About

I run a private family office in Canada.  This blog documents the low frequency methods I use.  An RRSP is a Canadian tax sheltered account (401k equivalent), but the methods are applicable to taxable accounts also.

Strategy objectives:

  1. Low frequency: monthly and simple to execute
  2. Low volatility and low drawdown
  3. Based on well documented market anomalies
  4. Capable of 15% average annual returns.

Tools:

  1. Amibroker for testing of trading rules
  2. Excel for long-term portfolio testing

Contact:

I can be contacted via my gmail handle “rrspstrategy”

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