Institutional Advisors Marketing & Website Manager
Brian Ripley Email: forBR [@] shaw.ca
Phone: 604-875-8477 (9am-9pm Vancouver BC time please) Free Trial Subscription ~ Publication Schedule I'm using Twitter to announce when I update the What's New Page. Click the "Follow" button below if you want to be notified. |
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This Free Trial......is for portfolio managers, CIOs, high net worth individuals and investors who want the benefits of an independent model that has been forecasting the financial markets since 1980.
Note: Our research will arrive at your email address as an attachment in Adobe PDF format. Select the latest correct version of Adobe Reader for your computer. If your browser refuses to open the PDF, try Google Chrome. Make sure that your email and virus checking programs will allow you to receive and open attachments. Make sure that your Internet Service Provider or Local Mail Program is not redirecting our mail to a spam folder. (Put our email addresses into your address book) If you cannot adjust your local mail program or your mail server or your ISP's sometimes arbitrary mail filters then supply us with a different email address like a web based email service such as Gmail that is located on a major North American network. Questions? Contact Brian Ripley PUBLICATION SCHEDULE HERE |
Your Privacy is Our Policy
The information you send is held as strictly confidential and is not shared with anyone outside Institutional Advisors. If you instruct us to take you off of our distribution list, that is what we do.
Upon receipt of your information, I (Brian Ripley) will send you a confirmation email with further instruction. After a month or so, I will contact you and ask, if you would like to be a regular paid subscriber.
Note to: HIGH NET WORTH INDIVIDUALS
As with institutional investors, our policy objectives are suitable to individuals with considerable financial knowledge.
The main objective is to provide a model that anticipates major changes in trend. Of critical importance is that as the time for each expected change approaches, the reversal is confirmed by original and sophisticated technical analysis. This provides a conservative "Belt and Suspenders" approach.
This has enabled successful weighting (rather than fateful exposure) in stocks, bonds, or cash in an environment of increasing financial volatility.
No matter what the size of the portfolio, the other key objective is preservation of capital.
Our models have been based upon the behaviour of interest rates, credit spreads, metal prices, and the stock market through five previous "New Financial Eras", their dramatic climax, and consequent contractions.
The resulting advice from our "Belt and Suspenders" approach has been unusually reliable and our Website can be reviewed for critical essays and track records.
Please review our Errors, Omissions and Exceptions page.
Upon receipt of your information, I (Brian Ripley) will send you a confirmation email with further instruction. After a month or so, I will contact you and ask, if you would like to be a regular paid subscriber.
Note to: HIGH NET WORTH INDIVIDUALS
As with institutional investors, our policy objectives are suitable to individuals with considerable financial knowledge.
The main objective is to provide a model that anticipates major changes in trend. Of critical importance is that as the time for each expected change approaches, the reversal is confirmed by original and sophisticated technical analysis. This provides a conservative "Belt and Suspenders" approach.
This has enabled successful weighting (rather than fateful exposure) in stocks, bonds, or cash in an environment of increasing financial volatility.
No matter what the size of the portfolio, the other key objective is preservation of capital.
Our models have been based upon the behaviour of interest rates, credit spreads, metal prices, and the stock market through five previous "New Financial Eras", their dramatic climax, and consequent contractions.
The resulting advice from our "Belt and Suspenders" approach has been unusually reliable and our Website can be reviewed for critical essays and track records.
Please review our Errors, Omissions and Exceptions page.
