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

Kahneman-Tversky Portfolio Review: 9 January, 2023

January 10, 2023 By HedgeHunter Leave a Comment

We start off the New Year with the following picture of performance for the Kahneman-Tversky (K-T) Portfolio through 2022: The portfolio showed less volatility than the benchmark AOR Fund but returns were slightly lower with a ~16% draw-down on the year. This compares with a drop of ~19% in US equities over the same period. […]

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

Kahneman-Tversky Portfolio Review: 30 December, 2022

January 1, 2023 By HedgeHunter Leave a Comment

The Kahneman-Tversky Portfolio, that uses the simplest Dual Momentum (DM) model to select one asset from a basket of three, did not perform particularly well in 2022: closing down ~18.4% on the year. While this is slightly less than the ~20% drop in value of US equities over the same period it does not beat […]

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Kahneman-Tversky Portfolio Review: 2 December, 2022

December 4, 2022 By HedgeHunter Leave a Comment

The Kahneman-Tversky (K-T) Portfolio is the simplest portfolio that I review on this site. It is a simple Dual Momentum (DM) portfolio with the option to allocate funds to only one asset from a quiver of three. The only slight twist is that the portfolio is split between a “slow” portion (Kahneman) with a single […]

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Kahneman-Tversky Portfolio Review: 4 November, 2022

November 6, 2022 By HedgeHunter 1 Comment

The Kahneman-Tversky (K-T) Portfolio is a simple portfolio managed using the Dual Momentum (DM) investment approach. Since at least one new member (@Ken Dorge) has indicated an interest in adopting this simple model I will spend a little more time than usual with some explanations/ideas. The model/approach was made popular by Gary Antonacci (https://dualmomentum.net/ in […]

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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 in SHY (short-term Bonds) for the past 3 […]

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

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 portions of the portfolio have been invested in SHY (short-term […]

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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 market conditions. While longer look-back periods have the advantage of generating […]

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

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 holding positions in short-term bonds (SHY) since equities and […]

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

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