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”