In Part 6-5 of the Feynman Portfolio Study I continue the theme of Risk Management with application of the SHY momentum filter, introduced in Part 6-4, to the periodically optimized and re-balanced “Dynamic” Feynman Portfolio analyzed in Part 3 of the Study. The results are characterized by a relatively smooth equity curve with low volatility […]
Archives for 2013
The Feynman Study: Part 6-4
In this Part 6-4 of the Feynman Portfolio Study I continue the theme of Risk Management as applied to Portfolios described in earlier Parts of the Study. In this Post I switch from the Moving Average filter, as discussed in Parts 6-1 to 6-3 of the Study, to a “Momentum” Filter and apply this filter […]
Index vs. Passive Investing
Harold R. Evensky, in his Wealth Management: The Financial Advisor’s Guide to Investing and Managing Client Assets book, makes a distinction between index and passive investing. Few readers are unaware of the differences between active and passive management, but the subtle definitions between index and passive management deserves some attention. I subscribe to the principles […]
The Feynman Study: Part 6-3
In this last Section of Part 6 of the Feynman Portfolio Study, covering the use of Moving Average (MA) filters as a tool for Risk Management, I apply the 195-Day EMA (ITARR) filter to the Feynman “Momentum” Portfolio introduced in Part 5 of the Study. Since the “Momentum” strategy is, by itself, a dynamically adjusting […]
Goofus vs. Gallant
As a small boy, my family subscribed to a magazine called “Children’s Activities.” Each issue contained a story of two characters, Goofus and Gallant. We all wanted to be like Gallant, although we frequently found ourselves behaving like Goofus. Here is another Goofus/Gallant tale, this time with help from a publication written by the late […]
The Feynman Study: Part 6-2
In this continuation of the Feynman Portfolio Study I apply the 195-Day EMA (ITARR) filter to the “Classic” re-balanced 50% Equity/50% Bond Portfolio analyzed in Part 4 of the Study. For some Investors there may be some disappointment in the performance of this portfolio with the ITARR filter, but it is characterized by a “reasonable” […]
The Feynman Study: Part 6-1
In Part 6 of the Feynman Portfolio Study we change gears a little and start an analysis of methods for Risk Management. As regular readers of this Blog may have realized, I consider Risk Management to be probably the most important aspect of Investing – irrespective of the Investment style being employed. Not losing money […]
The Feynman Study: Part 5
In Part 5 of the Feynman Portfolio Study I describe a method of “ranking” the assets in the Feynman Portfolio Asset List based on “Momentum”. This results in a measure of the “Relative Strength” of each asset. Platinum members and regular readers of this Blog will be familiar with the spreadsheets used in the analysis […]
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