100 Level

Quantitative Easing Explained

ITA Wealth Management readers will find this video clip of interest. … [Read More...]

We All Love Ennio Morricone

The CD recommendation for the week is Soundtrack music from the "We All Love Ennio Morricone" recording. My recording has a few glitches so it is anything but perfect. If you are not familiar with Morricone, this is a good introduction.  Read the Amazon reviews as they are, in general, quite accurate. … [Read More...]

300 Level

Kepler Portfolio Update: 19 September 2011

While this is an intraday update, the asset allocation relationships shown in the following Dashboard will not change all that much.  Shares of VWO were added to bring the emerging markets closer to target.  We still need another 105 shares of VWO to push this asset class back to target. … [Read More...]

Optimization-Momentum Recommendations For Kepler

As promised here are the optimization-momentum recommendations for the Kepler Portfolio.  We first begin with the Efficient Frontier and see that the current portfolio, after the recent transactions, is moving closer to the optimized portfolio. Efficient Frontier:  The current portfolio is represented by the yellow diamond box and the optimized portfolio by the small red dot.  The recent … [Read More...]

200 Level

Portfolio Performance: 18 January 2013

One month passed since I last posted the portfolio performance data table.  While every portfolio increased in value over the last month, in many cases the benchmarks increased at a faster rate than the portfolios IRR values.  When comparing performance with the ITA Index, the Curie, Newton, Kepler, and Kenilworth gained ground on the customized benchmark.  Maintaining the same difference were the … [Read More...]

ITA Portfolio: A Well Diversified Mix of ETFs

Platinum members are encouraged to take a close look at the following list of ETFs that make up this portfolio. The following material is not available for publication on Seeking Alpha or other Internet sites.  This material is reserved for Platinum members. … [Read More...]

400 Level

Bullish Percent Indicator: Additional Information

In 1995 A.W. Cohen developed the New York Stock Exchange Bullish Percent Index.  Some technicians call it the greatest market indicator as it gives a broad overview of the market direction.  In our case, we are tracking several markets.  In the data table several market index are recorded as well as several popular ETFs.  The ETFs are on a separate worksheet and are not shown … [Read More...]

Sortino Ratio

Sortino Ratio: Calculation Steps Calculating the Sortino Ratio is not too difficult assuming you have historical data for the Internal Rate of Return (IRR) of the portfolio and the IRR for a benchmark. Here at ITA Wealth Management our primary benchmark is Vanguard's Total Market Index Fund, or VTSMX. Eventually we plan to move to the ITA Index, a customized benchmark for each portfolio. In … [Read More...]