continue to promote what I
think are better ideas than those presently practiced at-large, and no
matter what, I intend to continue to do so. I don't know how long I
will be able to continue this -- those 2-day talks beat the hell out
of me (as miserable as it must be to sit through them, believe me,
they're even harder on me).
Nevertheless, I hope to do many more of them.
-Ralph Vince
Joshua Ulrich
Dec 15, 2010, 3:42:10 PM12/15/10
to leverage-sp...@googlegroups.com
Jez Liberty
Dec 15, 2010, 4:25:12 PM12/15/10
to leverage-sp...@googlegroups.com
Yes - congratulations Ralph! It will be great for the concept to have
public practical application.
Are they going to be using the R package? ;-)
public practical application.
Are they going to be using the R package? ;-)
btw - is it ok to mention this "in public" at this stage? It is exciting
news indeed and I was thinking I might mention it in a next blog post
where I cover LSP - only if that's OK...
-Jez Liberty
Au.Tra.Sy blog: http://www.automated-trading-system.com/
Joshua Ulrich said the following on 15/12/2010 20:42:
MCB...@aol.com
Dec 15, 2010, 5:40:16 PM12/15/10
to leverage-sp...@googlegroups.com
CONGRATULATIONS !!!!!!!!! Really good news for you - at least I hope
I can now say I knew you when you were not a billionaire and even more famous to
boot!
Mark C Bruels
RVince
Dec 15, 2010, 7:10:05 PM12/15/10
to Leverage Space Trading
Jez, Yes, I mention it here because it is ok to mention. I will let
the company making the indexes itself mention it when they feel
appropriate.
On Dec 15, 4:25 pm, Jez Liberty <j...@automated-trading-system.com>
wrote:
the company making the indexes itself mention it when they feel
appropriate.
On Dec 15, 4:25 pm, Jez Liberty <j...@automated-trading-system.com>
wrote:
> Yes - congratulations Ralph! It will be great for the concept to have
> public practical application.
> Are they going to be using the R package? ;-)
>
> btw - is it ok to mention this "in public" at this stage? It is exciting
> news indeed and I was thinking I might mention it in a next blog post
> where I cover LSP - only if that's OK...
>
> -Jez Liberty
> Au.Tra.Sy blog:http://www.automated-trading-system.com/
>
> Joshua Ulrich said the following on 15/12/2010 20:42:
>
> > Congratulations Ralph, that is *very* exciting!
> > --
> > Joshua Ulrich | FOSS Trading:www.fosstrading.com
>
> public practical application.
> Are they going to be using the R package? ;-)
>
> btw - is it ok to mention this "in public" at this stage? It is exciting
> news indeed and I was thinking I might mention it in a next blog post
> where I cover LSP - only if that's OK...
>
> -Jez Liberty
> Au.Tra.Sy blog:http://www.automated-trading-system.com/
>
> Joshua Ulrich said the following on 15/12/2010 20:42:
>
> > Congratulations Ralph, that is *very* exciting!
> > --
> > Joshua Ulrich | FOSS Trading:www.fosstrading.com
>
Sunny Harris
Dec 16, 2010, 1:31:47 AM12/16/10
to leverage-sp...@googlegroups.com
Fantastic, Ralph!
You deserve it.
Thanks for letting me in.
Sunny
Sunny J. Harris
3231 Waring Ct Ste P
Oceanside, CA 92056
c:760-908-3070 skype (760) 444-4174
v: (760) 631-3800 f: (760) 859-3057
sunny...@gmail.com
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ThierryQ
Dec 16, 2010, 8:56:03 AM12/16/10
to Leverage Space Trading
I´m already anxious to buy that ETF!
Greetings,
Thierry
Greetings,
Thierry
RVince
Dec 16, 2010, 9:31:39 AM12/16/10
to Leverage Space Trading
Thank you folks. I bring it up here though to point out that there
WILL be a real-time, third-party implemented, publicly visible record
of the specific implementations. And I am quite certain my name will
be hung on it, so that if it doesn't perform, the light will be turned
up all-the-hotter.
And I should mention I am not the least bit worried about it not
performing over any reasonable window of time. I'm quite grateful to
have the opportunity to make the point regarding it;s viability in
such a public manner and one that i profit by as well. I'm very lucky
in that regard. -Ralph Vince
WILL be a real-time, third-party implemented, publicly visible record
of the specific implementations. And I am quite certain my name will
be hung on it, so that if it doesn't perform, the light will be turned
up all-the-hotter.
And I should mention I am not the least bit worried about it not
performing over any reasonable window of time. I'm quite grateful to
have the opportunity to make the point regarding it;s viability in
such a public manner and one that i profit by as well. I'm very lucky
in that regard. -Ralph Vince
Whitney
Dec 17, 2010, 8:50:10 AM12/17/10
to Leverage Space Trading
Sounds kewl, Ralph. Congrats! Looking forward to it.
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