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You are here: Home / Archives for HedgeHunter

Absolute Acceleration

May 22, 2017 By HedgeHunter

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

Filed Under: Critical Material, Spreadsheets Tagged With: Spreadsheets

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

August 29, 2015 By HedgeHunter

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

Filed Under: Tranche Investing Tagged With: Tranche Investing

Expectancy

February 20, 2015 By HedgeHunter

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

Filed Under: Beginning Investors, Critical Material Tagged With: Beginning Investors

Feynman Portfolio Study: Part 10-3

July 26, 2014 By HedgeHunter

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

Filed Under: Feynman Study Tagged With: Feynman Study

Asset Allocation – Risk Parity Revisited: Part 1

June 12, 2014 By HedgeHunter

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

Filed Under: Portfolio Construction, Risk Management, Risk Parity Tagged With: Risk Parity

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