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You are here: Home / Archives for ITA Portfolios / Kahneman-Tversky Portfolio

Kahneman-Tversky Portfolio Review: 28 February 2022

March 1, 2022 By HedgeHunter Leave a Comment

The Kahneman-Tversky portfolio is a simple Dual Momentum portfolio that chooses one of three assets in which to invest. The only other “diversification” results rom the fact that the portfolio is split between portions that use “slow” and “fast” lookback periods to measure “momentum”. Performance of the

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Kahneman-Tversky Portfolio Review: 1 April 2022

April 2, 2022 By HedgeHunter Leave a Comment

The Kahneman-Tversky (K-T) Portfolio is a simple Dual Momentum portfolio that is split into a “slow” (Kahneman) portion and a “fast” (Tversky) portion based on long (252-day) and short (100- and 60-day) lookback periods for measuring momentum. Performance of the portfolio over the

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Kahneman-Tversky Portfolio Review: 29 April 2022

April 30, 2022 By HedgeHunter Leave a Comment

The Kahneman-Tversky is a Dual Momentum (DM) portfolio that is split into two portions – one using a long look-back (slow) period and one using a shorter term (fast) look-back periods to measure momentum. Performance over the past 16 months looks like this: and is underperforming

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Kahneman-Tversky Portfolio Review: 3 June, 2022

June 5, 2022 By HedgeHunter Leave a Comment

The Kahneman-Tversky portfolio is a simple Dual Momentum portfolio with a choice of only one asset (other than Cash) from a quiver of three. Portfolio performance to date looks like this: and is significantly lagging the benchmark AOR fund as a result of using Trailing Stop Loss Orders

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Kahneman-Tversky Portfolio Review: 1 July, 2022

July 4, 2022 By HedgeHunter Leave a Comment

The Kahneman-Tversky Portfolio is a simple 3-asset portfolio managed by a Dual Momentum™ system that is diversified through the use of slow, long-term (252-day), and faster, short-term (60- and 100-day), look-back periods to calculate momentum/relative strength. At the present time both portions of the portfolio are

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Kahneman-Tversky Portfolio Review: 29 July, 2022

July 30, 2022 By HedgeHunter Leave a Comment

The Kahneman-Tversky (K-T) Portfolio is a simple Dual Momentum Portfolio with a little diversification in that it is split into 2 portions with different look-back periods. The reason to consider different look-back periods is to get fast and slow reaction times to changes in

Filed Under: Kahneman-Tversky Portfolio, Dual Momentum Tagged With: Kahneman-Tversky Portfolio

Kahneman-Tversky Portfolio Review: 2 September, 2022

September 4, 2022 By HedgeHunter Leave a Comment

The Kahneman-Tversky (K-T) Portfolio is a simple Dual Momentum Portfolio with options to invest in only one of 3 assets in each portion of the portfolio that are differentiated only by the different look-back periods used to measure momentum. For the past 3 months both

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Kahneman-Tversky Portfolio Review: 6 October, 2022

October 6, 2022 By HedgeHunter Leave a Comment

The Kahneman-Tversky Portfolio is a simple Dual Momentum Portfolio divided into two portions managed using slow (252-day) and fast (60- and 100-day) lookback periods respectively to calculate momentum. We’ll start by taking a look at recent performance: where we see that, since both portions have been invested

Filed Under: Kahneman-Tversky Portfolio, Portfolio Management, Portfolio Performance Tagged With: Kahneman-Tversky Portfolio, Portfolio Management, Portfolio Performance

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