Library
The reference layer behind my guides and portfolios: return streams, investable vehicles, benchmarks, and definitions
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How to use this page
• New here? Start with Guides
• Want proof? See Portfolios
• Looking something up? You’re in the right place
• New here? Start with Guides
• Want proof? See Portfolios
• Looking something up? You’re in the right place
Streams
Return sources you combine (equity, bonds, trend, etc.)
Bonds | Trend following | Utilities | TIPS
Vehicles
ETFs, futures, and other investable wrappers used to access streams
US Treasury futures | DBMF | CTA | KMLM | RSST
Benchmarks
Reference indexes and composites used to measure streams, vehicles, and portfolios
SG Trend index | SG CTA index | Barclays BTOP50 index | SP500 index
Terms
Short definitions for the vocabulary used throughout the site
Sharpe ratio | Volatility targeting | Trend following | Capital efficient | Roll yield | Tax loss harvesting | Carry | Return stacking