Chuck Sugnet @chuckcode

Connecting technology with people in Google Cloud's Office of CTO. Wrangler of data and children. Inherently curious but try to stay pragmatic. Opinions my own chuckcode.com Joined September 2009

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Chuck Sugnet @chuckcode

2 weeks ago

@GestaltU @GeminiApp @OpenAI Thanks Adam. Fan of your return stacking products. Could you share few more details about which specific APIs you're finding unreliable? e.g. Are you accessing via AI Studio or Cloud Agent Platform (formerly Vertex)?

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Chuck Sugnet @chuckcode

a month ago

@orrdavid Agree and yet appreciate Buffett staying consistent. He did just what he said he was going to do and acknowledged that it was harder to execute effectively at his scale. I don't mind that have to find another vehicle for macro trades.

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Chuck Sugnet @chuckcode

a month ago

@TaxAlphaInsider If I hadn't realized tax loss harvesting in a particular year, more taxes would be paid, reducing portfolio value and compounding over time. Hard for people to understand the cumulative effect of tax alpha as tracked separately from portfolio value.

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Chuck Sugnet @chuckcode

a month ago

@SowingAlphaSeed I'm impressed that you're tracking performance in detail and even more impressed at the quality of that performance!

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Chuck Sugnet @chuckcode

a month ago

@svrnco Fan of Militia and work on AI in Cloud. Can you share any details of software/compute stack? Mainly excel or already transformers and xgboost for time series and signals? Building something like 314's research tool Caliban or more systematic trading? 3fourteenresearch.com/caliban

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Chuck Sugnet @chuckcode

a month ago

@NunoClara_ Could you clarify "underperformed"? RSST is pretty close to index trying to replicate (returnstackedetfs.com/wp-content/upl… page 10). Check AQR alts round up for trend funds (funds.aqr.com/-/media/Files/… p23) pick one you like best or average testfol.io/?s=7Qji5pp39N0

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Chuck Sugnet @chuckcode

2 months ago

@SowingAlphaSeed Lot of great picks on there! Curious where other sci-fi classics like Ender’s Game, Snowcrash or Expanse series would rank

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Chuck Sugnet @chuckcode

2 months ago

@SowingAlphaSeed $BDMIX has 10 year Sharpe over 1 with 1.05, but mutual fund rather than ETF. Number of AQR funds have 5 years with Sharpe over 1. The AQR liquid alts roundup has collection of interesting long term funds with performance funds.aqr.com/Insights/Strat…

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Chuck Sugnet @chuckcode

2 months ago

@SowingAlphaSeed I'm interested in backtesting different portfolios with more dynamic rules than usual static allocations, so any framework recommendations appreciated. e.g. this strategic rebalancing for reducing drawdowns: youtu.be/Wu2-nBbpXlU?si…

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Chuck Sugnet @chuckcode

2 months ago

@SowingAlphaSeed Also - looks very cool!! Any chance you're posting code or algorithms somewhere? Would be very curious to know what frameworks and data sources are working for you (and which aren't)

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Chuck Sugnet @chuckcode

2 months ago

@SowingAlphaSeed Couple ideas of things I'd like: 1) Comparisons to funds representing standard asset classes and portfolios - e.g. VOO, VT, VEA, DBMF, VBAIX, ENDW, common factors 2) Estimates of after tax returns. TWR is great, but after tax would be helpful for a lot of accounts

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Chuck Sugnet @chuckcode

3 months ago

@MebFaber @CalPERS Congrats to you and rest of Cambria team! Great to see $ENDW off to such a strong start this year as it wraps up a lot of your research into easily accessible package with low expense. Very competitive returns and lower volatility than 100% equities.

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Chuck Sugnet @chuckcode

3 months ago

@the_green_lark What do the error bars look like?

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Chuck Sugnet @chuckcode

3 months ago

@SowingAlphaSeed Great chart. Where do you get the data for historical calculation?

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Chuck Sugnet @chuckcode

4 months ago

@the_green_lark @SowingAlphaSeed Thanks, for a minute I thought you meant their production factors not the research paper ones

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Chuck Sugnet @chuckcode

5 months ago

@choffstein Great episode! Definitely worth listening too. BLNDX has handily beaten standard 60/40 since inception on both return and risk metrics. Eric's talks 5 years ago on Excess Returns and Flirting With Models made me rethink investment approach. Wish for higher vol version...

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Chuck Sugnet @chuckcode

5 months ago

@MebFaber @SowingAlphaSeed @orrdavid @AlexMoonvest @fundstrat @Hedgeye @opptrader1 @CarterBWorth @FundsmithLLP @Ritholtz @WarrenPies Might be a KO... Huge congrats to you and team, great ETF and amazing performance in first year. Really sound asset allocation and capital efficiency makes it new baseline IMHO