In a recent comment (https://itawealth.com/huygens-portfolio-review-4-october-2021/#comment-31289) an ITA member asked us for our thoughts on an article entitled “8 Reasons Why I’m Not a Dividend Income Investor”. Before addressing these “8 Reasons” I first want to re-iterate the point that we make all the
Constructing a “Core” Investment Portfolio : Part 3 – Risk Parity and Volatility Targeting
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
Constructing a “Core” Investment Portfolio : Part 2 – Buy And Hold with Periodic Adjustments
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.
How Risky is Your Portfolio? – Another Perspective
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
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
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
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
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
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