I’m reviewing the Dirac Portfolio mid-day today so as to avoid severe overload of information as End-Of-Month (EOM) reviews become due. We’ll start with a quick look at the Dirac Portfolio quiver that is comprised of 40 stocks (rather than ETFs) that are considered for inclusion in the portfolio: At the present time the portfolio […]

## Absolute Acceleration

Members occasionally ask for more information on how the the Absolute Acceleration value used in the Kipling SS’s is calculated. This post should answer this question. The Calculation The intent of the absolute acceleration (AA) calculation is to provide an indication of whether momentum is increasing (accelerating) or decreasing (decelerating – negative acceleration) at the […]

## How “Robust” is the ITA Wealth Momentum Strategy? – Part 5

Reducing Uncertainty by Tranching In the first 4 parts of this study we have focused on the optimization and robustness of the primary parameters necessary to apply the ITA Wealth Momentum Strategy – the appropriate look-back periods to measure momentum (Rate Of Change – ROC) and Volatility and the appropriate weights to apply to these […]

## Expectancy

I have mentioned the concept of “expectancy” a number of times on this site and a Platinum Member recently asked me for a reference to a post on the subject. The references are somewhere in the comments sections of various posts so I thought it might be more useful for me to dedicate a short, […]

## Strange Behavior in PGX – Why do we need Liquidity?

As members who read my Posts regularly may be aware, I presently have a Stop Loss order in place to sell shares of PGX. This is actually a Stop Limit order at 14.32 (same Stop and Limit prices) so that I do not get “raped” by slippage. When I checked my charts this morning I noticed […]

## Feynman Portfolio Study: Part 10-3

Momentum Weighted Portfolio A modification of the Rank Weighted (RW) Momentum Portfolio described in Part 10-2 of this Study is what I have called the Momentum Weighted (MW) Portfolio. This strategy uses a proprietary algorithm to calculate allocation weights that more accurately reflect the relative momentum of the individual assets rather than the simple Rank […]

## Asset Allocation – Risk Parity Revisited: Part 1

Having selected a number of assets to include in a portfolio, a key decision any investor has to make is “What percentage of my available funds should I allocate to each asset held in my portfolio?” In the Feynman Study I covered a number of common options: 1. Use of a Strategic Asset Allocation Plan (SAA) – […]

## Short-Term Performance of ETF Portfolios: Week 2

Last week we started tracking the performance of 2 portfolios generated from “component” Asset Lists assembled for construction of the Hawking Portfolio. The purpose of this short-term tracking exercise was to see if we could learn anything from the short-term performance that might help us in the final construction of the Hawking portfolio. Let’s take a […]