Most, if not all the links found within the Feynman Study posts are broken.  Instead of attaching each Word file that goes with each blog post, here are all the associated documents in one zip file.  See the link below.

Momentum Weighted Portfolio A modification of the Rank Weighted (RW) Momentum Portfolio described in Part 10-2 of this Study is what I have called the Momentum Weighted (MW) Portfolio. This strategy uses a proprietary algorithm to calculate allocation weights that more accurately reflect the relative momentum of the individual assets rather than the simple Rank […]

In Part 8 of the Feynman Portfolio Study, which concludes the analysis of  “Momentum” Investing as a major Strategy option, I look at the question of “How Many Assets (ETFs) should I include in my Portfolio?” There is no definitive answer to this question, but the analysis provides an idea as to the performance trends that […]

In Parts 1 to 3 of the Feynman Portfolio Study I examined the roles of  diversification and optimization in Portfolio Construction. Part 4 focused on the re-balancing of “Classic” US Equity/Bond portfolios and Part 5 introduced the concepts of “Momentum” investing. In  Part 6 of the Study I focused on Risk Management and the use of […]

Part 6-7 of the Feynman Portfolio Study applies the SHY momentum filter to the Feynman “Momentum” Portfolio introduced in Part 5 of the Study. Also in this Part 6-7, I introduce the concept of allocation weighting based on (momentum) Ranking as an alternative to allocation weights based on (“Dynamic”) optimization as used in Parts 3, […]

In Part 6-5 of the Feynman Portfolio Study I continue the theme of Risk Management with application of the SHY momentum filter, introduced in Part 6-4, to the periodically optimized and re-balanced “Dynamic” Feynman Portfolio analyzed in Part 3 of the Study. The results are characterized by a relatively smooth equity curve with low volatility […]

In this Part 6-4 of the Feynman Portfolio Study I continue the theme of Risk Management as applied to Portfolios described in earlier Parts of the Study. In this Post I switch from the Moving Average filter, as discussed in Parts 6-1 to 6-3 of the Study, to a “Momentum” Filter and apply this filter […]

In this last Section of Part 6 of the Feynman Portfolio Study, covering the use of Moving Average (MA) filters as a tool for Risk Management, I apply the 195-Day EMA (ITARR) filter to the Feynman “Momentum” Portfolio introduced in Part 5 of the Study. Since the “Momentum” strategy is, by itself, a dynamically adjusting […]