100 Level

Index Freeloaders

Take a few minutes to read and smile while reading this article about freeloading index investors.  As passive investors, we need to be grateful for active investors. … [Read More...]

William Bernstein’s Reading List

Checking out a recent Efficient Frontier post by William Bernstein, I ran across his recommended reading list of ten books.  If I may brag just a tiny bit, I've read #'s 1, 2, 5, 9, and 10.  Instead of #7, I read parts of Security Analysis.  Unless you are into stock picking, it can be eliminated. If you want to learn about kurtosis (mentioned in the EF article), may I … [Read More...]

300 Level

Sample Portfolio For Thirty (30) Year Old Investor

The following portfolio was passed on to me by a Platinum member as an example of a Strategic Asset Allocation plan for a thirty year-old investor.  Nine ETFs are used in this portfolio and many of the investment securities are familiar to ITA readers.  In fact, all nine Exchange Traded Funds can be found in one or more portfolios with exception of RWO.  RWO is a global real estate … [Read More...]

ITA Index: What Is It?

Calculating the ITA Index This morning I was searching through ITA Wealth Management to find information on the customized benchmark, ITA Index, and realized how little is available for the interested investor.  Lack of information spurred me to write a bit more about it, why it is useful, and some of the potential flaws related to its accuracy. Motivation to come up with a customized … [Read More...]

200 Level

Einstein Portfolio Review: 5 March 2012

Scheduled for review is the Einstein Portfolio.  I am using a modified version of the ITA Risk Reduction model with the Einstein.  What this means is that I am tracking critical ETFs held in the portfolio.  These include: VTI, VEU, VWO, VNQ, and RWX.  Should any of these ETFs (price of ETF) drop below their respective 195-Day Exponential Moving Average (EMA) I will sell off the … [Read More...]

Baker’s Dozen Portfolio

Check out the Baker's Dozen portfolio using this link.  Learn how to improve portfolio return while reducing risk. There is also information on Dual Momentum investing over on the "new" ITA Wealth Management blog.   … [Read More...]

400 Level

Momentum-Optimization Model (MOM) YouTube Presentations

Platinum members using the Momentum-Optimization Model (MOM) spreadsheet will find two help sessions at this address. http://www.youtube.com/user/Physlab Look for Momentum-Optimization and Momentum-Optimization Part 2.  Keep in mind that the resolution is not the greatest when viewing material on YouTube.  At least the Camtasia recordings are not as sharp as I prefer. Lowell   … [Read More...]

Playing Defense With The “Holy Grail” Portfolio

While there is no such thing as a "Holy Grail" portfolio, humor me for a few minutes and think of this simple seven ETF portfolio as a sound basic portfolio. The purpose of this post is to test how one might play portfolio defense and when is such a move necessary.  First, we take a look at the current QPP analysis for this seven ETF portfolio. Platinum membership is available for … [Read More...]