Lowell has invited me to author a series of posts on the ITA Wealth Management website that may be of interest to Platinum members interested in learning more about the practical application of some of the strategies, tactics and analysis tools that Lowell uses on the site and how these might be expected to perform […]
The Feynman Study: Part 1
This first Part of the Study identifies the 10 Asset Groups and 18 individual EFTs that comprise the Feynman Portfolio and looks at the general market behavior, as defined by the Vanguard Total Stock Market Fund (VTSMX), over the 6 year period from 06/29/2007 to 06/30/2013. The VTSMX will be used as the reference, or […]
The Feynman Study: Part 3
In Part 3 of the Feynman Portfolio Study we look at the impact of rebalancing on portfolio performance. Part 2 examined the “Passive” – Buy and Hold – Investment strategy. Part 3 moves on to examine the “Dynamic” – Buy….Don’t Hold, re-balance – strategy. The Hoadley Portfolio Analyzer is used to determine the optimized unleveraged […]
Preparing For Next Week
Platinum members who have read and studied The Feynman Study will find the following data of interest. Included in the ranking table is a list of ETFs we use to construct ITA portfolios. As mentioned many times, SDS is included in the list as the “investment canary” in that it provides a clue to market […]
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 assets rather than the simple Rank […]