100 Level

Sharpe Parity, Risk Parity, Equal Weights and Simple Moving Averages

Investors interested in investing methods discussed on this blog, and to a greater degree, over on http://itawealth.com, will find this article of interest. http://seekingalpha.com/article/2854706-does-sharpe-parity-work-better-than-risk-parity?ifp=0 Followers of ITA Wealth Management will find the latest material over on itawealth.com so please make your way over the this site.   … [Read More...]

Modifying Dual Momentum Investing Model

Investors interested in the "Dual Momentum" model should check out the following summaries of this method of portfolio management.  The third link explains how the DM model can be modified. Dual Momentum:  How to Implement Strategy For Higher Returns With Lower Risk A Brief Look at Dual Momentum Modifying The Dual Momentum Strategy … [Read More...]

300 Level

Using the Delta Indicator

Quantext Portfolio Planner Expanded While I hope to have the following article published on Seeking Alpha, I am permitted to make it available to Platinum readers since it is not readily available free on the Internet.  Here is the article as I submitted it to SA.  Platinum members have see this expansion of the QPP analysis before, but I don't recall ever posting both extremes so … [Read More...]

Six “Mad Money” Stocks

Here are six stocks that qualify for "Mad Money" investments.  Do your own thorough research. These stocks are not for publication elsewhere. … [Read More...]

200 Level

Lottery Foolishness

Who plays the lottery?  A recent news release revealed that lottery players earning $13,000 or fewer dollars per year, were spending 9% of their wages on lottery tickets. Yes - nine (9%) percent. Then I ran into this report when I was searching for more information on who plays the lotteries. Readers of this blog know that one does not fund a retirement plan by playing the lottery. What we … [Read More...]

Portfolio Performance: 28 January 2011

Portfolio performance and risk is what it is all about, and here are the results as of 1/28/2011.  Nearly all portfolios gained on either the ITA Index or VTSMX benchmarks.  Several portfolios also showed improvement in the Sortino and Retirement Ratios.  Since today is the last business day of January, all portfolios will be updated by this coming weekend.  Platinum members … [Read More...]

400 Level

Delta Factor: A First Look

Delta Factor: First Draft The question of when to buy or sell an ETF comes up frequently.  I've been working on this problem for a year or more and still do not have a definitive answer.  Perhaps there is no right answer, only one of probabilities.  Below is a data table of my first draft effort to quantize whether or not it is time to Buy, Hold, or Sell the primary ETFs.  … [Read More...]

Bullish Percent Indicators Show A Few Changes

Several indexes and one sector showed weakness this week.  Nevertheless, many markets are still reading above 70% or are positioned in the overbought region.  … [Read More...]