Portfolio managers interested in maintaining Risk Ratios within the Kipling spreadsheet will find a "Camtasia" in this YouTube video. I'm not sure why the software did not show my cursor movement. If this video is not sufficiently clear and you need more help I can rework this video. Lowell … [Read More...]
Maintaining Risk Ratios: Camtasia Video Available
Portfolio managers interested in maintaining Risk Ratios within the Kipling spreadsheet will find a "Camtasia" in this YouTube video. I'm not sure why the software did not show my cursor movement. If this video is not sufficiently clear and you … [Read more]
Size and Style Factor Breakdown of US Equity Markets
As a follow-up to Lowell's review post of the Bethe portfolio I thought readers might be interested in a closer look at the relative performance of the Size and Style factors within the US Equity markets. The Size factor can be broken down into … [Read more]
Rutherford Portfolio Review (Tranche 1) – 8 January 2021
2021 has started off strongly with the S&P 500 (as represented by SPY) hitting new all-time highs and closing near the ~$380 potential resistance level that I identified last week: This looks like a relatively strong area of potential … [Read more]
Dirac Portfolio Review – 31 December 2020
The Dirac Portfolio is my best performing portfolio for 2020 and is up 32% since inception at the beginning of the year: The portfolio differs from other portfolios reviewed on this site since it is built from a quiver of individual stocks rather … [Read more]
Happy New Year
Happy New Year It seems as if this one took a long time coming. We always celebrate the New Year using Eastern Standard Time so we don't need to stay up until midnight Pacific Standard Time. Be sure to have a pork and sauerkraut … [Read more]
Portfolio Construction For 2021
Seventeen portfolios are currently in the ITA stable as we move into 2021. Below are brief descriptions of the seventeen portfolios and they break into four major groups. The look-back trio are actually Dual Momentum portfolios that are part of an … [Read more]
Options Corner – 2 December 2020
November Options expired on 20 November with all Options expiring Out-Of-The-Money (OTM) allowing me to keep the net credits received. However, with SPY closing above the $360 resistance level 3 days in a row last week I chose to buy back the 355/360 … [Read more]
Bullish Percent Indicators: 27 November 2020
This was a bit of a mixed week for the Bullish Percent Indicators. Both the NYSE and NASDAQ indexes moved up. I consider this to be the most significant news for the week. The DJIA remained static as did the DJTA. Index BPI With most of the … [Read more]
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