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You are here: Home / Archives for ITA Portfolios / Dirac Portfolio

Dirac Portfolio – A Look at a Mean Reversion Strategy

March 22, 2024 By hedgehunter 8 Comments

For investors, the choice of which system(s) to use to manage their portfolio(s) is one of the most important decisions in the portfolio construction/management process. For many years, the passive Buy-and Hold strategy, whereby we would select a diversified portfolio of assets and simply hold

Filed Under: Dirac Portfolio, Critical Material, Passive vs. Active, Portfolio Construction, Retirement Planning Tagged With: Dirac Portfolio, Mean Reversion, Portfolio Construction, Retirement Planning

Dirac Portfolio Review: 13 May 2024

May 13, 2024 By hedgehunter 1 Comment

The Dirac Portfolio is, or will be when it is fully populated, an “income” portfolio much like the Hawking portfolio – but with an extended “quiver” of assets (~120) from which to choose. These assets might be Closed-End-Funds (CEFs), Exchange Traded Funds (ETFs) or similar

Filed Under: Dirac Portfolio, Portfolio Management, Portfolio Performance Tagged With: Dirac Portfolio, Portfolio Management, Portfolio Performance

Dirac Portfolio Review: 8 January 2025

January 10, 2025 By hedgehunter Leave a Comment

I opened the Dirac Portfolio in March 2024, as an “Income” portfolio, with the intent of populating it with CEFs using a mean reversion strategy based on 12-month Z-scores. However, with the markets being in a strong uptrend through 2024, no funds were

Filed Under: Dirac Portfolio, Portfolio Construction, Portfolio Management, Portfolio Performance Tagged With: Dirac Portfolio, Portfolio Construction, Portfolio Management, Portfolio Performance

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