Recent content by kassad

  1. K

    PRIIPS KID on IB

    I'm sorry to say I can't confirm this, your guess is as good as mine. All my mentioned clients use a long only, target volatility strategy, rebalancing once a month, so they are perfectly happy with the free delayed data feed...
  2. K

    PRIIPS KID on IB

    Hi all, I haven't seen it mentioned in this thread but it might be relevant to some: There are actually not just one but two ways a client can become categorized as 'Professional' under the current MiFID regulation. The first possibility is the way that most are already familiar with and is...
  3. K

    Performance of Rolling ZB Futures vs Holding VUSTX/TLT

    According to this article: https://alphaarchitect.com/2015/04/06/tax-efficient-investing-how-should-we-invest-in-treasury-bonds/ The Merrill Lynch Bond futures Total Return Indexes measure the performance of a fully collateralized rolling U.S. Treasury Futures position, and can be replicated...
Back
Top