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You are here: Home / Archives for HedgeHunter

Constructing a “Core” Investment Portfolio : Part 3 – Risk Parity and Volatility Targeting

June 2, 2021 By HedgeHunter

In the first two parts of this series on portfolio construction I have focused on simplicity in terms of the number of assets that might be included in the portfolio and the level of management effort required to monitor and maintain the portfolio so as to generate acceptable returns.  I have addressed risk at the […]

Filed Under: Critical Material, Risk Parity Tagged With: Critical Material, Portfolio Construction, Risk Parity

Constructing a “Core” Investment Portfolio : Part 2 – Buy And Hold with Periodic Adjustments

May 30, 2021 By HedgeHunter

In Part 1 of this series of posts (https://itawealth.com/constructing-a-core-investment-portfolio-part-1-buy-and-hold/) I described how a new investor (or an investor wishing to change their current portfolio structure) might set up a simple Buy-And-Hold portfolio of ETFs that requires little or no management.  The portfolio consisted of only four ETFs that were equally weighted and could be considered […]

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

How Risky is Your Portfolio? – Another Perspective

May 11, 2021 By HedgeHunter

Last week, Lowell posted a blog asking the question “How Risky is Your Portfolio?”  and reminded us that portfolio returns are a function of the expected returns from the assets in our “quiver” and the risk associated with these assets as represented by their volatility. I thought I would try to provide another perspective on […]

Filed Under: Critical Material, Risk Management Tagged With: Critical Material, Risk Management

GLD Inflation Play with Options

March 20, 2021 By HedgeHunter

Unfortunately we lost the series of posts recording the progress of the GLD Option positions used as a possible inflation hedge when we “cleaned up” the site a few weeks ago.  This position was opened about a year ago, when GLD was trading at ~$153: Since then GLD moved up to a high of ~$194 […]

Filed Under: Options Tagged With: Options

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 – negative acceleration) at the […]

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 weights to apply to these […]

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 me to dedicate a short, […]

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 assets rather than the simple Rank […]

Filed Under: Feynman Study Tagged With: Feynman Study

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