The purpose of the Feynman Study was to take a list of 18 diversified assets and to demonstrate how that list could be used to construct portfolios based on a number of different strategies: Passive (Buy and Hold) Strategic Asset Allocation (SAA) Strategy; Active (Buy…..Don’t Hold) Tactical Asset Allocation (Re-Balance) Strategy; “Classic” US Equity/US Bond […]
Feynman Portfolio Study: Part 9-1 Diversification, Correlation and Clusters
In this Post I introduce the concepts of Cluster Analysis to Portfolio Construction. Hierarchical Clustering is a mathematical/statistical method of analysis supported by widely accepted scientific methods. Don’t worry, I’m not going into all that technical detail – anyone who is so inclined can Google the subject on the Internet. Rather, I describe the practical […]
Feynman Portfolio Study: Part 7
In Parts 1 to 3 of the Feynman Portfolio Study I examined the roles of diversification and optimization in Portfolio Construction. Part 4 focused on the re-balancing of “Classic” US Equity/Bond portfolios and Part 5 introduced the concepts of “Momentum” investing. In Part 6 of the Study I focused on Risk Management and the use of […]
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