Reducing Uncertainty by Tranching In the first 4 parts of this study we have focused on the optimization and robustness of the primary parameters necessary to apply the ITA Wealth Momentum Strategy – the appropriate look-back periods to measure momentum (Rate Of Change – ROC) and Volatility and the appropriate weights to apply to these […]
Tranche 1.6 Results
John Dishman sent the following to me, having tried to post the table in the Forum section. I was not able to do that easily so I am posting it here as a blog entry. If you have questions for John, state your questions in the comment section associated with this blog entry. “I found […]
Tranche Investing: How to Reduce the Number of Transactions Per Month
Tranche Investing: How to Reduce Transactions Based on results from extensive back-testing, there is a degree of luck as to when a portfolio comes up for review and when securities are bought and sold. Did the review come when it was time to buy and the market dipped? Or were ETFs sold when the market […]