The Kahneman-Tversky Portfolio is a simple Dual Momentum (DM) Portfolio that needs little adjustment/management. The choice is to invest in only one of three ETFs or move to Cash (or SHY). The only “complexity” comes from the fact that the portfolio is split into two portions
Kahneman-Tversky Portfolio Review: 3 February 2023
The Kahneman-Tversky Portfolio is a simple Dual Momentum Portfolio that needs little management/adjustment. It is split into two portions – one that is relatively slow in reacting to changes in market conditions – the Kahneman portion – and one that reacts a little more
Kahneman-Tversky Portfolio Review: 9 January, 2023
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
Kahneman-Tversky Portfolio Review: 30 December, 2022
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
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