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

Kahneman-Tversky Portfolio Review: 1 September, 2023

September 3, 2023 By hedgehunter

The Kahneman-Tversky (K-T) Portfolio is a simple Dual Momentum (DM) portfolio with a choice of only one ETF from a total of 3. It therefore requires very little time/effort to manage the portfolio. The only twist to this portfolio is that it is split into

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

Kahneman-Tversky Portfolio Review: 1 December, 2023

December 4, 2023 By hedgehunter

The Kahneman-Tversky (K-T) Portfolio is another simple portfolio that requires very little attention and few adjustments. No adjustments have been made in the past 3 months since the last review on this site. Performance to date looks like this: where we

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Kahneman-Tversky Portfolio Review: 1 March, 2024

March 3, 2024 By hedgehunter 2 Comments

It has been 3 months since I last posted a review of the Kahneman-Tversky (K-T) Portfolio since no adjustments have been called for. The K-T Portfolio is a simple Dual Momentum Portfolio that needs very little attention since we only

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

Kahneman-Tversky Portfolio Review: 5 April, 2024

April 7, 2024 By hedgehunter Leave a Comment

The Kahneman-Tversky Portfolio is the simplest Dual Momentum Portfolio that I review here on this site and selects only one asset chosen from a choice between three of the major asset classes – VTI (US Equities), VEA (International Equities) or US Long-Term Trasury Bonds (TLT) –

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Kahneman-Tversky Portfolio Review: 10 May, 2024

May 12, 2024 By hedgehunter Leave a Comment

The Kahneman-Tversky (K-T) Portfolio is a simple Dual Momentum Portfolio using different lookback periods to measure momentum/relative strength in separate portions of the total portfolio. The Portfolio only has a choice of 3 assets from which to choose – VTI (US Equities), VEU (International Equities

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Kahneman-Tversky Portfolio Review: 7 June, 2024

June 9, 2024 By hedgehunter Leave a Comment

The Kahneman-Tversky (K-T) Portfolio is a simple Dual Momentum Portfolio that is split between two lookback period options over which “momentum”, or Relative Strength, is measured. The Kahneman portion of the portfolio uses a single long-term lookback period of 252 trading days (12 months)

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

Kahneman-Tversky Portfolio Review: 3 July, 2024

July 3, 2024 By hedgehunter Leave a Comment

Last month I switched my position in the faster moving Tversky portion of this Dual Momentum portfolio to International equities (VEU) from US equities (VTI). This proved to be a poor move since VTI has outperformed VEU over the past month and, as we will see below

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

Kahneman-Tversky Portfolio Review: 9 August, 2024

August 11, 2024 By hedgehunter Leave a Comment

The Kahneman-Tversky Portfolio is the simplest portfolio that I review on this site and consists of a choice of one ETF from three options – two Equity ETFs (US or International) and one Bond ETF (Long Term US Treasuries). The only twist to the portfolio is that

Filed Under: Kahneman-Tversky Portfolio

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