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How “Robust” is the ITA Wealth Momentum Strategy? – Part 3

July 8, 2015
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How “Robust” is the ITA Wealth Momentum Strategy? – Part 3

Using Pseudo Price Profiles in lieu of Additional In-Sample Data Testing We have emphasized, many times, the dangers of (over) optimization when considering the results of back-tests to determine the “best” values to use when choosing parameters for a system designed for forward trading/investment. In Part 2 of this study we presented the results of a…

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Using Tranching to Mitigate “Timing Luck”

July 7, 2015
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Using Tranching to Mitigate “Timing Luck”

  Using Tranching to Mitigate “Timing Luck” 7/6/2015 Ernie Stokely ITA Wealth members are hopefully now all aware of the effect over time of the choice of the rebalancing (checkup) date on portfolio return. Some check dates give better results than others, and there is no way to know a priori what “good” dates will…

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Tranche Investing: A Rebalancing Model to Reduce Luck

July 6, 2015
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Tranche Investing: A Rebalancing Model to Reduce Luck

Physics of Hotwheels – circa 1970. Tranche is a French word meaning “to slice or section.”  When I see this term I immediately think of Fidelity Investments as this is exactly what they did with their mutual funds in the 1980s when they created their select funds.  The idea was to divide the market into…

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Nominate Your Business For the Summer People & Planet Award: Innovation in Recycling

July 2, 2015
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Nominate a great company by July 6 to win Green America’s Summer 2015 People & Planet Awards. This round of our quarterly green business awards program is dedicated to innovation in recycled products. Does this sound like your business? Have you come up with creative ways to keep materials out of landfills? Are you finding new uses…

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Community Microgrids – Can Capital Innovations Accelerate their Adoption?

June 15, 2015
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Andy Zetlan, a consulting director at SGL Partners, is the guest author of this interesting article about community microgrids and financing options. The microgrid era has begun worldwide, and investment is now creating showcase examples that enable evaluation of their economics and operational value. Most US investment has been around office campuses, including businesses and…

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Biggs and Boston Brass: CD Recommendation for Week of 7 June 2015

June 7, 2015
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Biggs and Boston Brass:  CD Recommendation for Week of 7 June 2015

The Antiphonal Music of Gabrieli is my classical music recommendation this week.  Grab this CD if you can find any available, particularly if you like early music.  Giovanni Gabrieli (1557 – 1612) spans the period from early music into the Baroque Era.  Just in case this CD is unavailable, a good substitute is Arcangelo Corelli’s…

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Bullish Percent Indicators: 6 June 2015

June 6, 2015
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Bullish Percent Indicators:  6 June 2015

The following Bullish Percent Indicator data butts up against my intuition as I thought the markets would show greater decline than what is actually reported below.  Granted, most of the strength is showing up in tech stocks or the NASDAQ.  However, the Dow Jones Transportation Average (DJTA) shifted from defense over to offense.  That is…

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When to Exit an Existing Position when the Market Turns South?

June 4, 2015
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When to Exit an Existing Position when the Market Turns South?

The subject of this Post is one we all face at some point in our portfolio management experience – and there isn’t a simple answer – but this Post describes some of the things I look at when making this decision. Regular readers of my Posts will know that I like to hedge my portfolios…

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Preparing for Kepler Review

June 4, 2015
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Preparing for Kepler Review

In preparation for the Kepler portfolio update, due tomorrow, I decided to take a look at the Efficient Frontier and current ETF rankings to see if any securities need to be sold.  A few changes are recommended for the Kepler as readers will see from the ETF ranking table. Kepler Efficient Frontier:  Since the last…

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Update Your National Green Pages® Listing for the 2016 Edition

June 3, 2015
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Members: It’s time to get listed! Your Green Business Network Membership includes your FREE listing in the print edition of the National Green Pages®.  Check or create your listing for the next edition and make updates. Log in to your Member Portal to confirm or update your listing by June 30. Your Member Portal gives you direct…

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