100 Level

Franklin Portfolio Introduced

Several weeks ago I hinted at the possibility of tracking a new portfolio.  Today I am officially announcing the launch of the Franklin Portfolio.  Here at ITA Wealth Management, portfolios are named after scientists and presidents.  The Franklin Portfolio carries the name for several reasons.  While never president of the U.S., Benjamin Franklin was an important figure in … [Read More...]

First Things First

Yesterday, I was having coffee with a friend and we were discussing Blog writing and how we try to make the information interesting and understandable. This fellow writes on an entirely different topic, but the motivations are similar. In both cases, we are interested in helping our readers. In our discussion, we both agreed that it is necessary from time to time to go back to the beginning and … [Read More...]

300 Level

ITA Wealth Management Portfolio Asset Allocation Comparisons

ITA Wealth Management readers will be interested in comparing the different allocation plans for the portfolios tracked here on this investment blog.  Go to this URL to download the Excel™ SS. … [Read More...]

Swensen Six: Comparing Optimizers

Using the simple Swensen Six, the following analysis compares the QPP and Hoadley optimizers when no constraints are applied.  The recommendations are quite different.  In both situations I used five years of historical data and assumed the market would grow at 7% annually. First, let's look at the QPP optimization.  With not constraints applied, the QPP recommends 100% of the portfolio be … [Read More...]

200 Level

Please Keep It Simple: A Basic Seven-Eight ETF Portfolio

Is it possible to put together a simple portfolio?  I don't want anything too complicated, particularly when I am just beginning my investing career.  Such requests are common and the answer is - yes, it is possible to build a simple portfolio.  The diversification may not be the best, but that issue can be address later.  Below is a basic portfolio any investor can … [Read More...]

Madison Portfolio Update: 18 April 2012

Examination of the eight critical asset classes held in the Madison show only commodities, as represented by DBC, is priced under its 195-Day EMA.  Both VEU and VWO are close to crossing below their respective EMAs so I will need to check those again a few hours after the market closes as it takes time for the index prices to settle out.  For now, I sold off the shares of DBC as there is … [Read More...]

400 Level

ETF Indicator Update

Below is an incomplete list of ETFs using in the ITA portfolios.  As I come across ETFs of interest, I add them to the list.  It takes time to update the list as each indicator (now eight in number) is entered manually.  Of the ETFs currently on the list, PCY is one that is very close to a Buy.  If the percentage exceeds 100% the ETF goes on the Buy list.  PCY is about one … [Read More...]

“Delta Factor” and Market Inflection Points

To acquire additional background on the "Delta Factor" use the search engine located in the sidebar of ITA Wealth Management.  Some of the blog posts require Platinum membership to read all the information.  In this blog post I examine a group of ETFs using three time intervals.   Here are the intervals for analysis 3/31/2006 - 3/31/2009  (Looking forward, … [Read More...]