100 Level

Brahms Requiem: CD Recommendation For The Week

  Brahms Requiem is one of my four favorite requiems.  The other three were composed by Mozart, Fauré, and Karl Jenkins.  I'm sure I could come up with a fifth, but these four quickly come to mind.  The link provided happens to be one of the recordings I have, but the one conducted by Robert Shaw is also an excellent alternative.  Before making a purchase, read the reviews.  For many of … [Read More...]

Links to Retirement Articles and Sector ETFs

Interested in retirement articles.  Geoff Considine, developer of the QPP software, has written the first four of five articles on retirement.  You can find the first article using this link.  The other articles can be found by going to the right sidebar under Recent Posts. I had an article published on Seeking Alpha on sector ETFs.  This link will take you to that article. … [Read More...]

300 Level

“Creme List” for 22 January 2011

CSCO is back on the list and we lost LLY.  Otherwise, only minor shifts occurred this week.  No stock was priced to purchase according to my analysis. Platinum membership available for a mere $5.00 per month. … [Read More...]

Newton Portfolio Update: 13 September 2012

Slowly, the Newton Portfolio asset classes are coming into balance.  The major move now required is to lower the holdings in bond and treasury ETFs and reallocate that cash into the few asset classes that are still under target. … [Read More...]

200 Level

Portfolio Performance – 20 August 2010

For some reason, I expected to see greater decline in the Internal Rate of Return (IRR) values this week.  In a number of cases, the portfolios picked up a little ground on the performance of the VTSMX. Obviously, this is due to the broad diversity of the asset classes held in the portfolios. In a few cases, the ITA Index increased significantly and that is due to the addition of … [Read More...]

QPP Analysis of Swensen-Faber Merged Portfolio

Merging ideas from the "Swensen Six" and "Faber Ten" portfolios has the potential to generate a wide array of asset allocation plans.  In the following example I am sticking with the general percentages allocated to the broad asset classes, as recommended by David Swensen, but you will see that I am adding asset classes as suggested in the "Faber Ten" portfolio. … [Read More...]

400 Level

QPP Analysis of “Top 17 Stocks”

Selecting the recommended stocks from the 40 securities listed in a prior blog, here is the Quantext Portfolio Planner (QPP) analysis of those 17 stocks.  Included is the Correlation Matrix graph and for good measure, I threw in the "Delta Factor" projections.  Since there were fewer stocks than in the original analysis I was able to show all the correlations. QPP Analysis:  As in the prior QPP … [Read More...]

A Risk-Parity Look At The New Normal Portfolio

While I don't know if the current makeup of assets matches my most recent copy of the New Normal, a look at a risk reduction or equal rating of risk is instructive.  Check out the QPP analysis below. … [Read More...]