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
Dirac Portfolio Review: 13 May 2024
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
Dirac Portfolio – A Look at a Mean Reversion Strategy
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