100 Level

Software Used To Manage and Monitor ITA Portfolios

Several readers recently asked me what software I use to manage and monitor ITA portfolios.  Below is a list of materials I use. TLH Spreadsheet - This Excel spreadsheet was developed by Jim Thomas, Bakul Lalla, and Lowell Herr, hence the title TLH Spreadsheet.  This spreadsheet is free for the asking.  I have numerous video/audio clips available so interested users can learn how to employ … [Read More...]

Gems from “The Power of Passive Investing”

Passive Investing Gems Taylor Larimore extracted many gems from Rick Ferris' latest book. I pulled this material from the Bogleheads web site.  The link back to where I got this material can be found here. You may need to register to see this material. To find more Larimore gems, as extracted from other investment books, go to this site. This post is an effort to spread the news of the … [Read More...]

300 Level

Customized Benchmark: What Is Required To Calculate The ITA Index?

Long-time readers know the importance of benchmarking a portfolio, but some investors may not know what is required to calculate the ITA Index.  Understanding how to use the TLH Spreadsheet is at the core of calculating the ITA Index.  Assume you are constructing a portfolio using sixteen different classes.  Here is a list similar to what I use in nearly every portfolio.  I've included the … [Read More...]

New TLH Spreadsheet Help Audio/Video for Recalculation Error

In the benchmark and Internal Rate of Return data table, found in the upper left-hand corner of the primary worksheet, one sometimes sees the boxes filled with #REF! errors.  This is usually caused by the "Mosaic" or primary worksheet inability to find data from the Distribution Worksheet necessary to run a calculation on the benchmarks.  Thus the #REF! error.  I've … [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...]

Hedging the Simple Seven ETF Portfolio

In the last blog entry yesterday, I proposed a simple seven ETF portfolio that generated a Return/Uncertainty ratio of 0.57.  This is very close to our baseline of something greater than 0.60.  In the following portfolio, assume one sold off the 10% holding in VTI and shifted those assets over to the ultra-short SDS ETF.  There needs to be some reason for making the shift, but for … [Read More...]

400 Level

The Feynman Portfolio Study

Lowell has invited me to author a series of posts on the ITA Wealth Management website that may be of interest to Platinum members interested in learning more about the practical application of some of the strategies, tactics and analysis tools that Lowell uses on the site and how these might be expected to perform under a variety of market conditions. I plan to do this by back testing the … [Read More...]

“Delta Factor” Plus “Conservative Delta Index”

Platinum members, here is the extended screen shot that includes another column of information. Platinum membership available for $5.00 per month. … [Read More...]