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You are here: Home / Archives for HedgeHunter

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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