100 Level

Huffington Post Article

Remove the sphygmomanometer from your arm before reading this Huffington Post article on the 10 Biggest Wall Street Lies. … [Read More...]

Seeking Alpha Articles

Over the last few weeks I've been writing a few articles for  Seeking Alpha and they have pulled a few blog posts off this site.  In case you missed any of these articles, here are the links. Emerging Market Countries: Properly Priced Probabilities Portfolio Risk: Is It Worth Taking a Chance? Stress Testing Retirement Portfolio: Will It Last? A 10 … [Read More...]

300 Level

Momentum-Optimization Portfolio Construction

Constructing a portfolio through the use of a Momentum-Optimization Model (MOM) is infinitely easier than it was just a few years ago.  For one, we have many commission free ETFs to use so that trading costs do not consume all returns.  Computing power is the big difference as readers will see in a few moments.  If you Bing or Google "ETF Momentum Investing" you will find many references to … [Read More...]

Kenilworth Portfolio Update: 17 October 2011

Although the regular review for the Kenilworth is a few weeks away, purchases and sales this month are reasons for updating the portfolio today.  Readers will note some changes in the Strategic Asset Allocation plan.  For example, shares of VO and VB were sold out of the blend asset classes and those assets were shifted to VTI, the large-cap blend ETF.  VO and VB are highly … [Read More...]

200 Level

Risk Reduction Portfolio: A Potential Asset Allocation Plan

Bob Warasila, author of the "New Normal" portfolio, sent me an asset allocation plan that is worth sharing with Platinum members.  This Risk Reduction Portfolio differs slightly from one I recently posted over on Seeking Alpha in that this portfolio has a small exposure to precious metals and it also includes on stock.  In the following three screen shots readers will find the … [Read More...]

Retirement Portfolio: Part Five

If one is willing to add a few individual stocks to a sample retirement portfolio, what does the allocation look like when optimized?  In the following portfolio I added several ETFs to what one might consider the basic group.  These include SLV, DVY, and IDV where the latter two are dividend generators. Special Note:  The assumed growth rate of the S&P 500 was lowered from 7.0% to 6.0% for … [Read More...]

400 Level

Improving On The Simple Nine Global ETF Portfolio

While there are advantages to keeping a portfolio simple, there are also disadvantages.  For example, one will miss opportunities by not including asset classes that have been shown by Fama and French to add value to the portfolio.  Namely, value asset classes such as small-cap value (VBR).  We don't want to eliminate asset classes just to keep the portfolio simple.  The Ranking data table shows a … [Read More...]

Bond “Delta Factor” Projections

As requested, here are the "Delta Factor" projections for bond ETFs.  Keep in mind that VCSH, VCIT, VMBS and VGLT have short records (less than 5-yrs) so can be neglected.  If you have other bond ETFs to consider, send them along and I can add them to this list. … [Read More...]