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You are here: Home / Archives for Portfolio Management / Risk Management

Risk Parity: A 60/40 Stock/Bond Portfolio Is Not Conservative

January 17, 2014 By Lowell Herr

This blog will make a lot more sense if you are able to capture and read Edward Qian’s article, Risk Parity Allocation.  This blog post is a brief description of how risk is calculated.  This not for the mathematically squeamish, but the concept is not difficult if one can get past one step in the logic.  […]

Filed Under: Risk Management Tagged With: Risk Management

ETF Rankings: VEU and IDV Lose Ground

January 22, 2014 By Lowell Herr

Two international ETFs lost ground over the last few trading days.  Both VEU and IDV are now performing below SHY as Platinum members can see from the rankings table shown below. ETF Rankings:  Based on the following data we will continue to lower allocations to asset classes such as Commodities (DBC), Gold (GLD), International REITs […]

Filed Under: Risk Management Tagged With: Risk Management

SHY Picking Off One ETF at a Time

January 28, 2014 By Lowell Herr

This short blog precedes the Curie Review coming up later in the day as I wanted to show readers the gradual change that is taking place within the ETF rankings.  Note that approximately 50% of the ETFs now lie below the performance of SHY.  VSS is the latest victim. ETF Rankings:  Another change that occurred […]

Filed Under: Risk Management Tagged With: Risk Management

Risk Management Through Cluster Weighting Momentum Analysis

February 13, 2014 By Lowell Herr

Risk Management is a critical part of portfolio management as it eventually plays directly into portfolio return.  Beginning with a stable of “critical” ETFs, the following Cluster Weighting Momentum (CWM) analysis identifies the favored securities based on data as of 2/12/2014.  ETFs within this list are found in nearly all the portfolios tracked here at […]

Filed Under: Critical Material, Momentum, Risk Management

Managing Risk For Week of 17 February 2014

February 17, 2014 By Lowell Herr

Risk management is vital when the market is bouncing around close to an all-time high.  As we enter this week of investing, here is the latest ranking of a list of critical ETFs.  Avoid International REITs (RWX), Gold (IAU), Emerging Markets (VWO), and a few other securities that are lagging SHY. ETF Rankings:  Based on […]

Filed Under: Risk Management Tagged With: Risk Management

Hawking Portfolio Review for February 2014: Part 2

February 23, 2014 By HedgeHunter

In Part 1 of the February Review of the Hawking Portfolio I described the current Portfolio positions with ~$55,000 in cash available for allocation to new assets. In this Part 2 I re-analyze the 3 component ETF lists (~100 ETFs) and reduce this to a short list of 20 for selection of new positions for […]

Filed Under: Hawking Portfolio, Portfolio Management, Risk Management Tagged With: Hawking Portfolio, Portfolio Management, Risk Management

Options: Hedging Your Portfolio

March 11, 2014 By HedgeHunter

An ITA Platinum Member recently asked me to comment on a long term “Collar” Hedge that used SPY (the S&P 500 Index ETF) as the hedging instrument. To keep things simple we will start by assuming that our investment portfolio behaves like SPY i.e. is highly correlated with SPY and has a beta weighting of […]

Filed Under: Options, Risk Management Tagged With: Options, Risk Management

Hawking Portfolio – Position Update, 21 March 2014

March 24, 2014 By HedgeHunter

Unfortunately I have been unable to run the ranking/cluster analyses on the Hawking asset lists due to the apparent lack of updated Yahoo data for some symbols in the lists. I will run these analyses as soon as the data is updated. In the meantime, all Options held in the portfolio expired worthless on Friday […]

Filed Under: Hawking Portfolio, Portfolio Management, Risk Management Tagged With: Hawking, Portfolio Management, Risk Management

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